Coco Krumme traces the fascinating history of optimization from its roots in America's founding principles, to its dominance as the driving principle of our modern world. Optimized models underlie everything and are deeply embedded in the technologies and assumptions that have come to comprise not only our material reality, but what we make of it. How did a mathematical concept take on such outsized cultural shape? Krumme's work in scientific computation made her aware of optimization's overreach, where she observed that streamlined systems are less resilient and more at risk of failure. They limit our options and narrow our perspectives. Optimal Illusions exposes the sizable bargains we have made in the name of optimization and asks us to consider what comes next.