Optimisation is the driving principle of our modern world. We now can manufacture, transport, and organise things more cheaply and faster than ever. Optimised models underly everything from supply chains and airplane schedules to dating site matches. We strive for efficiency in our daily lives, obsessed with productivity and optimal performance. How did a mathematical concept take on such outsized cultural shape? And what is lost, when efficiency is gained? This sharp, character-driven narrative traces the history of optimisation from its roots in America's founding principles through the work of Manhattan project scientists, Silicon Valley techno-utopians, lifestyle gurus, oil tycoons, wildlife ecologists, sugar beet farmers, and poker players. It turns a keen eye to the technologies and mathematical assumptions that have come to underlie not just our material reality, but what we make of it. Coco Krumme's work in mathematical modeling has made her acutely aware of optimisation's overreach. Streamlined systems are less resilient. They limit our options and narrow our perspectives. Living in an optimised society can feel oppressive and profoundly inhumane. Optimal Illusions exposes the sizable bargains we have made in the name of optimisation, and asks us to consider what comes next.