Recently, the concept of Computerized Adaptive Testing (CAT) has been receiving ever growing attention from the academic community. This is so because of both practical and theoretical considerations. Its practical importance lies in the advantages of CAT over the traditional (perhaps outdated) paper-and-pencil test in terms of time, accuracy, and money. The theoretical interest is sparked by its natural relationship to Item Response Theory (IRT). This dissertation offers a mathematical programming approach which creates a model that generates a CAT that takes care of many questions concerning the test, such as feasibility, accuracy and time of testing, as well as item pool security. The CAT generated is designed to obtain the most information about a single test taker. Several methods for eatimating the examinee's ability, based on the (dichotomous) responses to the items in the test, are also offered here. (PsycINFO Database Record (c) 2003 APA, all rights reserved).