This paper presents and reviews the current application fields of mathematical programming in integrated iron‐ and steelmaking research. Three different fields of mathematical programming applications are identified and discussed: unit operation optimization, by‐product gas distribution, and integrated system optimization and design. Based on current research activities in the iron and steel industry, development trends for mathematical programming in integrated iron‐ and steelmaking research, such as the cogeneration of chemicals aided by renewable energy grid integration, are presented.