Abstract:- I found the magic square a simple problem with a very rich combinatorics: there are (n2)! manners to fill the nxn matrix with integers between 1 and n2, without repetitions, but only very few of them are magic square [1]. For n=4, generating all the 16! permutations, I found 7040 magic squares and 549504 relaxed magic squares. In the literature many people believe that the number of magic squares of order four is 880, but in fact these are the canonical magic squares from which can be generated all the other by rotation and transposition or reflection. So I use the magic square as a benchmark to compare mathematical programming, namely mixed integer programming (MIP), with Genetic Algorithms (GAs), that I will show are much more ...