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Having done a fair bit of contest- type math, I was interested in trying to write similar sorts of problems, only to find myself immediately stumped. How does one write "elegant problems" of the kind that are found in the IMO and comparable national mathematics olympiads? Is it a question of just investigating some simple system, finding an interesting problem and solving it, or does one somehow consciously design the "trick" to solving the problem beforehand?

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    Knowing a lot about the field in which you want to write the problem in helps. In fact, it is essential. This way you can not only write the problem but also accurately judge its level of difficulty. – Asaf Karagila Mar 07 '13 at 01:01
  • @DavidP.: I would recommend studying the texts (theoretical and applied both) and see if you can come up with the approach that satisfies your needs. Different people have different likes and dislikes. I would also recommend new and much older books too as well as journal articles. Looking at a bunch of different examples, and using those to formulate how you want to write your problems will likely take practice, patience and persistence! – Amzoti Mar 07 '13 at 01:24
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    Knowing a lot isn't enough. Besides, IMO problems are suggested by a large group, and then checked/refined, and finally selected. It isn't that somebody wakes up a beautiful morning and has invented a dozen fine problems by lunchtime. – vonbrand Mar 07 '13 at 01:26
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    This might be of interest: http://math.stackexchange.com/questions/203301/how-do-people-come-up-with-difficult-math-olympiad-questions – Dejan Govc Mar 07 '13 at 10:21

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