Increasing the effectiveness of e-learning has become one of the most practically and theoretically important issues within both educational engineering and information system fields. The development of information technologies has contributed to growth in online training as an important education method. The online training environment enables learners to undertake "any time, any place" customized training. Moreover, information technology allows both trainers and learners to be decoupled in terms of time, place, and space. There is a competence set consisting of ideas, knowledge, information, and skills for making a decision. In order to effectively acquire the needed skills in the competence set to solve the problem, finding appropriate learning sequences for decision makers should be taken into account. However, the means for determining the learning cost of learning one skill in relation to another skill plays a critical role for generating learning sequences. This article addresses the identification of varied cost elements as well as cost optimization in e-learning educational systems using mathematical programming. An effective method for estimating the learning cost between any two skills by using grey relational analysis and a radial basis function network is then proposed. An integer programming method is employed to demonstrate that it is possible to facilitate the acquisition of single skills by considering a set of useful compound skills. (Contains 4 figures and 2 tables.)