Gradient-based aerodynamic shape optimization, based on Computational Fluid Dynamics analysis of the flow, is a method that can automatically improve designs of aircraft components. The prospect is to reduce a cost function that reflects aerodynamic performances. When the shape is described by a large number of parameters, the calculation of one gradient of the cost function is only feasible by recourse to techniques that are derived from the theory of optimal control. In order to obtain the best computational efficiency, the so called adjoint method is applied here on the complete mapping, from the parameters of design to the values of the cost function. The mapping considered here includes the Euler equations for compressible flow discretized on unstructured meshes by a median-dual finite-volume scheme, the primal-to-dual mesh transformation, the mesh deformation, and the parameterization. The results of the present research concern the detailed derivations of expressions, equations, and algorithms that are necessary to calculate the gradient of the cost function. The discrete adjoint of the Euler equations and the exact dual-to-primal transformation of the gradient have been implemented for 2D and 3D applications in the code Edge, a program of Computational Fluid Dynamics used by Swedish industries. Moreover, techniques are proposed here in the aim to further reduce the computational cost of aerodynamic shape optimization. For instance, an interpolation scheme is derived based on Radial Basis Functions that can execute the deformation of unstructured meshes faster than methods based on an elliptic equation. In order to improve the accuracy of the shape, obtained by numerical optimization, a moving mesh adaptation scheme is realized based on a variable diffusivity equation of Winslow type. This adaptation has been successfully applied on a simple case of shape optimization involving a supersonic flow. An interpolation technique has been derived based on a mollifier in order to improve the convergence of the coupled mesh-flow equations entering the adaptive scheme. The method of adjoint derived here has also been applied successfully when coupling the Euler equations with the boundary-layer and parabolized stability equations, with the aim to delay the laminar-to-turbulent transition of the flow. The delay of transition is an efficient way to reduce the drag due to viscosity at high Reynolds numbers.