This book offers an alternative to current philosophy of mathematics: heuristic philosophy of mathematics. In accordance with the heuristic approach, the philosophy of mathematics must concern itself with the making of mathematics and in particular with mathematical discovery. In the past century, mainstream philosophy of mathematics has claimed that the philosophy of mathematics cannot concern itself with the making of mathematics but only with finished mathematics, namely mathematics as presented in published works. On this basis, mainstream philosophy of mathematics has maintained that mathematics is theorem proving by the axiomatic method. This view has turned out to be untenable because of Gödel incompleteness theorems, which have shown that the view that mathematics is theorem proving by the axiomatic method does not account for a large number of basic features of mathematics. By using the heuristic approach, this book argues that mathematics is not theorem provingby the axiomatic method, but is rather problem solving by the analytic method. The author argues that this view can account for the main items of the mathematical process, those being: mathematical objects, demonstrations, definitions, diagrams, notations, explanations, applicability, beauty, and the role of mathematical knowledge.