Concordance of high school courses of mathematics and physics is a long-known and still-unsolved problem, at least in Russia. Lyceum "Physical-Technical High School" exists for more than 20 years and endeavors to solve this problem. During this work, Lyceum teachers worked out certain ideology of educational content as well as methods of teaching specific topics. Textbooks and workbooks have been written for the Lyceum students by the Lyceum teachers (or in collaboration with them). This article reports on the cumulate experience of the Lyceum in mathematical education of future physicists.