Localization is a non-perturbative method to exactly compute path integrals in supersymmetric theories. I will describe how localization can be thus used to test holographic duality in a non-conformal setting, namely for N=2* theory, which is a massive deformation of N=4 super Yang-Mills, and for which the dual supergravity background is known explicitly.

The AdS/CFT correspondence establishes an equivalence of a four-dimensional supersymmetric gauge theory and string theory in Anti-de-Sitter space. Remarkably, the AdS/CFT system can be solved exactly with the help of integrability methods typical for two-dimensional models. I will review the general framework of the AdS/CFT duality, describe how integrability arises in AdS/CFT and how it can be used to compute the exact non-perturbative spectrum of supersymmetric Yang-Mills theory.