Many stages of state-of-the-art robotics pipelines rely on the solutions of underlying optimization algorithms. Unfortunately, many of these approaches rely on simplifications and conservative approximations in order to reduce their computational complexity and support online operation. At the same time, parallelism has been used to significantly increase the throughput of computationally expensive algorithms across the field of computer science. And, with the widespread adoption of parallel computing platforms such as GPUs, it is natural to consider whether these architectures can benefit robotics researchers interested in solving computationally constrained problems online. This course will provide students with an introduction to both parallel programming on CPUs and GPUs as well as optimization algorithms for robotics applications. It will then dive into the intersection of those fields through case studies of recent state-of-the-art research and culminate in a team-based final project.