This dissertation presents the applications of state-of-the-art computation techniques and data analysis algorithms in three physical and biological problems: assembling DNA pieces, optimizing self-assembly yield, and identifying correlations from large multivariate datasets. In the first topic, in-depth analysis of using Sequencing by Hybridization (SBH) to reconstruct target DNA sequences shows that a modified reconstruction algorithm can overcome the theoretical boundary without the need for different types of biochemical assays and is robust to error. In the second topic, consistent with theoretical predictions, simulations using Graphics Processing Unit (GPU) demonstrate how controlling the short-ranged interactions between particles and controlling the concentrations optimize the self-assembly yield of a desired structure, and nonequilibrium behavior when optimizing concentrations is also unveiled by leveraging the computation capacity of GPUs. In the last topic, a methodology to incorporate existing categorization information into the search process to efficiently reconstruct the optimal true correlation matrix for multivariate datasets is introduced. Simulations on both synthetic and real financial datasets show that the algorithm is able to detect signals below the Random Matrix Theory (RMT) threshold. These three problems are representatives of using massive computation techniques and data analysis algorithms to tackle optimization problems, and outperform theoretical boundary when incorporating prior information into the computation.