This project is on Non Linear Least Squares optimization and Iterative Closest Point (ICP) algorithm. Non Linear Least Squares optimization is done on synthesized data (Gaussian function and other non-linear function) using methods like Gradient Descent optimization, Gauss-Newton optimization and Levenberg Marquardt (LM) optimization. ICP is done on input point clouds to find the transformation matrix between them using procrustes alignment using closest point correspondences.