In many Direct and Inverse Scattering problems one has to use a parameter-fitting procedure, because analytical inversion procedures are often not available. In this paper a variety of such methods is presented with a discussion of theoretical and computational issues.The problem of finding small subsurface inclusions from surface scattering data is stated and investigated. This Inverse Scattering problem is reduced to an optimization problem, and solved by the Hybrid Stochastic-Deterministic minimization algorithm. A similar approach is used to determine layers in a particle from the scattering data.The Inverse potential scattering problem is described and its solution based on a parameter fitting procedure is presented for the case of spherically symmetric potentials and fixed-energy phase shifts as the scattering data. The central feature of the minimization algorithm here is the Stability Index Method. This general approach estimates the size of the minimizing sets, and gives a practically useful stopping criterion for global minimization algorithms.The 3D inverse scattering problem with fixed-energy data is discussed. Its solution by the Ramm's method is described. The cases of exact and noisy discrete data are considered. Error estimates for the inversion algorithm are given in both cases of exact and noisy data. Comparison of the Ramm's inversion method with the inversion based on the Dirichlet-to-Neumann map is given and it is shown that there are many more numerical difficulties in the latter method than in the Ramm's method.An Obstacle Direct Scattering problem is treated by a novel Modified Rayleigh Conjecture (MRC) method. MRC's performance is compared favorably to the well known Boundary Integral Equation Method, based on the properties of the single and double-layer potentials. A special minimization procedure allows one to inexpensively compute scattered fields for 2D and 3D obstacles having smooth as well as nonsmooth surfaces.A new Support Function Method (SFM) is used for Inverse Obstacle Scattering problems. The SFM can work with limited data. It can also be used for Inverse scattering problems with unknown scattering conditions on its boundary (e.g. soft, or hard scattering). Another method for Inverse scattering problems, the Linear Sampling Method (LSM), is analyzed. Theoretical and computational difficulties in using this method are pointed out.