kbenjamin,
As for programming experience, you should get a handle on
two things - linear algebra, and probably OCTAVE, which is
a mathematical programming environment that the class uses
for examples (if I recall correctly).
For linear algebra, Gilbert Strang's lectures are pretty good:
http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/
Here's a link to OCTAVE, which is an open source version of MATLAB:
http://www.gnu.org/software/octave/
The level of programming sophistication you need is, um, not *too*
much, but you should get a handle on basic FOR loops and functions
at the very least, and definitely brush up on linear algebra! You should
know what a vector is, how to take a dot product, and how to multiply
a matrix by a vector. If your calculus is rusty or not there, (re)learn what
a derivative is.
mike