Steve Wright's Links

Last updated on Sat, 08/11/2012 - 2:47pm. Originally submitted by Stephen Wright on 09/23/2010 - 4:32pm.

Recent gentle overview of Continuous Optimization (August, 2012) from an Applied Math perspective.
Video of NIPS Tutorial: 6 Dec 2010.
Optimization Online, the latest and greatest eprints on optimization (be sure to post your finest work!)
GPSR: Gradient Projection for Sparse Reconstruction and SpaRSA: Sparse Reconstruction by Separable Approximation. We also have a GPU implementation of SpaRSA.
Mathematical Optimization Society and SIAM Activity Group on Optimization
New Edited Book: Optimization for Machine Learning, MIT Press.
MW and the earlier metaNEOS project : grid computing and optimization
Committee on Optimization and Applications (COPTA) at UW-Madison.
NEOS Server, and NEOS Wiki, recently moved to the Wisconsin Institutes for Discovery after many successful years at Argonne National Lab.
Interior-Point Methods Online, an older archive of interior-point papers and stuff, active from 1994-2000.
TV Denoising Software using dual and primal-dual methods.
Sampling methods for Stochastic Programming
Computational Science Lecture Series at UW-Madison.