Steve Wright's Links
- 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.