Name:
Stephen Wright
Phone:
(608) 262-4838
Room:
4379 CS
Office hours:
Monday 4-5, Thursday 3-4 Bio:
- Professor in the Computer Sciences Department and Industrial and Systems Engineering at UW-Madison
- Investigator in the Optimization Theme in the Wisconsin Institute for Discovery at UW-Madison.
- Past Chair and current Vice Chair of the Mathematical Optimization Society (formerly Mathematical Programming Society).
- SIAM Fellow and Member of the Board of Trustees of SIAM.
- Member of the Science Advisory Board of IPAM.
Research interests:
Numerical optimization, especially problems involving real (as opposed to integer or discrete) variables. I'm interested in the theory, algorithms, and implementations, and in applications of all types.
- Algorithms and theory in nonlinear optimization. Along these lines, here's a brief overview of continuous optimization, from an applied math perspective.
- Applications of optimization to signal and image processing, process control, computational statistics, computational biology, cancer radiotherapy, weather forecasting, and other areas.
- Optimization software: PCx (linear programming), OOQP (convex quadratic programming). There was a new release of OOQP in August 2012.
- Compressed sensing software: GPSR, SpaRSA. Also GPU codes for signal and image processing, and TV denoising software.
- The LPS code for regularized logistic regression, and ASSET: Stochastic gradient for nonlinear support vector machines.
- The SpaRSA paper wins a Best Paper award from the IEEE Signal Processing Society (2011)!
- Member of Texas-Wisconsin-California Control Consortium: Process control and optimization.
- See my Amazon author page.
Current teaching:
- CS730: Nonlinear Optimization II (Spring 2013)
Previously taught:
- CS525: Linear Programming (Fall, 2012)
- CS635: Tools and Environments for Optimization (Spring 2006)
- CS416: Introduction to Scientific Computing (Spring 2007)
- CS726: Nonlinear Optimization I (Fall 2008)
Next Up:
- CS726: Nonlinear Optimization I (Fall 2013)