Office hours:Monday 4-5, Thursday 4-5
- 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 of the Mathematical Optimization Society.
- SIAM Fellow and Member of the Board of Trustees of SIAM.
- Member of the Science Advisory Board of IPAM.
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. Here's an optimization perspective on machine learning.
- Applications of optimization to signal and image processing, process control, machine learning and data analysis, 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.
- See some of my talks on Videolectures.