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.