 |
|
|
 |
|
Research Summary |
|
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. |
|
|
|
Positions |
|
|  Professor in the Computer Sciences Department at UW-Madison, with a courtesy appointment in Industrial and Systems Engineering
Member of the Optimization Group at UW-Madison, the DS/OR Group, and COPTA.
Chair of the Mathematical Programming Society.
Member of the Board of Trustees of SIAM.
|
|
Research Projects |
|
Algorithms for nonlinear optimization
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)
Compressed sensing software: GPSR, SpaRSA. Also GPU codes for signal
and image processing, and TV denoising software.
Member
of Texas-Wisconsin-California
Control Consortium: Process control and optimization.
|
|
Teaching |
|
Current:
CS730: Nonlinear Programming II (UW, Spring 2010)
Next:
CS525: Linear Programming (UW, Fall 2010)
Previously taught:
CS525: Linear Programming (UW, Fall 2009)
CS635: Tools
and Environments for Optimization (UW, Spring 2006)
CS416: Introduction
to Scientific Computing (UW, Spring 2007)
CS726: Nonlinear Optimization I (UW, Fall 2008)
|
|
Publications |
|
Technical reports, papers, and talks
Primal-Dual Interior-Point Methods, published by SIAM in 1997 (see a somewhat dated list of corrections).
Numerical Optimization, Second edition, with Jorge Nocedal, was published in August 2006. Here is a list of typos. You can buy it here and here, for example.
Linear Programming with MATLAB, with Michael Ferris and Olvi Mangasarian, published by SIAM in 2007. See also this page of Matlab programs discussed in the book.
|
|
Links |
|
MW and the earlier metaNEOS
project
: grid computing and optimization
Computational Science Lecture Series at UW-Madison.
Committee on Optimization
and Applications (COPTA) at UW-Madison.
Optimization Technology Center, NEOS
Server, and NEOS Guide, which includes the Optimization
Software Guide and Optimization
Tree. The NEOS Guide is in the process of being superseded by the NEOS Wiki, to which all
are invited to contribute
Optimization Online, the latest and greatest eprints on optimization (be sure to post your finest work!)
Interior-Point
Methods Online, an older archive of interior-point papers and stuff
Mathematical Programming Society and SIAM
Activity Group on Optimization
GPSR: Gradient Projection for Sparse Reconstruction and SpaRSA: Sparse Reconstruction by Separable Approximation. We also have a GPU implementation of SpaRSA.
TV Denoising Software
Sampling
methods for Stochastic Programming
My Dad's consulting outfit: PGW ProSuTech
Current Madison
weather and Madison Forecast obtained from the UW-Madison Real-Time MM5 Forecast page
New York Times and Financial Times. Also Madison's Capital Times
The Daily Kos and Paul Krugman's blog
The Onion and Doonesbury
|
|
|
|
|
|
|
