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Research Summary |
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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.
Here's a link to slides for my talk for the SIAM Optimization Meeting, Darmstadt, May 2011. |
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Positions |
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|  Professor in the Computer Sciences Department and the Industrial and Systems Engineering at UW-Madison.
Member of the Optimization Theme in the Wisconsin Institute for Discovery at UW-Madison.
Past Chair (current Vice-Chair) of the Mathematical Optimization Society (formerly Mathematical Programming Society).
SIAM Fellow and Member of the Board of Trustees of SIAM.
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Research Projects |
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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, and the LPS code for regularized logistic regression.
Member
of Texas-Wisconsin-California
Control Consortium: Process Control and Optimization.
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Teaching |
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Current:
SABBATICAL (yeah, baby!!)
Next:
??? (UW,Fall, 2012)
Previously taught:
CS635: Tools
and Environments for Optimization (UW, Spring 2006)
CS416: Introduction
to Scientific Computing (UW, Spring 2007)
CS726: Nonlinear Optimization I (UW, Fall 2008)
CS525: Linear Programming (UW, Fall 2010)
CS730: Nonlinear Optimization II (UW, Spring 2011)
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Publications |
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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.
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Links |
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Video of NIPS Tutorial: 6 Dec 2010.
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.
NEOS
Server, and NEOS Guide / Wiki, recently moved to the Wisconsin Institutes for Discovery after many successful years at Argonne National Lab.
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 Optimization 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
Scene from Madison: Lake Mendota webcam
New York Times and Financial Times. Also Madison's Capital Times
The Daily Kos and Paul Krugman's blog
The Onion and Doonesbury
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