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.

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.

GPSR: Gradient Projection for Sparse Reconstruction and SpaRSA: Sparse Reconstruction by Separable Approximation. We also have a GPU implementation of SpaRSA.