Stephen J. Wright

Computer Sciences Department

University of Wisconsin
1210 West Dayton Street
Madison, WI 53706


The University of Wisconsin Madison

Optimization Online
Optimization Online

Mathematical Optimization Society

Wright's Poinciana Tree, December 2008
Mackay, December 2008



Research Interests

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.



Research Projects


  • Algorithms for continuous optimization
  • Applications of optimization to signal and image processing, machine learning, computational statistics, process control, 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.


CS730: Nonlinear Optimization II (Spring 2020)

Sabbatical (yay!)

Previously taught:
CS726: Nonlinear Optimization I (UW, Fall 2019)
CS525: Linear Programming (UW, Fall 2015)
CS730: Nonlinear Optimization II (Spring 2019)
CS524: Introduction to Optimization (Fall 2018)