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Stephen Wright

I am the Department Chair of Computer Sciences at the University of Wisconsin-Madison. My research interests are in computational optimization and its applications to data science and many other areas of science and engineering. Prior to joining UW-Madison in 2001, I was a senior computer scientist at Argonne National Laboratory (1990-2001) and a professor of computer science at the University of Chicago (2000-2001).

I am the author or coauthor of widely used text/reference books in optimization, including “Primal Dual Interior-Point Methods” (SIAM, 1997) and “Numerical Optimization” (2nd Edition, Springer, 2006, with J. Nocedal). I have published widely on optimization theory, algorithms, software and applications. I am also the coauthor of widely used software for linear and quadratic programming and compressed sensing. I have been editor-in-chief of the SIAM Journal on Optimization (2014-2019) and Mathematical Programming, Series B (2003-2007) and have served in editorial positions in numerous other journals in optimization and applied mathematics.

Positions and Awards

  • Professor, Department of Computer Sciences at UW-Madison (2023-2025).
    • Past Chair, Department of Computer Sciences at UW-Madison, 2023-2025.
    • Hilldale Professor, UW-Madison, 2024-.
    • George B. Dantzig Professor of Computer Sciences, 2015-.
    • Sheldon B. Lubar Chair of Computer Sciences, 2016-2026.
    • Amar and Balinder Sohi Professor of Computer Sciences, 2015-2016.
  • George B. Dantzig Prize from the Mathematical Optimization Society and SIAM, 2024.
  • National Academy of Engineering, 2024.
  • Khachiyan Prize from INFORMS Optimization Society, 2020.
  • W. R. G. Baker Award, IEEE, 2014.
  • NeurIPS Test of Time Award, 2020.
  • Discovery Fellow in the Wisconsin Institute for Discovery at UW-Madison.
  • Past Chair of the Mathematical Optimization Society, 2007-2010.
  • SIAM Fellow, 2011-.
  • Former member of the Board of Trustees of SIAM, 2005-2014.
  • Site Director of the Institute for Foundations of Data Science.

Research

  • Design and analysis of algorithms for continuous optimization.
  • Optimization in machine learning and other areas.
  • See Google Scholar

Software

Books