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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

Research

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

Software

Books