Seminario prof. Stephen Wright “Optimization Methods for Data Analysis”

AVVISO DI SEMINARIO
Mercoledì 7 maggio, ore 14:30
Aula Pacinotti, Scuola di Ingegneria

"Optimization Methods for Data Analysis"
Prof. Stephen J. Wright
University of Wisconsin - Madison

Abstract
The field of optimization is providing important tools for formulating and solving problems in data analysis and machine learning. These applications are driving fundamental optimization research in new and interesting directions. In this talk, we give an overview of the interactions between optimization and data analysis. We discuss several canonical problems in data analysis and several techniques from optimization that are relevant to these applications. We then show how the optimization techniques are "mixed and matched" to address the data analysis problems.

Short Biography
Stephen J. Wright is a Professor of Computer Sciences at the University of Wisconsin-Madison. His research interests lie in computational optimization and its applications to many areas of science and engineering. Prior to joining UW-Madison in 2001, Wright was a Senior Computer Scientist at Argonne National Laboratory (1990-2001), and was a Professor of Computer Science at the University of Chicago (2000-2001). During 2007-2010, he served as chair of the Mathematical Optimization Society (the leading professional society in optimization), and he served the maximum three terms as an elected member of the Board of Trustees of the Society for Industrial and Applied Mathematics (SIAM). He is a Fellow of SIAM. He also serves on the Science Advisory Board of the Institute for Pure and Applied Mathematics.
Prof. Wright is 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). He has also authored 100 refereed journal papers on optimization theory, algorithms, software, and applications, along with over 50 refereed conference papers and book chapters. He is coauthor of widely used software for linear programming (PCx) and quadratic programming (OOQP) based on interior-point methods, and GPSR and SpaRSA for compressed sensing. His paper on SpaRSA won the Baker Paper Prize from IEEE for best paper in any archival publication of that society in the period 2009-2011.
Prof. Wright serves on the editorial boards of the leading journals in optimization (SIAM Journal on Optimization and Mathematical Programming, Series A). He will become editor-in-chief of SIAM Journal on Optimization in September 2014. He is currently section editor of SIAM Review. His recent research has encompassed algorithms for fundamental optimization paradigms, as well as applications in such fields as machine learning and computational biology.