IAM-PIMS-MITACS Distinguished Colloquium Series: Stephen Wright (University of Wisconsin)

  • Date: 04/04/2011
Stephen Wright (Computer Sciences Department, University of Wisconsin)

University of British Columbia


Sparse Optimization Algorithms and Applications


In many applications of optimization, an exact solution is less useful
than a simple, well structured approximate solution. An example is found
in compressed sensing, where we prefer a sparse signal (e.g. containing
few frequencies) that matches the observations well to a more complex
signal that matches the observations even more closely. The need for
simple, approximate solutions has a profound effect on the way that
optimization problems are formulated and solved. Regularization terms
can be introduced into the formulation to induce the desired structure,
but such terms are often nonsmooth and thus may complicate the
algorithms. On the other hand, an algorithm that is too slow for finding
exact solutions may become competitive and even superior when we need
only an approximate solution. In this talk we outline the range of
applications of sparse optimization, then sketch some techniques for
formulating and solving such problems, with a particular focus on
applications such as compressed sensing and data analysis.


Steve Wright is a Professor in the Computer Sciences Department at
University of Wisconsin in Madison, with an additional appointment in
the Department of Industrial and Systems Engineering. He is a member of
the Optimization Group, the Decision Science/Operations Research Group,
and the Committee on Optimization and its Applications at UW-Madison. He
also serves as Chair of the Mathematical Optimization Society (formerly
Mathematical Programming Society) and is a member of the Board of
Trustees of the Society for Industrial and Applied Mathematics. Steve's
research interests include algorithms for nonlinear optimization, as
well as applications of optimization to signal and image processing,
process control, computational statistics, computational biology, cancer
radiotherapy, weather forecasting, and other areas. He is also involved
in the development of optimization and compressed sensing software. 


3:00pm-4:00pm, LSK 301

Other Information: 

This is the 6th lecture of the 2010-11 IAM-PIMS-MITACS
Distinguished Colloquium Series. For full details, visit: