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Stephen J. Wright is the George B. Dantzig Professor of Computer Sciences, Hilldale Professor, Sheldon B. Lubar Chair of Computer Sciences, Amar and Balinder Sohi Professor of Computer Sciences, and Chair of the Department of Computer Sciences at the University of Wisconsin-Madison. He also serves as Discovery Fellow in the Wisconsin Institute for Discovery and has affiliations with Industrial and Systems Engineering. Wright earned his B.Sc. with First Class Honors in 1981 and Ph.D. in 1984 from the University of Queensland. Prior to joining the University of Wisconsin-Madison in 2001, he was a senior computer scientist at Argonne National Laboratory from 1990 to 2001. His research centers on numerical optimization, with emphasis on theory, algorithms, implementations, and applications involving continuous variables, including machine learning, signal processing, compressed sensing, and data science. Notable software contributions include PCx for linear programming, OOQP for convex quadratic programming, GPSR and SpaRSA for compressed sensing, GPU codes for signal and image processing, TV denoising software, and LPS for regularized logistic regression.
Wright is author or co-author of influential textbooks such as Numerical Optimization, second edition with Jorge Nocedal (2006), Primal-Dual Interior-Point Methods (1997), Optimization for Data Analysis with Ben Recht (2022), and Linear Programming with MATLAB with Michael Ferris and Olvi Mangasarian (2007). Highly cited publications include Gradient projection for sparse reconstruction (Figueiredo, Nowak, Wright, 2008), Hogwild!: A lock-free approach to parallelizing stochastic gradient descent (Recht, Re, Wright, Niu, 2011), and Coordinate descent algorithms (2015). He directs the Institute for Foundations of Data Science at UW-Madison and previously chaired the Mathematical Optimization Society while serving on the SIAM Board of Trustees from 2005 to 2014. Major honors include election to the National Academy of Engineering (2024) for theory and design of optimization algorithms applied to signal processing and machine learning, the George B. Dantzig Prize from SIAM and the Mathematical Optimization Society (2024), and the Khachiyan Prize from the INFORMS Optimization Society (2020). Wright is a SIAM Fellow.
