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Stephen Wright holds the George B. Dantzig Professorship in Computer Sciences at the University of Wisconsin-Madison, along with the Sheldon B. Lubar Chair and the Amar and Balinder Sohi Professorship. He serves as Chair of the Department of Computer Sciences and is a Discovery Fellow at the Wisconsin Institute for Discovery. He also directs the Institute for Foundations of Data Science and has affiliations with Industrial and Systems Engineering and Mathematics departments. Wright received his B.Sc. with First Class Honors in 1981 and Ph.D. in 1984 from the University of Queensland. Prior to joining UW-Madison in 2001, he served as a senior computer scientist at Argonne National Laboratory from 1990 to 2001 and as Professor of Computer Science at the University of Chicago from 2000 to 2001.
Wright's research specializes in numerical optimization, focusing on theory, algorithms, implementations, and applications of continuous optimization, particularly in machine learning, data science, and compressed sensing. He is co-author of textbooks including Numerical Optimization, second edition (Springer, 2006, with Jorge Nocedal; more than 51,000 citations), Primal-Dual Interior-Point Methods (SIAM, 1997), Optimization for Data Analysis (Cambridge University Press, 2022, with Ben Recht), and Linear Programming with MATLAB (SIAM, 2007, with Michael Ferris and Olvi Mangasarian). Key papers include "Hogwild!: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent" (NeurIPS, 2011; NeurIPS Test of Time Award), "Coordinate Descent Algorithms" (Mathematical Programming, 2015), and "Gradient Projection for Sparse Reconstruction" (IEEE Journal of Selected Topics in Signal Processing, 2008). He has coauthored widely used software for linear and quadratic programming and compressed sensing. Honors include election to the National Academy of Engineering (2024), George B. Dantzig Prize (SIAM and Mathematical Optimization Society, 2024), Khachiyan Prize (INFORMS Optimization Society, 2020), SIAM Fellowship, Hilldale Professorship (2024-2026), chair of the Mathematical Optimization Society (2007-2010), and SIAM Board of Trustees membership (2005-2014).
