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In turn, these areas have prompted a ferment of new research activity in optimization by posing challenging new problems and new contexts. We give a brief overview of the many problems in data science in which optimization provides the key solution methodology. We then focus on several areas of recent interest (including benign nonconvex optimization, robust optimization, matrix optimization, and neural networks), showing how the intersection of optimization and machine learning continues to stimulate research in both areas.

 

Stephen J. Wright is the George B. Dantzig Professor of Computer Sciences, Sheldon Lubar Chair of Computer Sciences, and Hilldale Professor at the University of Wisconsin-Madison. He recently served a term as Chair of the Computer Sciences Department. His research is in computational optimization and its applications to data science and many other areas of science and engineering.

Prior to joining UW-Madison in 2001, Wright held positions at North Carolina State University (1986-1990) and Argonne National Laboratory (1990-2001). He has served as Chair of the Mathematical Optimization Society (MOS) from 2007-2010 and was elected to the Board of Trustees of SIAM for the maximum three terms, from 2005-2014. He was elected to the National Academy of Engineering in 2024. In the same year, he received the George B. Dantzig Prize, awarded jointly by MOS and SIAM, for "original research having a major impact on mathematical optimization."  He has been invited to give a plenary lecture at ICM 2026. In 2020, he was awarded the Khachiyan Prize by the INFORMS Optimization Society for "lifetime achievements in the area of optimization," and also received the NeurIPS Test of Time Award.  He became a Fellow of SIAM in 2011. In 2014, he won the W.R.G. Baker Award from IEEE for best paper in an IEEE archival publication during 2009-2011.

Wright is the author / coauthor of widely used text and reference books in optimization including "Primal Dual Interior-Point Methods" and "Numerical Optimization." He has published broadly on optimization theory, algorithms, software, and applications.

Wright served from 2014-2019 as Editor-in-Chief of the SIAM Journal on Optimization and previously served as Editor-in-Chief of Mathematical Programming Series B. He has also served as Associate Editor of Mathematical Programming Series A, SIAM Review, SIAM Journal on Scientific Computing, and several other journals and book series.