2000 Lecturer: Margaret H. Wright
The Mathematics of Optimization
Optimization is an endlessly fascinating field that comes in many flavors, shapes, and sizes. It ranges from research that is entirely theoretical, without apparent connection to any application, to the nitty-gritty implementation of computational methods for solving real-world problems. It not only covers everything in between, but also has deep interconnections with other areas such as linear algebra, differential equations, and approximation.
Certain mathematical techniques are widely used in characterizing optimality, developing optimization methods, and proving their convergence in both exact and finite precision. In addition, there are numerous instances in which the needed mathematics comes from far afield. This talk will give an overview, necessarily selective, of the mathematics associated with modern continuous optimization.
Margaret H. Wright received her B.S. in Mathematics, and M.S. and Ph.D. in Computer Science, from Stanford University. Her research interests include optimization, linear algebra, numerical analysis, scientific computing, and scientific and engineering applications.
Since 1988 she has been with the Computing Sciences Research Center at Bell Laboratories, Lucent Technologies (formerly AT&T Bell Laboratories). She was named a Distinguished Member of Technical Staff in 1993, became head of the Scientific Computing Research Department in 1997, and was named a Bell Labs Fellow in 1999. She worked from 1976-1988 as a researcher in the Systems Optimization Laboratory, Department of Operations Research, Stanford University.
In 1997 Wright was elected to the National Academy of Engineering. She served during 1995 and 1996 as president of the Society for Industrial and Applied Mathematics (SIAM). During 1994-1998, she served on the Advisory Committee for the Directorate of Mathematical and Physical Sciences at the National Science Foundation (as chair in 1997-1998), and has also served recently on committees for the National Research Council, the National Science Foundation, and the Department of Energy. She is a member of the Scientific Advisory Committee of the Mathematical Sciences Research Institute (MSRI), Berkeley, California.
She is Editor-in-Chief of SIAM Review and an associate editor of Mathematical Programming, the SIAM Journal on Scientific Computing, the SIAM Journal on Optimization, and IEEE Computing in Science and Engineering. She is the co-author (with Philip Gill and Walter Murray) of two books, Practical Optimization andNumerical Linear Algebra and Optimization.