Methods for finding the best value of a function are relatively easy to motivate and explain when there are no restrictions on the variables. Once constraints are added, however, the situation is much less clearcut. Solution techniques and convergence analysis can become so nonintuitive and so complicated that it is difficult to determine the connections, if any, between an apparently new approach and previous suggestions. We shall examine some of the most popular ideas today for treating constrained optimization problems, with special attention to novelty and related properties.
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 and Numerical Linear Algebra and Optimization.
Time and Location: 11am Thursday January 25th. GB211.