Graduate Studies in Optimization

 

The Optimization group at UW-Madison is a great place to do graduate studies in optimization. UW Optimization faculty have diverse interests and have appointments in various departments on campus. By choosing Optimization as one of the themes in WID, the University recognized the success of the field and its importance to interdisciplinary research. The group’s WID location provides a nucleus for research activities with collaborators around campus. Many of our graduate students from departments around campus work, study, and meet with their research teams in WID’s optimization space.

Over the years, UW-Madison’s optimization group has been distinguished by its contributions to the mathematical theory of optimization, its collaborations with other faculty at UW-Madison – and beyond – on interdisciplinary research projects, and its contributions to the modeling and computational aspects of optimization. UW-Madison provides a special environment – enhanced by WID – that encourages interdisciplinary research, which in turn motivates new core research in optimization.

 

Your Graduate Career in Optimization @ UW

Graduate studies in Optimization at UW-Madison offer you

• A well rounded and diverse course curriculum in optimization;
• Opportunities to take courses from great faculty at UW-Madison in areas related to optimization and its applications – such as statistics, mathematical analysis, artificial intelligence and machine learning, and signal and image processing;
• Opportunities to do independent study courses, which typically involve meeting individually with professors on a regular basis to study a topic of mutual interest.

Our current list of regularly offered optimization courses includes the following:

• 525: Linear Programming Methods.
• 635: Tools and Environments for Optimization.
• 719: Stochastic Optimization
• 720: Integer Programming
• 726: Nonlinear Optimization I
• 727: Nonsmooth Optimization
• 730: Nonlinear Optimization II

To embark on either a Masters or Ph.D. Program in Optimization, you must enroll in one of the departments with which the group is affiliated. Your Ph.D. adviser should be a regular or affiliate faculty member of the department that you are enrolled in. Graduate admissions requirements and procedures different between departments. Please refer to the graduate admissions pages for each of these departments for specific information about that department’s rules:

Computer Sciences
• Industrial Engineering
• Mathematics
• Electrical and Computer Engineering

Support: contact professors for RA availability. Departments offer some TA and grading support (differs according to department and budget).

Faculty

 

UW-Madison’s optimization groups consists of core faculty in the WID Optimization theme, affiliated faculty at UW (many of whom are on the advisory board for the WID Optimization theme), and postdoctoral and graduate student researchers.

The core faculty include the following.

Michael Ferris

Jeff Linderoth

Jim Luedtke

Ben Recht

Tom Rutherford

Steve Wright

Recent Graduates from UW-Madison’s Optimization Program

Shu Lu

• Graduated 2007. Principal Adviser: Prof. Stephen Robinson
•Thesis title: “Sensitivity of Variational Inequalities over Perturbed Polyhedral Convex Sets: Analysis and Implementation”
•Current Position: Assistant Professor, Department of Statistics and Operations Research, UNC-Chapel Hill. http://www.unc.edu/~shulu/

 

Sangkyun Lee

• Graduated 2011. Principal Adviser: Prof. Steve Wright.
• Thesis title: “Optimization Methods for Regularized Convex Formulations in Machine Learning”
• Current Position: Postdoctoral Research Associate, Technical University of Dortmund. http://www-ai.cs.uni-dortmund.de/PERSONAL/lee.html
•“I came to graduate school with a strong desire to work in machine learning and optimization. UW’s graduate program provided the perfect environment for me to take courses with great professors in all the areas relevant to my research interests. My advisers were demanding but fair. Working with them has turned out to be excellent preparation for the next stage of my research career.”

Financial Support

 

Please contact optimization faculty to learn about opportunities for Research Assistantships in the Optimization group. Availability depends on current research funding, and includes remission of tuition charges and a stipend. Limited opportunties for Tutorial Assistantships are also available in some departments.