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Margaret H. Wright 

Computer Science Department
Courant Institute of Mathematical Sciences
New York University

Phone

(212) 998-3056

Email

mhw at cs.nyu.edu or equivalently at cims.nyu.edu

Office

Warren Weaver Hall 430

Mail Address

Computer Science Department
Courant Institute
New York University
251 Mercer Street
New York, NY 10012


Research Interests

Optimization, linear algebra, scientific computing, and their applications

Selected Publications

  • Practical Optimization (with P. Gill and W. Murray). Academic Press, 1981.
  • Numerical Linear Algebra and Opimization (with P. Gill and W. Murray), Addison Wesley, 1991.
  • Ill-conditioning and computational error in interior methods for nonlinear programming, SIAM Journal on Optimization 9, 84--111, 1998. SIAM Journal on Optimization
  • Convergence properties of the Nelder-Mead simplex algorithm in low dimensions (with J. Lagarias, J. Reeds, and P. Wright), SIAM Journal on Optimization 9, 112--147, 1998. SIAM Journal on Optimization
  • Interior methods for nonlinear optimization (with A. Forsgren and P. Gill), SIAM Review 44, 525--597, 2002. SIAM Review.
  • The interior-point revolution in optimization: history, recent developments, and lasting consequences, Bulletin of the American Mathematical Society 42, 39--56, 2005. AMS Bulletin.
  • Convergence of the restricted Nelder--Mead algorithm in two dimensions (with J. Lagarias and B. Poonen). SIAM Journal on Optimization 22, 501--532, 2012. SIAM Journal on Optimization
  • Nelder, Mead, and the other simplex method. Documenta Mathematica , special volume (``Optimization Stories''), 271--276, 2012. Documenta Mathematica.

Selected Professional Activities

Teaching