Concrete optimization problems, while often nonsmooth, are not pathologically so. The class of "semi-algebraic" sets and functions - those arising from polynomial inequalities - nicely exemplifies nonsmoothness in practice. Semi-algebraic sets (and their generalizations) are common, easy to recognize, and richly structured, supporting powerful variational properties. In particular I will discuss a generic property of such sets - partial smoothness - and its relationship with a proximal algorithm for nonsmooth composite minimization, a versatile model for practical optimization.