Convex shape models and spin vectors of asteroids are now routinely derived from their disk-integrated lightcurves by the lightcurve inversion method of Kaasalainen et al. (2001, Icarus 153, 37). These shape models can be then used in combination with thermal infrared data and a thermophysical model to derive other physical parameters - size, albedo, macroscopic roughness and thermal inertia of the surface. In this classical two-step approach, the shape and spin parameters are kept fixed during the thermophysical modeling when the emitted thermal flux is computed from the surface temperature, which is computed by solving a 1-D heat diffusion equation in sub-surface layers. A novel method of simultaneous inversion of optical and infrared data was presented by Durech et al. (2012, LPI Contribution No. 1667, id.6118). The new algorithm uses the same convex shape representation as the lightcurve inversion but optimizes all relevant physical parameters simultaneously (including the shape, size, rotation vector, thermal inertia, albedo, surface roughness, etc.), which leads to a better fit to the thermal data and a reliable estimation of model uncertainties. We applied this method to selected asteroids using their optical lightcurves from archives and thermal infrared data observed by the Wide-field Infrared Survey Explorer (WISE) satellite. We will (i) show several examples of how well our model fits both optical and infrared data, (ii) discuss the uncertainty of derived parameters (namely the thermal inertia), (iii) compare results obtained with the two-step approach with those obtained by our method, (iv) discuss the advantages of this simultaneous approach with respect to the classical two-step approach, and (v) advertise the possibility to use this approach to tens of thousands asteroids for which enough WISE and optical data exist.