Systems Optimization Laboratory

SOL Classics

A few early papers are collected here (not easily available elsewhere):

• G. B. Dantzig (1973). On the need for a Systems Optimization Laboratory, pp. 1-32 in Mathematical Programming, T. C. Hu and S. M. Robinson (Eds.), Academic Press, New York and London. (This is the reference for the original single-author paper.)
• G. B. Dantzig, R. W. Cottle, B. C. Eaves, F. S. Hillier, A. S. Manne, G. H. Golub, D. J. Wilde, and R. B. Wilson (1974). On the need for a Systems Optimization Laboratory, pp. 3-22 in Optimization Methods for Resource Allocation (Proc. NATO Conf., Elsinore, 1971), R. W. Cottle and J. Krarup (Eds.), English Universities Press, London. (This is a multi-author version of the same paper.)
• M. A. Saunders (1972). Large-scale linear programming using the Cholesky factorization, Report STAN-CS-72-252, Computer Science Department, Stanford University.
• P. E. Gill, G. H. Golub, W. Murray, and M. A. Saunders (1974). Methods for modifying matrix factorizations, Mathematics of Computation 28(126), 505-535.
• M. A. Saunders (1976). The complexity of LU updating, in R. S. Anderssen and R. P. Brent (Eds.), The Complexity of Computational Problem Solving, pp. 214-230, University of Queensland Press.
• M. A. Saunders (1979). Sparse least squares by conjugate gradients: A comparison of preconditioning methods, pp 15-20 in Proceedings of Computer Science and Statistics: 12th Annual Symposium on the Interface, J. F. Gentleman (Ed.), University of Waterloo.
• P. E. Gill, W. Murray, M. A. Saunders, J. A. Tomlin and M. H. Wright (1986). On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method, Math. Prog. 36, 183-209.
• S.-C. T. Choi and M. A. Saunders (2007). Program for STANFORD 50: State of the Art and Future Directions of Computational Mathematics and Numerical Computing, A conference celebrating the 50th anniversary of George Forsythe's arrival at Stanford and Gene Golub's 75th birthday, Stanford University, March 29-31, 2007.
• S.-C. T. Choi and M. A. Saunders (2008). Program for Symposium on Gene Golub's Legacy: Matrix Computations -- Foundation and Future, photos and talks, hosted by ICME and Department of Computer Science, Stanford University, March 1, 2008.
• M. A. Saunders (2009). Pete Stewart's contributions to least-squares backward errors, Commentary by Michael Saunders, Sep 23, 2009. [This was intended to be part of the book by Misha E. Kilmer and Dianne P. O'Leary (eds.), G. W. Stewart, Selected Works with Commentaries, Contemporary Mathematicians, Springer Science+Business Media 2010. Referenced on pp 29, 50, 52,131. Included here because it discusses 1975 and 1977 papers by Pete Stewart that constitute classics in the analysis of computed or approximate solutions for linear least-squares problems.]
• Oleg Burdakov, Yu-Hong Dai and Na Huang (2018). Oleg Burdakov's talk at ISMP Bordeaux 2018, On solving saddle-point problems and nonlinear monotone equations, in which SCG (the semi-conjugate gradient method) and SWI(m) (the sliding-window version) are described and compared favorably with MINRES and GMRES.