Systems Optimization Laboratory
Stanford, CA 943054121 USA

Talks
Some downloadable presentations are collected here.

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2019b),
Experimental results with Algorithm NCL for constrained optimization,
6th ICCOPT, Berlin, Germany, Aug 58, 2019.

R. Estrin, D. Orban and M. A. Saunders (2019),
LSLQ: An iterative method for linear leastsquares with an error minimization property,
ICIAM 2019, Valencia, Spain, Jul 1519, 2019.

R. Estrin, D. Orban and M. A. Saunders (2019),
LSLQ: An iterative method for linear leastsquares with an error minimization property,
ICIAM 2019, Valencia, Spain, Jul 1519, 2019.

M. A. Saunders (2019),
Algorithms for Constrained Optimization: The Benefits of Generalpurpose Software,
3rd AI+IoT Business Conference, Shenzhen, China, April 25, 2019.

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2018d),
Algorithm NCL for constrained optimization,
23rd ISMP, Bordeaux, France, Jul 16, 2018.

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2018c),
Algorithm NCL for constrained optimization,
4th Bay Area Optimization Meeting, Stanford University, May 19, 2018.

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2018b),
Algorithm NCL for constrained optimization,
Linear Algebra and Optimization seminar (CME 510),
ICME, Stanford, Apr 5, 2018.

D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2018a),
Stabilized optimization via an NCL algorithm,
11th USMexico Workshop on Optimization and its Applications,
Huatulco, Mexico, Jan 812, 2018.

M. A. Saunders, with Ron Estrin and Dominique Orban (2017),
Error bounds for CG via SYMMLQ,
Householder Symposium XX, Blacksburg, VA,
Jun 1823, 2017.

M. A. Saunders (2017),
Largescale linear algebra and its role in optimization,
SIAM Conference on Optimization (OP17), Vancouver, BC, Canada,
May 2225, 2017.

N. I. M. Gould, M. A. Saunders, and J. A. Scott (2017),
LU preconditioning for singular sparse least squares,
SIAM Conference on Computational Science and Engineering (CSE17),
Atlanta, GA, Feb 27Mar 3, 2017.

D. Ma and M. A. Saunders (2017),
The DQQ procedure for multiscale optimization,
The Fourth International Conference on Numerical Analysis and Optimization,
Muscat, Sultanate of Oman, Jan 25, 2017
(update of 2016c).

D. Ma and M. A. Saunders (2016c),
The DQQ procedure for multiscale optimization,
SCMC seminar, UC Berkeley, Oct 12, 2016
(update of 2016b).

D. Ma and M. A. Saunders (2016b),
The DQQ procedure for multiscale optimization,
International Conference on Continuous Optimization (ICCOPT 2016),
Tokyo, Japan, Aug 611, 2016.

D. Ma and M. A. Saunders (2016a),
Largescale linear and nonlinear optimization in Quad precision,
USMexico Workshop on Optimization and its Applications,
Merida, Yucatan, Mexico, Jan 48, 2016.

N. W. Henderson, D. Ma, and M. A. Saunders (2015),
LU preconditioning for fullrank and singular sparse least squares,
SIAM Conference on Applied Linear Algebra (LA15),
Atlanta, GA, Oct 2630, 2015.
Note that the numerical results are incomplete.

M. A. Saunders and D. Ma (2015),
Experiments with linear and nonlinear optimization using Quad precision,
1st FletcherPowell Lecture,
26th Biennial Numerical Analysis Conference,
University of Strathclyde,
Glasgow, UK, Jun 2326, 2015.
(Updated slightly for CME 510 seminar, ICME, Stanford, 15 Oct 2015.)

S. Kim and M. A. Saunders (2015),
Compressing clustered data using Sparse NMF,
SIAM CSE, Salt Lake City, UT, Mar 1418, 2015.

D. Ma and M. A. Saunders (2014),
Experiments with linear and nonlinear optimization using Quad precision,
INFORMS Annual Meeting,
San Francisco, CA, Nov 912, 2014.
Updated slightly:
Experiments with linear and nonlinear optimization using Quad precision,
ICMSEC seminar, Chinese Academy of Sciences,
Beijing, China, Dec 15, 2014.

N. W. Henderson, D. Ma, M. A. Saunders, and Y. Sun (2014),
Computing the rank and nullspace of rectangular sparse matrices,
Householder Symposium XIX,
Spa, Belgium, Jun 813, 2014.

D. Ma and M. A. Saunders (2014),
Experiments with quad precision for iterative solvers,
SIAM Conference on Optimization,
San Diego, CA, May 1922, 2014.

M. A. Saunders (2013),
Optimization Algorithms and Software at SOL,
Workshop on Computational Linear Algebra and Optimization for the Digital Economy,
University of Edinburgh, Scotland, Oct 31Nov 1, 2013.

M. A. Saunders (2013),
Generalized MINRES or Generalized LSQR?,
New Frontiers in Numerical Analysis and Scientific Computing 
A conference on the occasion of Lothar Reichel's 60th birthday
and on the 20th anniversary of ETNA ,
Kent State University, Apr 1920, 2013.
(Revision of 2012 Hong Kong talk below)

M. A. Saunders (2012),
A review of sparsity vs stability in LU updates,
presented in invited session:
40 Years of Forrest and Tomlin,
INFORMS 2012 Annual Meeting, Phoenix AZ, Oct 1417, 2012.

C. M. Maes and M. A. Saunders (2012),
QPBLUR: A regularized activeset method for sparse convex
quadratic programming,
21st International Symposium on Mathematical Programming,
Berlin, Aug 1924, 2012.

S.C. Choi, C. C. Paige and M. A. Saunders (2012),
MINRESQLP: a Krylov subspace method for indefinite or singular symmetric systems,
presentation for
SIAM SIAG/LA Linear Algebra Prize,
SIAM Conference on Applied Linear Algebra, Jun 1822, 2012.

S. Akle and M. A. Saunders (2012),
Experiments with iterative computation of search directions within interior methods
for constrained optimization,
Twelfth Copper Mountain Conference on Iterative Methods,
Copper Mountain, CO, Mar 2530, 2012.

D. C.L. Fong and M. A. Saunders (2012),
CG and MINRES: An empirical comparison,
5th International Conference on High Performance Scientific Computing,
Hanoi, Vietnam, Mar 59, 2012.

M. A. Saunders (2012),
GMINRES or GLSQR?,
Workshop on Matrix Computations in Memory of Professor Gene Golub,
ICM, Hong Kong Baptist University, Feb 29, 2012.
(Revision of 2008 talk below)

Y. Choi and W. Murray (2011),
An algorithm for time dependent PDEconstrained optimization problems,
SIAM Conference on Optimization, Darmstadt, Germany, May 1619, 2011.

M. A. Saunders, I. Thiele, R. M. T. Fleming, B. O. Palsson, Y. Ye,
S. Akle, O. A. Dalal, J. A. Lerman, Y. Sun, and N. A. Taheri (2011),
Satisfying flux balance and massaction kinetics in a network of
biochemical reactions,
DOE Genomic Science Awardee Meeting IX, Crystal City, VA, April 1013, 2011.

M. A. Saunders (2011),
The Stanford Systems Optimization Laboratory (SOL):
Some Applications of our Largescale Optimization Software,
Optimization Day, Mechanical Engineering Affiliates and Sponsors Program,
Stanford University, Feb 1, 2011.

D. C.L. Fong and M. A. Saunders (2010),
LSMR: An iterative algorithm for sparse leastsquares problems,
2nd IMA Conference on Numerical Linear Algebra and Optimisation,
University of Birmingham, UK, Sep 1315, 2010.

D. C.L. Fong and M. A. Saunders (2010),
LSMR: An iterative algorithm for leastsquares problems,
Copper Mountain Conference on Iterative Methods,
Copper Mountain, CO, Apr 59, 2010.

C. M. Maes and M. A. Saunders (2010),
QPBLUR: An activeset convex QP solver based on regularized KKT systems,
RTRA STAE Workshop, Advanced Methods and Perspectives in Nonlinear Optimisation and Control,
Toulouse, France, Feb 35, 2010.

C. M. Maes and M. A. Saunders (2009),
An activeset convex QP solver based on regularized KKT systems,
BIRS Workshop 09w5101,
Advances and Perspectives on Numerical Methods for Saddle Point Problems,
Banff, Alberta, Canada, Apr 1217, 2009.

H. H. Jin and M. A. Saunders (2008),
Computing approximate PageRank vectors by Basis Pursuit Denoising,
SIAM Annual Meeting,
San Diego, Jul 711, 2008.

H. H. Jin and M. A. Saunders (2008),
Exploring nonnegative matrix factorization,
MMDS08: Workshop on Algorithms for Modern Massive Data Sets,
Stanford University, Jun 2528, 2008.

M. A. Saunders (2008),
GMINRES or GLSQR?,
Symposium on Gene Golub's Legacy:
Matrix Computations  Foundation and Future,
Stanford University, Mar 1, 2008.

M. A. Saunders (2008),
Computing sparse PageRank vectors by Basis Pursuit,
ICME Linear Algebra and Optimization seminar,
Stanford University, Jan 23, 2008.
(Minor revision of 2007 talk below)

M. A. Saunders (2007),
Computing sparse PageRank vectors by Basis Pursuit,
Matrix Computations and Scientific Computing seminar,
University of California, Berkeley, Oct 31, 2007.

M. A. Saunders (2007),
Generalized MINRES and LSQR
(Orthogonal tridiagonalization of general matrices),
CME 510 Linear Algebra and Optimization seminar,
Stanford University, Oct 3, 2007.

S.C. Choi and M. A. Saunders (2007),
PageRank by Basis Pursuit,
ICIAM 2007, Zurich, Switzerland, Jul 1620, 2007.

M. P. Friedlander and M. A. Saunders (2007),
Basis Pursuit Denoising and the Dantzig Selector,
West Coast Optimization Meeting,
University of Washington, Seattle, WA, Apr 2829, 2007.

M. A. Saunders (2007),
40 Years of Linear Algebra and Optimization at Stanford,
Numerical Analysis History @ Stanford,
SCCM, Stanford University, Mar 14, 2007.

M. A. Saunders and L. Tenenblat (2006),
The Zoom strategy for accelerating and warmstarting interior method,
INFORMS Annual Meeting, Pittsburgh, PA, Nov 58, 2006.

M. A. Saunders (2006),
Numerical Optimization at SOL,
ICME Seminar, Stanford University, Oct 23, 2006.

H. M. Huynh and M. A. Saunders (2006),
Implementation of a KKTbased activeset QP solver,
19th International Symposium on Mathematical Programming,
Rio de Janeiro, Brazil, Jul 30Aug 4, 2006.

H. M. Huynh and M. A. Saunders (2006),
A convex QP solver based on blockLU updates,
SIAM Conference on Parallel Processing for Scientific Computing,
San Francisco, CA, Feb 2224, 2006.

M. A. Saunders (2006),
LUSOL: A basis package for constrained optimization,
Linear Algebra and Optimization seminar, SCCM, Stanford University,
Feb 8, 2006.

M. J. O'Sullivan and M. A. Saunders (2005),
LUSOL: A basis package for constrained optimization,
IFORS triennial conference on OR/MS, Honolulu, HI, Jul 1115, 2005.

H. H. Jin, M. A. Saunders, and Y. Ye (2005),
Scalable algorithms for sensor localization,
Stanford/Berkeley 2005 Innovators' Challenge, Apr 19, 2005.

M. A. Saunders (2005),
Optimization Research at SOL  A review of the last 30 years,
presented at Mathematisches Forschungsinstitut Oberwolfach,
Workshop on Optimization and Applications,
OberwolfachWalke, Germany, Jan 915, 2005.

M. A. Saunders (2003),
Interior methods for optimization with application to maximum entropy problems,
presented at Sandia CSRI Workshop on
Solution Methods for Saddle Point Systems in Computational Mechanics,
Santa Fe, NM, Dec 36, 2003.

M. P. Friedlander and M. A. Saunders (2003),
An LCL implementation for nonlinear optimization,
presented at 18th International Symposium on Mathematical Programming,
Copenhagen, Denmark, Aug 1822, 2003.

M. A. Saunders and J. A. Tomlin (2003),
Interiorpoint solution of largescale entropy maximization problems,
presented at 18th International Symposium on Mathematical Programming,
Copenhagen, Denmark, Aug 1822, 2003.

M. J. O'Sullivan and M. A. Saunders (2002),
Sparse rankrevealing LU factorization
(via Threshold Complete Pivoting and Threshold Rook Pivoting),
presented at Householder Symposium XV on Numerical Linear Algebra,
Peebles, Scotland, Jun 1721, 2002.

M. J. O'Sullivan and M. A. Saunders (2002),
Sparse rankrevealing LU factorization,
presented at SIAM Conference on Optimization,
Toronto, Canada, May 2022, 2002.

M. A. Saunders (1994),
Sparse matrices in optimization,
presented at Sparse Days at St Girons,
International meeting on Sparse Matrix Methods,
St Girons, France, Jul 1016, 1994.

M. A. Saunders (1988),
Solving largescale optimization problems with GAMS and MINOS,
ORSNZ 24th Annual Conference,
University of Auckland, Aug 1819, 1988.
Contains some history of solving Optimal Power Flow (OPF) problems
at General Electric during the 1980s.
