Talks

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Talks

Some downloadable presentations are collected here.

• M. A. Saunders (2024),
  Algorithms for Constrained Optimization: The Benefits of General-purpose Software,
  LA/Opt seminar, ICME, Stanford University, Jan 24, 2024.
• D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2023),
  Algorithm NCL to the rescue when LICQ fails,
  US-Mexico Workshop on Optimization and Its Applications, Huatulco, Mexico, Jan 9-13, 2023.
• S. Regev, N.-Y. Chiang, E. Darve, C. Petra, M. A. Saunders, K. Swirydowicz and S. Peles (2022),
  HyKKT: A hybrid direct and iterative method for solving KKT linear systems,
  ICCOPT 2022, Lehigh University, Bethlehem, PA, Jul 25-28, 2022.
• D. Ma, K. L. Judd, D. Orban and M. A. Saunders (2022),
  Algorithm NCL for constrained optimization,
  Sparse Days 2022, St Girons, France, Jun 20-22, 2022.
• S. Regev and M. A. Saunders (2022),
  SSAI and SSAI_LS: Sparse approximate inverse preconditioners for CG and MINRES,
  Householder Symposium, Selva di Fasano, Italy, Jun 12-17, 2022.
• M. A. Saunders (2021),
  Oleg Burdakov, 1953-2021, In loving memory,
  Linkoping, Sweden, Jun 9, 2021.
• A. Eshragh and M. A. Saunders (2020),
  Computing Hamiltonian cycles in random graphs,
  The Fifth International Conference on Numerical Analysis and Optimization, Muscat, Sultanate of Oman, Jan 6-9, 2020.
• 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 5-8, 2019.
• R. Estrin, D. Orban and M. A. Saunders (2019),
  LSLQ: An iterative method for linear least-squares with an error minimization property,
  ICIAM 2019, Valencia, Spain, Jul 15-19, 2019.
• R. Estrin, D. Orban and M. A. Saunders (2019),
  LSLQ: An iterative method for linear least-squares with an error minimization property,
  ICIAM 2019, Valencia, Spain, Jul 15-19, 2019.
• M. A. Saunders (2019),
  Algorithms for Constrained Optimization: The Benefits of General-purpose 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 1-6, 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 US-Mexico Workshop on Optimization and its Applications, Huatulco, Mexico, Jan 8-12, 2018.
• M. A. Saunders, with Ron Estrin and Dominique Orban (2017),
  Error bounds for CG via SYMMLQ,
  Householder Symposium XX, Blacksburg, VA, Jun 18-23, 2017.
• M. A. Saunders (2017),
  Large-scale linear algebra and its role in optimization,
  SIAM Conference on Optimization (OP17), Vancouver, BC, Canada, May 22-25, 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 27-Mar 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 2-5, 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 6-11, 2016.
• D. Ma and M. A. Saunders (2016a),
  Large-scale linear and nonlinear optimization in Quad precision,
  US-Mexico Workshop on Optimization and its Applications, Merida, Yucatan, Mexico, Jan 4-8, 2016.
• N. W. Henderson, D. Ma, and M. A. Saunders (2015),
  LU preconditioning for full-rank and singular sparse least squares,
  SIAM Conference on Applied Linear Algebra (LA15), Atlanta, GA, Oct 26-30, 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 Fletcher-Powell Lecture, 26th Biennial Numerical Analysis Conference, University of Strathclyde, Glasgow, UK, Jun 23-26, 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 14-18, 2015.
• D. Ma and M. A. Saunders (2014),
  Experiments with linear and nonlinear optimization using Quad precision,
  INFORMS Annual Meeting, San Francisco, CA, Nov 9-12, 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 8-13, 2014.
• D. Ma and M. A. Saunders (2014),
  Experiments with quad precision for iterative solvers,
  SIAM Conference on Optimization, San Diego, CA, May 19-22, 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 31-Nov 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 19-20, 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 14-17, 2012.
• C. M. Maes and M. A. Saunders (2012),
  QPBLUR: A regularized active-set method for sparse convex quadratic programming,
  21st International Symposium on Mathematical Programming, Berlin, Aug 19-24, 2012.
• S.-C. Choi, C. C. Paige and M. A. Saunders (2012),
  MINRES-QLP: 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 18-22, 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 25-30, 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 5-9, 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 PDE-constrained optimization problems, SIAM Conference on Optimization, Darmstadt, Germany, May 16-19, 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 mass-action kinetics in a network of biochemical reactions,
  DOE Genomic Science Awardee Meeting IX, Crystal City, VA, April 10-13, 2011.
  
• M. A. Saunders (2011),
  The Stanford Systems Optimization Laboratory (SOL): Some Applications of our Large-scale 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 least-squares problems,
  2nd IMA Conference on Numerical Linear Algebra and Optimisation, University of Birmingham, UK, Sep 13-15, 2010.
• D. C.-L. Fong and M. A. Saunders (2010),
  LSMR: An iterative algorithm for least-squares problems,
  Copper Mountain Conference on Iterative Methods, Copper Mountain, CO, Apr 5-9, 2010.
• C. M. Maes and M. A. Saunders (2010),
  QPBLUR: An active-set convex QP solver based on regularized KKT systems,
  RTRA STAE Workshop, Advanced Methods and Perspectives in Nonlinear Optimisation and Control, Toulouse, France, Feb 3-5, 2010.
• C. M. Maes and M. A. Saunders (2009),
  An active-set 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 12-17, 2009.

• H. H. Jin and M. A. Saunders (2008),
  Computing approximate PageRank vectors by Basis Pursuit Denoising,
  SIAM Annual Meeting, San Diego, Jul 7-11, 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 25-28, 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 16-20, 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 28-29, 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 warm-starting interior method,
  INFORMS Annual Meeting, Pittsburgh, PA, Nov 5-8, 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 KKT-based active-set QP solver,
  19th International Symposium on Mathematical Programming, Rio de Janeiro, Brazil, Jul 30-Aug 4, 2006.

• H. M. Huynh and M. A. Saunders (2006),
  A convex QP solver based on block-LU updates,
  SIAM Conference on Parallel Processing for Scientific Computing, San Francisco, CA, Feb 22-24, 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 11-15, 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, Oberwolfach-Walke, Germany, Jan 9-15, 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 3-6, 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 18-22, 2003.

• M. A. Saunders and J. A. Tomlin (2003),
  Interior-point solution of large-scale entropy maximization problems,
  presented at 18th International Symposium on Mathematical Programming, Copenhagen, Denmark, Aug 18-22, 2003.

• M. J. O'Sullivan and M. A. Saunders (2002),
  Sparse rank-revealing LU factorization (via Threshold Complete Pivoting and Threshold Rook Pivoting),
  presented at Householder Symposium XV on Numerical Linear Algebra, Peebles, Scotland, Jun 17-21, 2002.

• M. J. O'Sullivan and M. A. Saunders (2002),
  Sparse rank-revealing LU factorization,
  presented at SIAM Conference on Optimization, Toronto, Canada, May 20-22, 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 10-16, 1994.

• M. A. Saunders (1988),
  Solving large-scale optimization problems with GAMS and MINOS,
  ORSNZ 24th Annual Conference, University of Auckland, Aug 18-19, 1988.
  Contains some history of solving Optimal Power Flow (OPF) problems at General Electric during the 1980s.