40 Years of Linear Algebra and Optimization at Stanford

  • Date: 08/07/2008
  • Time: 15:00

Michael Saunders (Systems Optimization Laboratory, Department of Management Science and Engineering, Stanford University)


University of British Columbia


I came to Stanford in 1967 as a very green graduate student (not in today's ecological sense). Computer Science was a new department, as was Operations Research. The CS qualifying exams allowed 3 out of 5 topics, including numerical analysis.Alan George and I obtained permission to take one of the OR exams. Thus began a career of applying stable matrix methods to numerical optimization (as pioneered by Gene Golub, Philip Gill, and Walter Murray).We trace the impact of Gene inviting numerous researchers to Serra House (including Chris Paige and Bruce Murtagh), as well as George Dantzig's creation of the Systems Optimization Lab in the OR Department, and Gene's founding of the SCCM Program.The talk includes some illustrations of the use of optimization within the aerospace industry.

Other Information: 

Speaker's Bio

Michael Saunders is a Research Professor in the Systems Optimization Laboratory at Stanford University. He obtained his PhD in Computer Science at Stanford in 1972 (advisor Gene Golub). He is known for his contributions to software for sparse linear equations (SYMMLQ, MINRES, LSQR, LUSOL) and various optimization solvers (LSSOL, MINOS, NPSOL, PDCO, QPOPT, SNOPT, SQOPT). He teaches a class on Large-scale Numerical Optimization. He was elected Hon FRSNZ in 2007.



WMAX 110


PIMS Distinguished Lecture Series