Michael Saunders
Professor (Research) of Management Science and Engineering
Bio
Saunders develops mathematical methods for solving large-scale constrained optimization problems and large systems of equations. He also implements such methods as general-purpose software to allow their use in many areas of engineering, science, and business. He is co-developer of the large-scale optimizers MINOS, SNOPT, SQOPT, PDCO, the dense QP and NLP solvers LSSOL, QPOPT, NPSOL, and the linear equation solvers SYMMLQ, MINRES, MINRES-QLP, LSQR, LSMR, LSRN, LUSOL.
Academic Appointments
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Professor (Research), Management Science and Engineering
Honors & Awards
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Orchard-Hays Prize, MPS (1985)
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Highly Cited Researcher, Computer Science, ISI (2004)
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Highly Cited Researcher, Mathematics, ISI (2007)
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Honorary Fellow, RSNZ (2007)
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Linear Algebra Prize, SIAM (2012)
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Invention Hall of Fame, Stanford University (2012)
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Fellow, SIAM (2013)
Boards, Advisory Committees, Professional Organizations
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Member, ACM (1982 - Present)
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Member, INFORMS (2010 - Present)
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Member, ORSNZ (1990 - Present)
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Member, SIAM (1980 - Present)
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Associate Editor, ACM TOMS (1982 - 2004)
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Associate Editor, SIAM Journal on Optimization (1989 - 2002)
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Associate Editor, OPTE (1999 - Present)
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Associate Editor, NACO (2010 - Present)
Professional Education
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B.Sc. (Hons), Canterbury, Mathematics (1965)
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MS, Stanford University, Computer Science (1970)
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PhD, Stanford University, Computer Science (1972)
2015-16 Courses
- Large-Scale Numerical Optimization
CME 338, MS&E 318 (Spr) - Linear Algebra and Optimization Seminar
CME 510 (Aut, Win, Spr) -
Independent Studies (6)
- Advanced Reading and Research
SCCM 499 (Win, Sum) - Directed Reading and Research
MS&E 408 (Aut, Win, Spr, Sum) - Master's Research
CME 291 (Aut, Win, Spr, Sum) - Ph.D. Qualifying Tutorial or Paper
MS&E 300 (Aut, Win, Spr, Sum) - Ph.D. Research
CME 400 (Aut, Win, Spr, Sum) - Undergraduate Directed Study
MS&E 101 (Aut, Win, Spr, Sum)
- Advanced Reading and Research
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Prior Year Courses
2014-15 Courses
- Large-Scale Numerical Optimization
CME 338, MS&E 318 (Spr) - Linear Algebra and Optimization Seminar
CME 510 (Aut, Win, Spr)
2013-14 Courses
- Large-Scale Numerical Optimization
CME 338, MS&E 318 (Spr) - Linear Algebra and Optimization Seminar
CME 510 (Aut, Spr)
2012-13 Courses
- Large-Scale Numerical Optimization
CME 338, MS&E 318 (Spr) - Linear Algebra and Optimization Seminar
CME 510 (Aut, Win, Spr)
- Large-Scale Numerical Optimization
All Publications
- Laplace inversion of low-resolution NMR relaxometry data using sparse representation methods Concepts in Magnetic Resonance Part A 2013; 42A:3: 72-88
- Novel 1H low field nuclear magnetic resonance applications for the field of biodiesel Biotechnologyfor Biofuels 2013; 6:55: 20
- LSRN: a parallel iterative solver for strongly over- or under-determined systems SIAM J. Sci. Comp. 2013; 36 (2): C95-C118
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A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks
JOURNAL OF THEORETICAL BIOLOGY
2012; 292: 71-77
Abstract
We derive a convex optimization problem on a steady-state nonequilibrium network of biochemical reactions, with the property that energy conservation and the second law of thermodynamics both hold at the problem solution. This suggests a new variational principle for biochemical networks that can be implemented in a computationally tractable manner. We derive the Lagrange dual of the optimization problem and use strong duality to demonstrate that a biochemical analogue of Tellegen's theorem holds at optimality. Each optimal flux is dependent on a free parameter that we relate to an elementary kinetic parameter when mass action kinetics is assumed.
View details for DOI 10.1016/j.jtbi.2011.09.029
View details for Web of Science ID 000297450100008
View details for PubMedID 21983269
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LSMR: AN ITERATIVE ALGORITHM FOR SPARSE LEAST-SQUARES PROBLEMS
SIAM JOURNAL ON SCIENTIFIC COMPUTING
2011; 33 (5): 2950-2971
View details for Web of Science ID 000296591200039
- SNOPT: An SQP algorithm for large-scaleconstrained optimization, SIGEST article SIAM Rev. 2005; 1 (47): 99-131
- Atomic decomposition by basis pursuit, SIGEST article SIAM Rev. 2001; 1 (43): 129-159
- Sparse least squares by conjugate gradients: a comparison of preconditioning methods edited by J. University of Waterloo, Waterloo, Ontario, Canada
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A Practical Factorization of a Schur Complement for PDE-Constrained Distributed Optimal Control
JOURNAL OF SCIENTIFIC COMPUTING
2015; 65 (2): 576-597
View details for DOI 10.1007/s10915-014-9976-0
View details for Web of Science ID 000362911900007
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Systems biology definition of the core proteome of metabolism and expression is consistent with high-throughput data
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
2015; 112 (34): 10810-10815
View details for DOI 10.1073/pnas.1501384112
View details for Web of Science ID 000360005600072
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Systems biology definition of the core proteome of metabolism and expression is consistent with high-throughput data.
Proceedings of the National Academy of Sciences of the United States of America
2015; 112 (34): 10810-10815
Abstract
Finding the minimal set of gene functions needed to sustain life is of both fundamental and practical importance. Minimal gene lists have been proposed by using comparative genomics-based core proteome definitions. A definition of a core proteome that is supported by empirical data, is understood at the systems-level, and provides a basis for computing essential cell functions is lacking. Here, we use a systems biology-based genome-scale model of metabolism and expression to define a functional core proteome consisting of 356 gene products, accounting for 44% of the Escherichia coli proteome by mass based on proteomics data. This systems biology core proteome includes 212 genes not found in previous comparative genomics-based core proteome definitions, accounts for 65% of known essential genes in E. coli, and has 78% gene function overlap with minimal genomes (Buchnera aphidicola and Mycoplasma genitalium). Based on transcriptomics data across environmental and genetic backgrounds, the systems biology core proteome is significantly enriched in nondifferentially expressed genes and depleted in differentially expressed genes. Compared with the noncore, core gene expression levels are also similar across genetic backgrounds (two times higher Spearman rank correlation) and exhibit significantly more complex transcriptional and posttranscriptional regulatory features (40% more transcription start sites per gene, 22% longer 5'UTR). Thus, genome-scale systems biology approaches rigorously identify a functional core proteome needed to support growth. This framework, validated by using high-throughput datasets, facilitates a mechanistic understanding of systems-level core proteome function through in silico models; it de facto defines a paleome.
View details for DOI 10.1073/pnas.1501384112
View details for PubMedID 26261351
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Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
2014; 40 (2)
View details for DOI 10.1145/2527267
View details for Web of Science ID 000333653400008
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LSRN: A PARALLEL ITERATIVE SOLVER FOR STRONGLY OVER- OR UNDERDETERMINED SYSTEMS
SIAM JOURNAL ON SCIENTIFIC COMPUTING
2014; 36 (2): C95-C118
View details for DOI 10.1137/120866580
View details for Web of Science ID 000335817600030
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PROXIMAL NEWTON-TYPE METHODS FOR MINIMIZING COMPOSITE FUNCTIONS
SIAM JOURNAL ON OPTIMIZATION
2014; 24 (3): 1420-1443
View details for DOI 10.1137/130921428
View details for Web of Science ID 000343229000019
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Robust flux balance analysis of multiscale biochemical reaction networks
BMC BIOINFORMATICS
2013; 14
Abstract
Biological processes such as metabolism, signaling, and macromolecular synthesis can be modeled as large networks of biochemical reactions. Large and comprehensive networks, like integrated networks that represent metabolism and macromolecular synthesis, are inherently multiscale because reaction rates can vary over many orders of magnitude. They require special methods for accurate analysis because naive use of standard optimization systems can produce inaccurate or erroneously infeasible results.We describe techniques enabling off-the-shelf optimization software to compute accurate solutions to the poorly scaled optimization problems arising from flux balance analysis of multiscale biochemical reaction networks. We implement lifting techniques for flux balance analysis within the openCOBRA toolbox and demonstrate our techniques using the first integrated reconstruction of metabolism and macromolecular synthesis for E. coli.Our techniques enable accurate flux balance analysis of multiscale networks using off-the-shelf optimization software. Although we describe lifting techniques in the context of flux balance analysis, our methods can be used to handle a variety of optimization problems arising from analysis of multiscale network reconstructions.
View details for DOI 10.1186/1471-2105-14-240
View details for Web of Science ID 000322915900001
View details for PubMedID 23899245
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Equispaced Pareto front construction for constrained bi-objective optimization
MATHEMATICAL AND COMPUTER MODELLING
2013; 57 (9-10): 2122-2131
View details for DOI 10.1016/j.mcm.2010.12.044
View details for Web of Science ID 000317262100010
- Robust flux balance analysis of multiscale biochemical reaction networks BMC Bioinformatics 2013; 14:240: 6
- CG versus MINRES: An empirical comparison SQUJournal for Science 2012; 17:1: 44-62
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A Higher-Order Generalized Singular Value Decomposition for Comparison of Global mRNA Expression from Multiple Organisms
PLOS ONE
2011; 6 (12)
Abstract
The number of high-dimensional datasets recording multiple aspects of a single phenomenon is increasing in many areas of science, accompanied by a need for mathematical frameworks that can compare multiple large-scale matrices with different row dimensions. The only such framework to date, the generalized singular value decomposition (GSVD), is limited to two matrices. We mathematically define a higher-order GSVD (HO GSVD) for N?2 matrices D(i)?R(m(i) × n), each with full column rank. Each matrix is exactly factored as D(i)=U(i)?(i)V(T), where V, identical in all factorizations, is obtained from the eigensystem SV=V? of the arithmetic mean S of all pairwise quotients A(i)A(j)(-1) of the matrices A(i)=D(i)(T)D(i), i?j. We prove that this decomposition extends to higher orders almost all of the mathematical properties of the GSVD. The matrix S is nondefective with V and ? real. Its eigenvalues satisfy ?(k)?1. Equality holds if and only if the corresponding eigenvector v(k) is a right basis vector of equal significance in all matrices D(i) and D(j), that is ?(i,k)/?(j,k)=1 for all i and j, and the corresponding left basis vector u(i,k) is orthogonal to all other vectors in U(i) for all i. The eigenvalues ?(k)=1, therefore, define the "common HO GSVD subspace." We illustrate the HO GSVD with a comparison of genome-scale cell-cycle mRNA expression from S. pombe, S. cerevisiae and human. Unlike existing algorithms, a mapping among the genes of these disparate organisms is not required. We find that the approximately common HO GSVD subspace represents the cell-cycle mRNA expression oscillations, which are similar among the datasets. Simultaneous reconstruction in the common subspace, therefore, removes the experimental artifacts, which are dissimilar, from the datasets. In the simultaneous sequence-independent classification of the genes of the three organisms in this common subspace, genes of highly conserved sequences but significantly different cell-cycle peak times are correctly classified.
View details for DOI 10.1371/journal.pone.0028072
View details for Web of Science ID 000299684700003
View details for PubMedID 22216090
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MINRES-QLP: A KRYLOV SUBSPACE METHOD FOR INDEFINITE OR SINGULAR SYMMETRIC SYSTEMS
SIAM JOURNAL ON SCIENTIFIC COMPUTING
2011; 33 (4): 1810-1836
View details for DOI 10.1137/100787921
View details for Web of Science ID 000294293200016
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Nonconservative Robust Control: Optimized and Constrained Sensitivity Functions
IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY
2009; 17 (2): 298-308
View details for DOI 10.1109/TCST.2008.924564
View details for Web of Science ID 000263832000004
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STABILIZING POLICY IMPROVEMENT FOR LARGE-SCALE INFINITE-HORIZON DYNAMIC PROGRAMMING
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
2009; 31 (2): 434-459
View details for DOI 10.1137/060653305
View details for Web of Science ID 000267745500012
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Variational Bayesian image restoration based on a product of t-distributions image prior
IEEE TRANSACTIONS ON IMAGE PROCESSING
2008; 17 (10): 1795-1805
Abstract
Image priors based on products have been recognized to offer many advantages because they allow simultaneous enforcement of multiple constraints. However, they are inconvenient for Bayesian inference because it is hard to find their normalization constant in closed form. In this paper, a new Bayesian algorithm is proposed for the image restoration problem that bypasses this difficulty. An image prior is defined by imposing Student-t densities on the outputs of local convolutional filters. A variational methodology, with a constrained expectation step, is used to infer the restored image. Numerical experiments are shown that compare this methodology to previous ones and demonstrate its advantages.
View details for DOI 10.1109/TIP.2008.2002828
View details for Web of Science ID 000259372100005
View details for PubMedID 18784028
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George B. Dantzig and systems optimization
DISCRETE OPTIMIZATION
2008; 5 (2): 151-158
View details for DOI 10.1016/j.disopt.2007.01.002
View details for Web of Science ID 000255475400002
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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
ANNALS OF STATISTICS
2007; 35 (6): 2385-2391
View details for DOI 10.1214/00905360700000479
View details for Web of Science ID 000253077800007
- Commentary on Methods for modifying matrix factorizations Milestones in Matrix Computation: Selected Works of Gene H. Golub With Commentaries edited by Chan, R., H., Greif, C., O'Leary, D., P. Oxford University Press. 2007: 310-310
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SpaseLoc: An adaptive subproblem algorithm for scalable wireless sensor network localization
SIAM JOURNAL ON OPTIMIZATION
2006; 17 (4): 1102-1128
View details for DOI 10.1137/040621600
View details for Web of Science ID 000244631800007
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SNOPT: An SQP algorithm for large-scale constrained optimization (Reprinted from SIAM Journal Optimization, vol 12, pg 979-1006, 2002)
SIAM REVIEW
2005; 47 (1): 99-131
View details for DOI 10.1137/S0036144504446096
View details for Web of Science ID 000227119200005
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A globally convergent linearly constrained Lagrangian method for nonlinear optimization
SIAM JOURNAL ON OPTIMIZATION
2005; 15 (3): 863-897
View details for DOI 10.1137/S1052623402419789
View details for Web of Science ID 000229826800011
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Sparsity and smoothness via the fused lasso
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
2005; 67: 91-108
View details for Web of Science ID 000225686900006
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A bisection algorithm for the mixed mu upper bound and its supremum
PROCEEDINGS OF THE 2004 AMERICAN CONTROL CONFERENCE, VOLS 1-6
2004: 2665-2670
View details for Web of Science ID 000224688300453
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Subspace preconditioned LSQR for discrete ill-posed problems
SPRINGER. 2003: 975-989
View details for Web of Science ID 000188719300011
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SNOPT: An SQP algorithm for large-scale constrained optimization
SIAM JOURNAL ON OPTIMIZATION
2002; 12 (4): 979-1006
View details for Web of Science ID 000175810600007
- Global controller optimization using Horowitz bounds 2002
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Atomic decomposition by basis pursuit
SIAM REVIEW
2001; 43 (1): 129-159
View details for Web of Science ID 000167366100008
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Atomic decomposition by basis pursuit
SIAM JOURNAL ON SCIENTIFIC COMPUTING
1998; 20 (1): 33-61
View details for Web of Science ID 000075434800003
- SNOPT: A Fortran software package to solve large-scale optimization problems 1998
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OSSE mapping of galactic 511 keV positron annihilation line emission
ASTROPHYSICAL JOURNAL
1997; 491 (2): 725-748
View details for Web of Science ID 000071152600025
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Computing projections with LSQR
BIT NUMERICAL MATHEMATICS
1997; 37 (1): 96-104
View details for Web of Science ID A1997WK05500008
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Non-parametric estimates of high energy gamma-ray source distributions
PROCEEDINGS OF THE FOURTH COMPTON SYMPOSIUM, PTS 1 AND 2
1997: 1601-1605
View details for Web of Science ID 000071400800240
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Cholesky-based methods for sparse least squares: The benefits of regularization
SIAM. 1996: 92-100
View details for Web of Science ID A1996BF52D00008
- SQP methods for large-scale optimization 1996
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On the stability of Cholesky factorization for symmetric quasidefinite systems
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
1996; 17 (1): 35-46
View details for Web of Science ID A1996TV10700002
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Solution of sparse rectangular systems using LSQR and Craig
BIT NUMERICAL MATHEMATICS
1995; 35 (4): 588-604
View details for Web of Science ID A1995TL73600010
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Primal-dual methods for linear programming
MATHEMATICAL PROGRAMMING
1995; 70 (3): 251-277
View details for Web of Science ID A1995TK93600002
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A PRACTICAL INTERIOR-POINT METHOD FOR CONVEX-PROGRAMMING
SIAM JOURNAL ON OPTIMIZATION
1995; 5 (1): 149-171
View details for Web of Science ID A1995QJ02000008
- MINOS(IIS) version 4.2: Analyzing infeasibilities inlinear programming Eur. J. Oper. Res. 1995; 81: 217-218
- Fortran software for optimization 1995
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THE SIMPLEX ALGORITHM WITH A NEW PRIMAL AND DUAL PIVOT RULE
OPERATIONS RESEARCH LETTERS
1994; 16 (3): 121-127
View details for Web of Science ID A1994PV30700001
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SOLVING REDUCED KKT SYSTEMS IN BARRIER METHODS FOR LINEAR-PROGRAMMING
LONGMAN SCIENTIFIC & TECHNICAL. 1994: 89-104
View details for Web of Science ID A1994BA91K00006
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Fortran software for optimization
PROCEEDINGS OF THE 1995 NSF DESIGN AND MANUFACTURING GRANTEES CONFERENCE
1994: 31-32
View details for Web of Science ID A1994BG45A00016
- Large-scale SQP methods and their applicationin trajectory optimization Control Applications of Opti-mization edited by Bulirsch, R., Kraft, D. Birkhauser Verlag, Basel,Boston, Stuttgart. 1994: 29-42
- Solving reduced KKT systems in barrier methods for linear programming Numerical Analysis 1993 edited by Watson, G., A., Grffiths, D. Pitman Research Notes in Mathematics 303, Longmans Press. 1994: 89-104
- Major Cholesky would feel proud ORSA J. Comput. 1994; 6: 23-27
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PRECONDITIONERS FOR INDEFINITE SYSTEMS ARISING IN OPTIMIZATION
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
1992; 13 (1): 292-311
View details for Web of Science ID A1992HC84600022
- Some theoretical properties of an augmented Lagrangian merit function Advances in Optimization and Parallel Computing edited by Pardalos, P., M. North-Holland, Amsterdam. 1992: 101-128
- The applicationof nonlinear programming and collocation to optimal aeroassisted orbital transfers 1992
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A BLOCK-LU UPDATE FOR LARGE-SCALE LINEAR-PROGRAMMING
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
1992; 13 (1): 191-201
View details for Web of Science ID A1992HC84600016
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INERTIA-CONTROLLING METHODS FOR GENERAL QUADRATIC-PROGRAMMING
SIAM REVIEW
1991; 33 (1): 1-36
View details for Web of Science ID A1991FD40400001
- An adaptive primal-dual method for linear programming Math.Prog. Soc., Committee on Algorithms Newsletter 1991; 19: 7-16
- A Schur-complement method forsparse quadratic programming Reliable Numerical Computation edited by Cox, M., G., Hammarling, S. Oxford University Press, Oxford and New York. 1990: 113-138
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A PRACTICAL ANTICYCLING PROCEDURE FOR LINEARLY CONSTRAINED OPTIMIZATION
MATHEMATICAL PROGRAMMING
1989; 45 (3): 437-474
View details for Web of Science ID A1989CN43300004
- Constrained nonlinear programming Optimization Handbooks in Operations Research and Management Science edited by Nemhauser, G., L., G., A., H., Kan, R. North-Holland, Amsterdam. 1989: 171-210
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2 CONJUGATE-GRADIENT-TYPE METHODS FOR UNSYMMETRIC LINEAR-EQUATIONS
SIAM JOURNAL ON NUMERICAL ANALYSIS
1988; 25 (4): 927-940
View details for Web of Science ID A1988P634900009
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RECENT DEVELOPMENTS IN CONSTRAINED OPTIMIZATION
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
1988; 22 (2-3): 257-270
View details for Web of Science ID A1988P398600009
- Two conjugate-gradient-type methods forunsymmetric linear equations SIAM J. Numer. Anal. 1988; 25: 927-940
- GAMS/MINOS GAMS: A User's Guide edited by Brooke, A., Kendrick, D., Meeraus, A. The Scientic Press. 1988: 201- 224
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MAINTAINING LU FACTORS OF A GENERAL SPARSE-MATRIX
LINEAR ALGEBRA AND ITS APPLICATIONS
1987; 88-9: 239-270
View details for Web of Science ID A1987G801700014
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ON PROJECTED NEWTON BARRIER METHODS FOR LINEAR-PROGRAMMING AND AN EQUIVALENCE TO KARMARKAR PROJECTIVE METHOD
MATHEMATICAL PROGRAMMING
1986; 36 (2): 183-209
View details for Web of Science ID A1986F105800006
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CONSIDERATIONS OF NUMERICAL-ANALYSIS IN A SEQUENTIAL QUADRATIC-PROGRAMMING METHOD
LECTURE NOTES IN MATHEMATICS
1986; 1230: 46-62
View details for Web of Science ID A1986G659700004
- Considerations of numerical analysis in sequential quadratic programming methods Numerical Analysis edited by Hennart, J., P. Springer-Verlag, New York and London. 1986: 46-62
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PROPERTIES OF A REPRESENTATION OF A BASIS FOR THE NULL SPACE
MATHEMATICAL PROGRAMMING
1985; 33 (2): 172-186
View details for Web of Science ID A1985ATG1200005
- Software and its relationship tomethods Numerical Optimization 1984 edited by Boggs, P., T., Byrd, R., H., B., R. SIAM, Philadelphia. 1985: 139-159
- Model building and practical aspects of nonlinear programming Computational Mathematical Programming edited by Schittkowski, K. NATO ASI, Springer-Verlag,Berlin and New York. 1985: 209-247
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AQUIFER RECLAMATION DESIGN - THE USE OF CONTAMINANT TRANSPORT SIMULATION COMBINED WITH NONLINEAR-PROGRAMMING
WATER RESOURCES RESEARCH
1984; 20 (4): 415-427
View details for Web of Science ID A1984SM88600001
- Sequential quadratic programming methods for nonlinear programming Computer Aided Analysis and Optimization of Mechanical System Dynamics edited by Haug, E., J. NATO ASI. 1984: 679-697
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TRENDS IN NONLINEAR-PROGRAMMING SOFTWARE
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
1984; 17 (2): 141-149
View details for Web of Science ID A1984TF70000001
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A WEIGHTED GRAM-SCHMIDT METHOD FOR CONVEX QUADRATIC-PROGRAMMING
MATHEMATICAL PROGRAMMING
1984; 30 (2): 176-195
View details for Web of Science ID A1984TL33800004
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PROCEDURES FOR OPTIMIZATION PROBLEMS WITH A MIXTURE OF BOUNDS AND GENERAL LINEAR CONSTRAINTS
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
1984; 10 (3): 282-298
View details for Web of Science ID A1984TU57100006
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SPARSE-MATRIX METHODS IN OPTIMIZATION
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING
1984; 5 (3): 562-589
View details for Web of Science ID A1984TG34100006
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COMPUTING FORWARD-DIFFERENCE INTERVALS FOR NUMERICAL OPTIMIZATION
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING
1983; 4 (2): 310-321
View details for Web of Science ID A1983QQ77800015
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ALGORITHM-583 - LSQR - SPARSE LINEAR-EQUATIONS AND LEAST-SQUARES PROBLEMS
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
1982; 8 (2): 195-209
View details for Web of Science ID A1982PE14000007
- Software for constrained optimization Nonlinear Optimization 1981 edited by Powell, M. J., D. Academic Press, London and New York. 1982: 381-393
- Linearly constrained optimization Nonlinear Optimization 1981 edited by Powell, M. J., D. Academic Press, London and NewYork. 1982: 123-139
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LSQR - AN ALGORITHM FOR SPARSE LINEAR-EQUATIONS AND SPARSE LEAST-SQUARES
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
1982; 8 (1): 43-71
View details for Web of Science ID A1982NH42200005
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A PROJECTED LAGRANGIAN ALGORITHM AND ITS IMPLEMENTATION FOR SPARSE NON-LINEAR CONSTRAINTS
MATHEMATICAL PROGRAMMING STUDY
1982; 16 (MAR): 84-117
View details for Web of Science ID A1982NR90100006
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A NOTE ON A SUFFICIENT-DECREASE CRITERION FOR A NON-DERIVATIVE STEP-LENGTH PROCEDURE
MATHEMATICAL PROGRAMMING
1982; 23 (3): 349-352
View details for Web of Science ID A1982NX42400006
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ASPECTS OF MATHEMATICAL-MODELING RELATED TO OPTIMIZATION
APPLIED MATHEMATICAL MODELLING
1981; 5 (2): 71-83
View details for Web of Science ID A1981LJ58400002
- QP-based methods for large-scale nonlinearly constrained optimization Nonlinear Programming 4 edited by Mangasarian, O., L., Meyer, R., R., M., S. Academic Press London and New York. 1981: 57-98
- A numerical investigation of ellipsoid algorithms for large-scale linear programming Large-scale Linear Programming edited by Dantzig, G., B., Dempster, M., A.H., Kallio, M. axenburg, Austria. 1981: 487-509
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TOWARDS A GENERALIZED SINGULAR VALUE DECOMPOSITION
SIAM JOURNAL ON NUMERICAL ANALYSIS
1981; 18 (3): 398-405
View details for Web of Science ID A1981LT69800003
- Methods for large-scale nonlinear optimization Electric PowerProblems: The Mathematical Challenge edited by Erisman, A., M., Neves, K., W., Dwarakanath, M., H. SIAM, Philadelphia. 1980: 352-377
- Sparse least squares by conjugate gradients: a comparison of preconditioning methods 1979
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LARGE-SCALE LINEARLY CONSTRAINED OPTIMIZATION
MATHEMATICAL PROGRAMMING
1978; 14 (1): 41-72
View details for Web of Science ID A1978EM23400004
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LEAST-SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC-SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
SIAM JOURNAL ON NUMERICAL ANALYSIS
1977; 14 (2): 180-193
View details for Web of Science ID A1977DC77900002
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NONLINEAR OPTIMIZATION SUBJECT TO LINEAR-PROGRAMMING CONSTRAINTS
SIAM PUBLICATIONS. 1976: 825-826
View details for Web of Science ID A1976CH15400157
- A fast, stable implementation of the simplex method using Bartels-Golub updating Sparse Matrix Computations edited by Bunch, J., R., Rose, D., J. Academic Press. 1976: 213-226
- The complexity of LU updating in the simplex method The Complexity of Computational Problem Solving edited by Brent, R., P. University of Queensland Press. 1976: 214-230
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SOLUTION OF SPARSE INDEFINITE SYSTEMS OF LINEAR EQUATIONS
SIAM JOURNAL ON NUMERICAL ANALYSIS
1975; 12 (4): 617-629
View details for Web of Science ID A1975AN11000008
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METHODS FOR COMPUTING AND MODIFYING LDV FACTORS OF A MATRIX
MATHEMATICS OF COMPUTATION
1975; 29 (132): 1051-1077
View details for Web of Science ID A1975AU76800010
- Methods for computing and modifying the LDV factors of a matrix Math. Comput. 1975; 29: 1051-1077
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METHODS FOR MODIFYING MATRIX FACTORIZATIONS
MATHEMATICS OF COMPUTATION
1974; 28 (126): 505-535
View details for Web of Science ID A1974T209600011
- Numerical stability in large-scale linear programming Approximation and Accuracy edited by deHoog, F., R., Jarvis, C., L. University of Queensland Press. 1973: 144-158
- Descent methods for minimization Optimization edited by Ryan, D., M. University of Queensland Press. 1972: 221-237
- Linear least squares and quadratic programming Integer and Nonlinear Programming edited by Abadie, J. North-Holland, Amsterdam. 1970: 229-256
- Numerical techniques in mathematical programming Nonlinear Programming edited by Rosen, J., B., Mangasarian, O., L., Ritter, K. Academic Press, London and New York. 1970: 123-176