"40 Years of Linear Algebra and Optimization at Stanford" Michael Saunders, Stanford University
Abstract:
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, Richard
Bartels, 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.
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.
Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
