Fields of Specialization:
Numerical optimization, numerical linear algebra.
Interests:
Linear programming, nonlinear programming,
sparse matrix methods, iterative solvers.
Design and implementation of algorithms for constrained optimization
and sparse linear equations (including sparse least squares).
Co-author of constrained optimization packages:
MINOS, NPSOL, LSSOL, QPOPT, SQOPT, SNOPT.
See Stanford
Business Software, Inc. for descriptions of each package.
Stanford users and UCSD users
may obtain code and manuals free.
Please come and chat about your application:
saunders
@ Stanford.edu or walter
@ Stanford.edu and pgill @
ucsd.edu (respectively).
Matlab interface to MINOS: CMEX
files.
Co-author of iterative linear equation solvers:
SYMMLQ (symmetric indefinite systems)
Fortran
77 files Matlab
files
LSQR (unsymmetric systems and least squares)
Fortran
77 files Matlab
files
I'm always glad to see output from MINOS,
SYMMLQ, LSQR, etc.
If you're having trouble I'll try to help.
Send me email: saunders @ Stanford.edu
(Attachments are OK, but please, no MS
WORD documents!)