Michael Saunders Research Professor Dept of Management Science and Engineering (MS&E) Stanford University Terman Engineering Center 380 Panama Way, Stanford, CA 94305-4026 saunders@stanford.edu (650)723-1875 Picture = Emily and Tania, Halloween 1996 (Born 24 July 1993 and 17 February 1990)

Personal

Photos

Affiliations

Teaching

Research Interests

2004: ISI Highly Cited Researcher (Computer Science)
2007: ISI Highly Cited Researcher (Mathematics)

My full CV is here (pdf)

Co-author of constrained optimization packages:

Co-author of linear equation solvers:

Selected Publications

1. P. E. Gill, G. H. Golub, W. Murray, and M. A. Saunders.
   Methods for modifying matrix factorizations,
   Mathematics of Computation 28(126), 505-535 (1974).
2. C. C. Paige and M. A. Saunders.
   Solution of sparse indefinite systems of linear equations,
   SINUM 12, 617-629 (1975).
3. B. A. Murtagh and M. A. Saunders.
   Large-scale linearly constrained optimization,
   Math. Prog. 14, 41-72 (1978).
4. B. A. Murtagh and M. A. Saunders.
   A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints,
   Math. Prog. Study 16 (Constrained Optimization), 84-117 (1982).
5. C. C. Paige and M. A. Saunders.
   LSQR: An algorithm for sparse linear equations and sparse least squares,
   TOMS 8(1), 43-71 (1982).
6. C. C. Paige and M. A. Saunders,
   Algorithm 583; LSQR: Sparse linear equations and least-squares problems,
   TOMS 8(2), 195-209 (1982).
7. P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright.
   Sparse matrix methods in optimization,
   SISSC 5, 562-589 (1984).
8. P. E. Gill, W. Murray, M. A. Saunders, J. A. Tomlin and M. H. Wright.
   On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method,
   Math. Prog. 36, 183-209 (1986).
9. P. E. Gill, W. Murray, M. A. Saunders and M. H. Wright.
   Maintaining LU factors of a general sparse matrix,
   LAA 88/89, 239-270 (1987).
10. S. K. Eldersveld and M. A. Saunders.
    A block-LU update for large-scale linear programming,
    SIMAX 13, 191-201 (1992).
11. P. E. Gill, W. Murray, D. B. Ponceleón and M. A. Saunders.
    Preconditioners for indefinite systems arising in optimization,
    SIMAX 13, 292-311 (1992).
12. M. A. Saunders.
    Major Cholesky would feel proud,
    ORSA J. on Computing 6, 23-27 (1994).
13. B. A. Murtagh and M. A. Saunders.
    MINOS 5.5 User's Guide, Report SOL 83-20R,
    Dept of Operations Research, Stanford University (Revised Jul 1998).
14. M. A. Saunders.
    Solution of sparse rectangular systems using LSQR and CRAIG,
    BIT 35, 588-604 (1995).
15. P. E. Gill, M. A. Saunders and J. R. Shinnerl.
    On the stability of Cholesky factorization for quasi-definite systems,
    SIMAX 17(1), 35-46 (1996).
16. M. A. Saunders.
    Cholesky-based methods for sparse least squares: The benefits of regularization,
    Report SOL 95-1, Dept of Operations Research, Stanford University (1995). In L. Adams and J. L. Nazareth (eds.), Linear and Nonlinear Conjugate Gradient-Related Methods, SIAM, Philadelphia, 92-100 (1996).
17. P. E. Gill, W. Murray and M. A. Saunders.
    User's guide for QPOPT 1.0: A Fortran package for quadratic programming,
    Report SOL 95-4, Dept of Operations Research, Stanford University (1995).
18. M. A. Saunders and J. A. Tomlin.
    Stable reduction to KKT systems in barrier methods for linear and quadratic programming,
    Report SOL 96-3, Dept of EESOR, Stanford University (1996).
19. M. A. Saunders and J. A. Tomlin.
    Solving regularized linear programs using barrier methods and KKT systems,
    Report SOL 96-4, Dept of EESOR, Stanford University (1996).
20. M. A. Saunders.
    Computing projections with LSQR,
    BIT 37:1, 96-104 (1997).
21. S. S. Chen, D. L. Donoho and M. A. Saunders.
    Atomic decomposition by Basis Pursuit,
    SISC 20(1), 33-61 (1998).
    Revised as SIGEST article Atomic decomposition by Basis Pursuit,
    SIAM Review 43(1), 129-159 (2001).
22. I. Bongartz, A. R. Conn, N. I. M. Gould, M. A. Saunders and Ph. L. Toint.
    A numerical comparison between the LANCELOT and MINOS packages for large-scale constrained optimization,
    Report SOL 97-6, Dept of EESOR, Stanford University (1997), 19 pages.
23. I. Bongartz, A. R. Conn, N. I. M. Gould, M. A. Saunders and Ph. L. Toint.
    A numerical comparison between the LANCELOT and MINOS packages for large-scale constrained optimization: the complete results,
    Report SOL 97-7, Dept of EESOR, Stanford University (1997), 50 pages.
24. P. E. Gill, W. Murray and M. A. Saunders.
    User's guide for SNOPT version 7: Software for large-scale nonlinear programming (2007), 116 pages.
25. M. A. Saunders.
    Solution of sparse linear equations using Cholesky factors of augmented systems,
    Report SOL 99-1, Dept of EESOR, Stanford University (1999), 9 pages.
26. S. S. Chen, D. L. Donoho, and M. A. Saunders.
    Atomic decomposition by Basis Pursuit,
    SIAM Review 43(1), 129-159 (2001).
27. P. E. Gill, W. Murray and M. A. Saunders.
    SNOPT: An SQP algorithm for large-scale constrained optimization,
    SIOPT 12(4), 979-1006 (2002). Revised 2005 (see below).
28. M. Jacobsen, P. C. Hansen and M. A. Saunders.
    Subspace preconditioned LSQR for discrete ill-posed problems,
    BIT 43, 975-989 (2003).
29. P. E. Gill, W. Murray and M. A. Saunders.
    SNOPT: An SQP algorithm for large-scale constrained optimization,
    SIAM Review 47(1), 99-131 (2005).
30. R. Tibshirani, M. Saunders, S. Rosset, J. Zhu and K. Knight.
    Sparsity and smoothness via the fused lasso,
    J. Royal Statistical Society B 67(1), 91-108 (2005).
31. M. P. Friedlander and M. A. Saunders.
    A globally convergent linearly constrained Lagrangian method for nonlinear optimization,
    SIAM J. on Optimization 15(3), 863-897 (2005).
32. M. W. Carter, H. H. Jin, M. A. Saunders, and Y. Ye.
    SpaseLoc: An adaptive subproblem algorithm for scalable wireless sensor network localization,
    SIAM J. on Optimization 17(4), 1102-1128 (2006).
33. M. P. Friedlander and M. A. Saunders.
    Discussion: The Dantzig selector: Statistical estimation when p is much larger than n,
    Annals of Statistics 35(6), 2385-2391 (2007).
34. P. E. Gill, W. Murray, M. A. Saunders, J. A. Tomlin, and M. H. Wright,
    George B. Dantzig and systems optimization,
    J. Discrete Optimization 5(2), 151-158 (2008), in memory of George B. Dantzig.
35. G. Chantas, N. Galatsanos, A. Likas, and M. A. Saunders,
    Variational Bayesian image restoration based on a product of t-distributions image prior,
    IEEE Trans. Image Processing 17(10), 1795--1805 (2008).
36. C.-M. Fransson, T. Wik, B. Lennartson, M. A. Saunders, and P.-O. Gutman,
    Nonconservative robust control: Optimized and constrained sensitivity functions,
    IEEE Trans. Contr. Sys. Tech. 17(2), 298--308 (2009).
37. M. J. O'Sullivan and M. A. Saunders,
    Stabilizing policy improvement for large-scale infinite-horizon dynamic programming,
    SIAM J. Mat. Anal. Appl., 31(2), 434--459 (2009).

Updated: 22 June 2009