Optimization Algorithms and Software at SOL
Staff - Faculty of Informatics
Start date: 25 June 2014
End date: 26 June 2014
The Faculty of Informatics is pleased to announce a seminar given by Michael Saunders
DATE: Wednesday, June 25th, 2014
PLACE: USI Lugano campus, room SI-006, Informatics building (Via G. Buffi 13)
TIME: 16:30
ABSTRACT:
The Systems Optimization Laboratory (SOL) was founded by George Dantzig and Richard Cottle at Stanford University in 1974 to encourage algorithm and software development in traditional Operations Research areas. This led to the general-purpose constrained optimization solvers MINOS, LSSOL, QPSOL, NPSOL, QPOPT, and PDCO, and more recently to SQOPT and SNOPT (joint work with Philip Gill at UC San Diego).
Separately, several sparse linear equation solvers have been developed at SOL (SYMMLQ, MINRES, MINRES-QLP, LSQR, LSMR, and LUSOL). LUSOL is the "engine" for basis handling in MINOS, SQOPT, SNOPT, and other solvers such as PATH and lp_solve. A unique feature of LUSOL is its Threshold Rook Pivoting option for estimating the rank of a rectangular sparse matrix.
We review the mechanics of the solvers and some unexpected applications that they've been put to work on. We conclude with even more unexpected aspects of optimization reported by radio and TV audiences in New Zealand.
BIO:
Michael Saunders is a Professor in the Dept of Management Science and Engineering at Stanford University. He is an Honorary Fellow of the Royal Society of New Zealand, a SIAM Fellow, and a member of the Stanford University Invention Hall of Fame.
http://web.stanford.edu/~saunders/
http://web.stanford.edu/%7Esaunders/
HOST: Prof. Olaf Schenk
