David M. Gay (circa 1984)
bibliography ( html version) .
I have contributed to and help maintain the AMPL modeling language for mathematical programming (optimization), the Fortran-to-C converter f2c, and the netlib directories fp for binary <--> decimal conversions and some other special routines dealing with floating-point arithmetic, opt for assorted optimization routines, and lp for linear-programming test problems. At Bell Labs I also contributed to and helped maintain the PORT3 subroutine library.
At Sandia, I work in the Optimization and Uncertainty Estimation Department, which is part of the Computation, Computers, Information and Mathematics Center.
My first Sandia paper ( "Semiautomatic Differentiation for Efficient Gradient Computations") introduces the RAD package for computing function and gradient while coding just the function in C++. Improved RAD variants (templated and non-templated, plus a variant for Hessian-vector products) are now part of the Trilinos package Sacado.
My current and former Sandia projects include
In FY2005, I was involved with a Sandia project for
I also established and maintain the Sandia netlib server http://netlib.sandia.gov, which has replaced the former Bell Labs netlib server.
I am currently on entrepreneurial leave from Sandia.
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