David M. Gay

David M. Gay (circa 1984)

Contact details:

E-mail:: dmgay at sandia dot gov
Telephone:: Voice: (505) 284-1456
Fax: (505) 845-7442
Address:: Sandia National Laboratories
P.O. Box 5800, MS 1318
Albuquerque, NM 87185-1318
U.S.A.

Before coming to Sandia National Labs in 2003, I worked at Bell Labs for about two decades and was affiliated with a scientific computing group there. (Here is a description of the group as it stood in 1997.)

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

Promoting use of automatic differentiation (AD) at Sandia; for more on AD, see the Autodiff web site.
Making rigorous global optimization available at Sandia; for more on the subject area, see Arnold Neumaier's Global Optimization page.
The DAKOTA Project for large-scale engineering optimization and uncertainty analysis.
Extensions of AMPL for stochastic and constraint programming. Slides for a talk on stochastic-programming extensions that I gave at the 2006 Mathematical Programming Symposium and a 2007 workshop are here.

In FY2005, I was involved with a Sandia project for

Data pipelining: data mining of disparate data sources, with a focus on homeland-security applications.

I also established and maintain the Sandia netlib server http://netlib.sandia.gov, which has replaced the former Bell Labs netlib server.

Privacy and Security. Last modified: 15 October 2009.