Research Interests: ^top

• Applications
  Banking & Finance
  Healthcare Operations
  Transportation
• Operations Research Tools
  Math Programming
  Optimization
  Stochastic Processes

Biography: ^top

Professor Saigal currently teaches courses in Financial Engineering. In the recent past he taught courses in optimization. His current research involves data based studies of operational problems in the areas of Finance, Transportation, Renewable Energy and Healthcare. This involves data analytics, optimization and stochastic processes. His earlier research involved theoretical investigation into interior point methods, large scale optimization and software development for mathematical programming. He has been an associate editor of Management Science and is a member of SIAM, AMS and AAAS. He has been the Director of Financial Engineering Program and the Interdisciplinary Professional Programs (InterPro) at the U of M.

Publications: ^top

• Linear Programming – A Modern Integrates Analysis, Kluwer Academic Press, Norwell, MA, 1995

• Handbook of Semidefinite Programming, (Co-edited with Wolkowicz and Vandenberghe), Kluwer Academic Press, Norwell MA, 2000.