My research interests are in the area of continuous optimization and algorithmic complexity.

• (Major) Theory and complexity analysis: Development of efficient algorithms for large-scale linear programming, convex quadratic programming, semidefinite programming, variational inequalities, and nonlinear convex programming.
• (Minor) Computational optimization: Developing numerical codes for solving these large-scale optimization problems efficiently.

More recently, I have also been actively involved in the following projects:

• GPU Accelerated Methods for Semidefinite Programming
• Efficient parameter-free methods for convex optimization
• Methods for SDP and Copositive Optimization

Çaglar Çaglayan, Yunan Liu, Turgay Ayer, et al. Physician staffing in emergency rooms (ERs): Opening the black-box of ER care via a multi-class multi-stage network. (Under revision at Management Science.)

Renato D.C. Monteiro, Jacob M. Aguirre, Anton J. Kleywegt. Hybrid Approaches for Large-Scale Linear Programs (Working paper)

Jacob M. Aguirre, Anton J. Kleywegt, Renato D.C. Monteiro. Efficient algorithms for Bicriteria Traffic Assignment (Working paper)

Jacob Aguirre, Shrey Patel, Ruirui Ma. A Review of High Dimensional Nonlinear Dimension Reduction Methods Undergrad course paper