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 am interested in the following areas:
- GPU Accelerated First-Order Methods
- Efficient parameter-free methods for convex optimization
- Algorithms for Semidefinite Programming
- Copositive Programming