Operations Research

Jacob M. Aguirre

Continuous optimization and large-scale algorithms for linear, conic, and nonlinear programs.

Georgia Tech College of Engineering

H. Milton Stewart School of Industrial and Systems Engineering

PhD candidate in Operations Research at Georgia Tech ISyE.

CV Research Software

I am advised by Professors Anton J. Kleywegt, Renato D.C. Monteiro, and Dmitrii M. Ostrovskii, and I work closely with Arkadi Nemirovski on theory, complexity analysis, and scalable optimization methods.

Current focus

First-order and low-rank methods for large-scale linear and semidefinite optimization
With Renato Monteiro
Transportation network optimization and traffic equilibrium models
With Anton Kleywegt
Iteration complexity and limits of acceleration in convex optimization
With Dmitrii Ostrovskii

Research Group

Advisors, collaborators, and current submissions

Advisors and collaborators

Who I work with

I am advised by Anton J. Kleywegt, Renato D.C. Monteiro, and Dmitrii M. Ostrovskii at Georgia Tech ISyE. My recent work also involves collaborations with Arkadi Nemirovski, Diego Cifuentes, Vincent Guigues, Victor Hugo Nascimento, and Arnesh Sujanani.

Current submissions

Current papers and submission status

cuHALLaR: submitted to Mathematical Programming Computation
Bicriterion traffic assignment: submitted to Operations Research
Accelerated smoothing gradient method: submitted to Mathematics of Operations Research
A Low-Rank Augmented Lagrangian Frank-Wolfe-Based Method for SDPs with Unbounded Feasible Regions : being submitted to Mathematics of Operations Research; joint work with Renato D.C. Monteiro and Arnesh Sujanani
A Sparse Augmented Lagrangian Frank-Wolfe-based method for Large-Scale Linear Programming : current working paper with Renato D.C. Monteiro and Anton J. Kleywegt

Research Themes

What I work on

Theory and complexity

Sharp guarantees for continuous optimization

I study the design and complexity of algorithms for linear programming, convex quadratic programming, semidefinite programming, complementarity problems, variational inequalities, and nonlinear convex programming.

Computation and scale

Methods that survive contact with large instances

A parallel thread of my work focuses on numerical methods and software for large-scale optimization, including low-rank structure, first-order techniques, and GPU-accelerated solvers.

Recent news

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September 2026

At the 2026 INFORMS Annual Meeting in San Francisco, I will give two talks on Sunday, November 1: "Low-Rank SDP over Unbounded Domains via Hybrid Frank–Wolfe and Nonconvex Optimization" in the invited session "First-Order Methods for Semidefinite Programming" (8:00–9:15 AM), and "A Hybrid Sparse Augmented Lagrangian Method for Large-Scale Linear Programming" in the invited session "Recent Advances in Linear and Semidefinite Programming" (11:30–11:45 AM, Moscone South 215). I will also co-chair the latter session with my advisor Renato D.C. Monteiro.
September 2026

On October 16, I will present "A Sparse Augmented Lagrangian Method for Large-Scale Linear Programming" in the Georgia Tech ACO Student Seminar. The talk is based on joint work with my advisors Anton J. Kleywegt and Renato D.C. Monteiro.
July 2026

New arXiv preprint with Dmitrii M. Ostrovskii: "Entropy-Smooth Convex Optimization Cannot Be Accelerated."
March 2026

Presenting joint work called "Minimax D-Optimal Designs in Generalized Linear Models: Nonasymptotic Theory and Efficient Algorithms" with Dmitrii M. Ostrovskii in the ISyE PhD student Seminar on April 17th.
March 2026

Presenting joint work with Renato D.C. Monteiro in the ISyE PhD seminar on scalable semidefinite programming and inexact proximal point methods.
February 2026

Giving a talk in the Georgia Tech School of Mathematics Stochastics seminar series on April 9th on joint work with Dmitrii M. Ostrovskii.
February 2026

Awarded the Jessie and Ralph W. Pries Fellowship from the Georgia Tech College of Engineering.
September 2025

Looking forward to the SIAM Conference on Optimization 2026 and conversations on semidefinite and nonlinear programming.
September 2025

Hosting a session in the Linear and Conic Optimization track at the INFORMS Optimization Society 2026 meeting.