(Major) Convex optimization theory and algorithms with specific interests in: (Minor) Some practical application areas I've been working in are:

  • 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. A Perspective on Hybrid Frank-Wolfe Decompositions for scalable Semidefinite Programming. (Work in progress)
  • Anton J. Kleywegt, Jacob M. Aguirre, Renato D.C. Monteiro. On Joint Assortment and Pricing Optimization under Mixtures of Multinomial logits: Hardness and approximations. (Work in progress)

  • Jacob M. Aguirre, Renato D.C. Monteiro, Anton J. Kleywegt. Convex Relaxations for Rank One Symmetric Tensor Completion using Burer-Monteiro methods. (Work in progress)
  • Renato D.C. Monteiro and Jacob M. Aguirre. A Low-Rank Hybrid Augmented Lagrangian Method for Maximum Stable Set Problem. (Work in progress)
  • Jacob M. Aguirre. On Complexity of Tropical Ideals and Generic Semidefinite Programs. Preprint here.
  • Jacob Aguirre, Shrey Patel, Ruirui Ma. A Review of High Dimensional Nonlinear Dimension Reduction Methods Paper here