Arnesh M. Sujanani

University of Waterloo. Department of Combinatorics and Optimization. Faculty of Mathematics.

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Office: MC 5461

200 University Avenue West

Waterloo, Ontario

I am a postdoctoral fellow at University of Waterloo’s Department of Combinatorics and Optimization where I am advised by Henry Wolkowicz (24-26), Saeed Ghadimi (24-26), Walaa Moursi (24-26), and Stephen Vavasis (24-25). I am interested broadly in optimization for machine learning, continuous optimization, semidefinite programming, scientific computing, and numerical linear algebra. The main focus of my research is to develop scalable, fast, and parameter-free first order-methods for large-scale optimization problems, particularly those arising in machine learning and data science.

Previously, I received my PhD in Operations Research in Summer 2024 from Georgia Tech ISyE where I was advised by Renato D.C. Monteiro. I also received my M.S. in Mathematics in Spring 2024 from Georgia Tech and a B.S. in Applied and Computational Mathematics in Spring 2019 from University of Southern California.

news

Oct 14, 2025 The paper ``cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming’’ has been submitted to Mathematical Programming Computation.
Sep 27, 2025 The paper ``New Insights and Algorithms for Optimal Diagonal Preconditioning’’ has been submitted to SIAM Journal on Matrix Analysis and Applications.
Sep 14, 2025 The paper ``Asymptotically Fair and Truthful Allocation of Public Goods’’ has been accepted to Journal of Artificial Intelligence Research.
Jun 09, 2025 The paper ``Efficient Parameter-Free Restarted Accelerated Gradient Methods for Convex and Strongly Convex Optimization’’ has been published online in Journal of Optimization Theory and Applications.

selected publications

  1. preconditioning.jpg
    New Insights and Algorithms for Optimal Diagonal Preconditioning
    S. Ghadimi, W. Jung, A. Sujanani, D. Torregrosa-Belén, and H. Wolkowicz (alphabetical order)
    Available on Optimization Online. Submitted to SIAM Journal on Matrix Analysis and Applications, 2025
  2. restart.jpg
    Efficient Parameter-Free Restarted Accelerated Gradient Methods for Convex and Strongly Convex Optimization
    A. Sujanani, and R.D.C. Monteiro
    Journal of Optimization Theory and Applications, 2025
  3. parallel.jpg
    cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming
    J. Aguirre, D. Cifuentes, V. Guigues, R.D.C. Monteiro, V.H. Nascimento, and A. Sujanani (alphabetical order)
    Available on arXiv:2404.15996. Submitted to Mathematical Programming Computation, 2025
  4. burermonteiro.jpg
    A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach
    R.D.C. Monteiro, A. Sujanani, and D. Cifuentes
    Available on arXiv:2401.12490. Major Revision in Mathematical Programming, 2024