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OR Graduate Courses
OR 540 -
Management Science
Cross-Listed with SYST 540
Operations research techniques and their application to managerial decision
making. Mathematical programming, Markov processes, queuing theory, inventory
models, PERT, CPM, and computer simulation are covered, as well as use of
contemporary computer software for problem solving. Case-study approach to
problem solving is used.
Prerequisites : MATH 108, and STAT 250 or OM 200; or equivalent.
Notes : OR/MS and SE/MS majors do not receive credit.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F, S
OR 541 -
Operations Research: Deterministic Models
Survey
of deterministic methods of solving real world decision problems. Covers linear
programming model and simplex method of solution, duality, and sensitivity
analysis, transportation and assignment problems; shortest path, minimal
spanning tree, and maximal flow problems; and an introduction to integer and
nonlinear programming. Emphasis on modeling and problem solving.
Prerequisites : MATH 203 or equivalent.
Notes : Students who have taken OR 441/MATH 441 will not receive credit.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 542 -
Operations Research: Stochastic Models
A
survey of probabilistic methods for solving decision problems under uncertainty,
probability theory review, reliability, queuing theory, inventory systems,
Markov chain models, and simulation. Emphasis on modeling and problem solving.
Prerequisites : STAT 344 or MATH 351, or equivalent.
Notes : Students who have taken OR 442/MATH 442 do not receive credit.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 574 - Quality
Control and Process Management
Cross-Listed with SYST 574
An overview of quality control techniques widely used in a number of
manufacturing industries. The course teaches students about combining
engineering process quality management and traditional statistical quality
control procedures that are applicable in industry and are based on contemporary
technologies such as lean Six Sigma, total quality management and predictive
maintenance for achieving superior quality, reliability and maintainability.
Prerequisites : Graduate standing or permission of instructor.
OR 576 -
Manufacturing Systems Analysis
Cross-Listed with SYST 576
An overview of modeling and analysis of general manufacturing systems techniques
widely used in a number of manufacturing industries, such as semiconductor
manufacturing. The course teaches students about best scheduling and inventory
control practices, enterprise resource management principles, and details of
engineering economy that are applicable in the industry.
Prerequisites : Graduate standing or permission of instructor.
OR 635 - Discrete
System Simulation
Computer simulation as a scientific methodology in operations analysis, with
emphasis on model development, implementation, and analysis of results.
Discrete-event models, specialized software, input modeling, and output
statistics are covered. Extensive computational work is required.
Prerequisites : OR 542, or STAT 354 or 344, or equivalent; and knowledge of
scientific programming language.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 640 - Global
Optimization and Computational Intelligence
Introduction to global optimization of nonconvex mathematical programs and
numerical methods for the solution of such problems. Topics covered include
high-level survey of traditional mathematical programming algorithms; critical
comparison of metaheuristics and artificial intelligence (AI) algorithms to
traditional mathematical programming algorithms; probabilistic search,
multistart methods, statistical tests of performance and confidence, simulated
annealing, genetic algorithms, neural networks, Tabu search, homotopies and
tunneling; the traveling salesman problem, the Steiner problem,
Stackelberg-Cournot-Nash mathematical games and other classical nonconvex
optimization problems.
Prerequisites : MATH 203 or equivalent, and knowledge of a scientific
programming language.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 641 - Linear
Programming
In-depth look at the theory and methodology of linear programming: Computational
enhancements of the revised simplex method; sparse-matrix techniques, bounded
variables and the dual simplex method. Alternative interior point methods
described and computational complexity of various algorithms analyzed.
Prerequisites : OR 541, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 642 - Integer
Programming
Cutting
plane and enumeration algorithms for solution of integer linear programs;
bounding strategies and reformulation techniques; heuristic approaches to the
solution of complex problems; knapsack problems, matching problems, set covering
and partitioning problems; applications to problems in OR/MS, such as capital
budgeting, facility location, political redistricting, engineering design, and
scheduling.
Prerequisites : OR 541, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 643 - Network
Modeling
Introduction to network problems in operations research, computer science,
electrical engineering, and systems engineering. Solution techniques for various
classes of such problems are developed. Topics include minimal-cost network
flow, maximal flow, shortest path, and generalized networks; plus stochastic
networks, network reliability, and combinatorially based network problems.
Complexity of each problem class analyzed.
Prerequisites : OR 541, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 644 - Nonlinear
Programming
Nonlinear optimization theory and techniques applicable to problems in
engineering, economics, operations research, and management science. Covers
convex sets and functions, optimality criteria and duality; algorithms for
unconstrained minimization, including descent methods, conjugate directions,
Newton-type and quasi-Newton methods; and algorithms for constrained
optimization, including active set methods and penalty and barrier methods.
Prerequisites : MATH 213 or equivalent, and OR 541; or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : S
OR 645 -
Stochastic Processes
Cross-Listed with STAT 645
Selected applied probability models including Poisson processes, discrete- and
continuous-time Markov chains, renewal and regenerative processes, semi-Markov
processes, queuing and inventory systems, reliability theory, and stochastic
networks. Emphasis on applications in practice as well as analytical models.
Prerequisites : OR 542 or STAT 544, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 647 - Queuing
Theory
Unified
approach to queuing, organized by type of model. Single- and multiple-channel
exponential queues; Erlangian models, bulk and priority queues, networks of
queues; general arrival and/or service times; and statistical inference and
simulation of queues are covered. Extensive use of computational software.
Prerequisites : OR 542, STAT 544, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : S
OR 648 -
Production and Inventory Systems
An
analysis of production and inventory systems. Use of mathematical modeling for
solutions of production planning and inventory control problems is introduced.
Also included are stochastic inventory systems of lot sized-reorder type;
periodic review and single-period models; application of dynamic programming
theory to deterministic and stochastic cases; and static and dynamic
production-planning models.
Prerequisites : OR 541 and 542, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 649 - Topics in
Operations Research
Advanced topic chosen according to interests of students and instructor from
dynamic programming, inventory theory, queuing theory, Markov and semi-Markov
decision processes, reliability theory, decision theory, network flows,
large-scale linear programming, nonlinear programming, and combinatorics.
Prerequisites : Permission of instructor.
Notes : May be repeated for maximum 6 credits if topics are substantially
different.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 651 - Military
Operations Research I: Cost Analysis
While
drawing on other disciplines (managerial accounting, econometrics, systems
analysis), cost analysis uses operations research to assist decision makers in
choosing preferred future courses of action by evaluating selected alternatives
on the basis of their costs, benefits, and risks. Cost analysis is distinctly
different from cost estimating in that projecting future courses of action
almost always requires mathematical modeling. Topics include analysis overview,
economic analysis, estimating relationships (factors, simple and complex
models), acquiring and verifying cost data, cost progress curves, life-cycle
costing, scheduling estimating, effectiveness and risk estimation, relationship
of effectiveness models and measures to cost analysis.
Corequisite : OR 541 or 542.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : S
OR 652 - Military
Operations Research Modeling II: Effectiveness Analysis
Examines issues and modeling underlying military decisions at the Military
Service, Joint Staff, and Department of Defense level. Analytical methods with
applications to theater campaign analysis, equipment and weapon system
modernization, force structure development, strategic mobility and deployment,
small-scale contingency operations, logistics, and requirements determination
are considered. Optimization, simulation, and statistical techniques are
stressed. Realistic problems presented and solved as case studies. Display of
results and presentation techniques for military decision makers emphasized.
Corequisite : OR 541 or 542.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 660 - Air
Transportation Systems Modeling
Cross-Listed with SYST 660
Introduces range of current issues in air transportation, including public
policy toward the industry, industry economics, system capacity, current system
modeling capability, human factors considerations, safety analysis and
surveillance systems, and new technological developments. Students expected to
develop broad understanding of contemporary and future issues. Knowledge
evaluated through class discussions, a take-home midterm exam and a term project
to be completed by the end of the semester.
Prerequisites : SYST 460/560, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : S
OR 671 - Judgment
and Choice Processing and Decision Making
Cross-Listed with SYST 671
How do people make judgments and decisions? Course presents an initial review of
scientific literature directed toward answering this question, and emphasizes
its importance when performing decision analysis and designing systems to
support judgment and decision processes.
Prerequisites : STAT 510 or equivalent, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 674 - Dynamic
Programming
Cross-Listed with SYST 674
Course on the theory and practice of dynamic programming, i.e., optimal
sequential decision making over time in the presence of uncertainties. Stresses
intuition, the mathematical foundations being for the most part elementary.
Introduces the theory, applications (finance, engineering, and biology), and
computational aspects of dynamic programming for deterministic and stochastic
problems.
Prerequisites : OR 442 or OR 542 or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 675 -
Reliability Analysis
Cross-Listed with STAT 678
Introduction to component and system reliability, their relationship, and
problems of inference. Topics include component lifetime distributions and
hazard functions, parameter estimation and hypothesis testing, life testing,
accelerated life testing, system structural functions, and system
maintainability.
Prerequisites : STAT 544 or 554, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 677 -
Statistical Process Control
Cross-Listed with STAT 677/SYST 677
Introduces concepts of quality control and reliability. Acceptance sampling,
control charts, and economic design of quality control systems are discussed, as
are system reliability, fault-tree analysis, life testing, repairable systems,
and the role of reliability, quality control and maintainability in life-cycle
costing. Role of MIL and ANSI standards in reliability and quality programs also
considered.
Prerequisites : STAT 544 or 554, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 680 - Project
Course in Operations Research
Capstone course for both the master’s program in operations research and
certificate in computational modeling. Can also be used in lieu of the project
in master’s program in systems engineering. Focus is on model development and
implementation involved in the practice of operational modeling. Key activity is
completion of a major applied group project. Work includes project proposal
planning, completion, documentation, and presentation. To be taken in last
spring semester of studies.
Prerequisites : 21 graduate credits in OR or SYST.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 681 - Decision
and Risk Analysis
Cross-Listed with SYST 573
Application of analytic reasoning and skills to practical problems in
decisionmaking. Topics include problem structure, analysis and solution
implementation, emphasizing contemporary approaches to decision analytic
techniques.
Prerequisites : OR 542 or MBA 638.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 682 - Computational Methods in Engineering and Statistics
Cross-Listed with CSI 700
Numerical methods have been developed to solve mathematical problems that lack
explicit closed-form solutions or have solutions that are not amenable to
computer calculations. Examples include solving differential equations or
computation probabilities. Discusses numerical methods for such problems as
regression, analysis of variance, nonlinear equations, differential and
difference equations and nonlinear optimization. Applications in statistics and
engineering are emphasized. Involves extensive computer use.
Prerequisites : MATH 203 and 213 or equivalent, and modern numerical methods and
software.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 683 -
Principles of Command, Control, Communications, Computing, and Intelligence
(C4I)
Cross-Listed with SYST 680/ECE 670
Fundamental principles of C4I are developed from descriptive, theoretical, and
quantitative perspectives. Principles and techniques applicable to wide range of
civilian and military situations. Topics include C2 process; modeling and
simulation for combat operations; detection, sensing, and tracking; data fusion
and situation assessment; optimal decision making; methodologies and tools of
C4I architectures; tools for modeling and evaluations of C4 systems such as
queuing theory.
Prerequisites : ECE 528, OR 542, or SYST 611; or equivalent.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
When Offered : F
OR 690 -
Optimization of Supply Chains
Focuses
on both supply chain optimization from an enterprise-wide perspective, and
supply chain optimization from a business-to-business e-commerce concern.
Concerned with optimizing the value of goods and services and assuring a
reasonable return on such sales. Describes both heuristic and exact algorithms
for scheduling, production, inventory management, logistics, and distribution.
New software that enables such optimization is presented, as are manufacturing
and service examples from the public and private sectors. New techniques to
handle risk, quality of data, and robustness of solutions are presented.
Students perform case studies using state-of-the-art software.
Prerequisites : Graduate standing, mathematics through linear algebra, and STAT
344.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 719 -
Computational Models of Probabilistic Reasoning
Cross-Listed with STAT 719/CSI 775
Introduction to theory and methods for building computationally efficient
software agents that reason, act, and learn environments characterized by noisy
and uncertain information. Covers methods based on graphical probability and
decision models. Studies approaches to representing knowledge about uncertain
phenomena, and planning and acting under uncertainty. Topics include knowledge
engineering, exact and approximate inference in graphical models, learning in
graphical models, temporal reasoning, planning, and decision-making. Practical
model-building experience provided. Students apply what they learn to a
semester-long project of their own choosing.
Prerequisites : STAT 652 or SYST/ STAT 664, or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 735 - Advanced
Stochastic Simulation
Cross-Listed with IT 735/SYST 735
Special topics and recent developments in Monte Carlo simulation methodology for
discrete-event stochastic systems. Contents vary; possible topics include
statistical analysis of simulation output data, random number and random ariate
generation, variance reduction techniques, sensitivity analysis and optimization
of simulation models, distributed and parallel simulation, object-oriented
simulation, and specialized applications.
Prerequisites : OR 635 or permission of instructor.
Notes : May be repeated for credit when topics are distinctly different.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 741 - Advanced
Linear Programming
Recent
developments in linear programming. Highlights advances in interior point
methods and also addresses developments in the simplex method. Projective
methods, affine methods, and path-following methods are examined, including
Karmarkar’s original work. Discusses relationships between these methods, and
relationships to methods in nonlinear programming. Also discussed are advances
in data structures and other implementation issues. Students test software and
solve large-scale linear programs.
Prerequisites : OR 541 and 641.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 750 - Advanced
Topics in Operations Research
Special
topics, applications, or recent developments in operations research. Contents
vary and may include topics in optimization, stochastic methods, or decision
support that are not covered in the standard OR curriculum.
Prerequisites : OR 541 or 542, and 600-level course that varies with content of
course.
Notes : May be repeated for credit when topics are distinctly different.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 751 - Advanced
Topics in Operations Research for Planning, Scheduling, and Network Design
Introduces network and combinatorial optimization problems in logistics,
computer science, electrical engineering, and systems engineering. Solution
techniques for various classes of such problems are developed. Topics include
scheduling algorithms, capital budgeting, minimal cost network flow, optimal
routings, and generalized networks. Scheduling algorithms, network reliability,
stochastic networks, and combinatorially based network problems are discussed.
Prerequisites : OR 642, 643, or 690.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 763 - Research
Methods in Systems Engineering and Information Technology
Cross-Listed with IT 763/SYST 763
Examines alternative paradigms of scientific research and their applicability to
research in information technology. Topics include fundamental elements of
scientific investigation, basic principles of experimental design and
statistical induction, philosophy of science and its relation to the information
technology sciences, and case studies of information technology research.
Prerequisites : STAT 554.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 774 - Advanced
Dynamic Programming
Cross-Listed with IT 774
Covers advanced topics on the theory and practice of dynamic programming, i.e.,
optimal sequential decision making over time in the presence of uncertainties.
Stresses the mathematical foundations and introduces the theory, computational
aspect, and applications of dynamic programming for deterministic and stochastic
problems.
Prerequisites : OR674/SYST674 or permission of instructor.
OR 780 - Queuing
Modeling of Computer-Communication Networks
Cross-Listed with IT 780
Studies analytical modeling of computer and communication networks and
performance evaluations. Topics include Markovian systems, open networks, closed
networks, approximations, decomposition, simulation, sensitivity analysis, and
optimal operation of systems. Presents local area networks, manufacturing
systems, and other applications.
Prerequisites : OR 645 or 647, or ECE 542; or equivalent.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 782 - Advanced
Topics in Combinatorial Optimizations
Cross-Listed with IT 782
Studies problems using most recent developments. Topics include cutting plane
procedures based on polyhedral combinatorics; column-generation procedures for
large, complex problems; heuristic approaches such as genetic algorithms,
simulated annealing, and tabu search; study of special structures; reformulation
techniques; and bounding approaches. Topics stress most recent developments in
field.
Prerequisites : OR 641 and 642.
Notes : May be repeated for credit when topics are distinctly different.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 783 - Advanced
Topics in Network Optimization
Cross-Listed with IT 783
Recent developments in solving optimization problems on networks. Prepares
doctoral students to perform advanced research on network-related problems.
Topics include linear, discrete, nonlinear, and stochastic problems. Several
aspects of problems also studied, including computational complexity, exact
algorithms, heuristics, solvable special cases, and computer implementation
issues.
Prerequisites : OR 643.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 784 - Advanced
Topics in Nonlinear Programming
Cross-Listed with IT 784
Studies theory and algorithms for solving nonlinear optimization problems.
Contents vary; possible topics include large-scale and parallel-unconstrained
optimization, theoretical issues in constrained optimization, duality theory,
Lagrangian and sequential quadratic programming methods.
Prerequisites : OR 644.
Notes : May be repeated for credit when topics are distinctly different.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 842 - Models of
Probabilistic Reasoning
Cross-Listed with IT 842, SYST 842
Survey of alternative views about how incomplete, inconclusive, and possibly
unreliable evidence might be evaluated and combined. Discusses Bayesian,
Baconian, Shafer-Dempster, and Fuzzy systems for probabilistic reasoning.
Prerequisites : STAT 544 or OR 681, or permission of the instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 888 -
Distributed Estimation and Multisensor Tracking and Fusion
Cross-Listed with SYST 888/IT 888/ECE 753
Centralized and distributed estimation theory, hierarchical estimation, tracking
and data association, multisensor multitarget tracking and fusion, distributed
tracking in distributed sensor networks, track-to-track association and fusion,
and Bayesian networks for fusion.
Prerequisites : ECE 734 or SYST 611.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 944 - The
Process of Discovery and Its Enhancement in Engineering Applications
Cross-Listed with IT 944, SYST 944
Studies ingredients of imaginative reasoning as it concerns efficient discovery
of new ideas and valid evidential test of them. Topics include different
interpretations of Peirce’s theory of abductive reasoning and other forms of
reasoning, Hintikka’s analysis of process of inquiry, and current attempts to
design systems that provide assistance in discovery-related or investigative
activities.
Prerequisites : IT 842 or permission of instructor.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
OR 981 -
Optimization in Medicine
Course
focuses on the application of optimization to medicine, as well as on modeling
used and solution approaches to the optimization problems generated. Particular
attention is paid to algorithms and methodology not discussed in other
optimization courses. Topics covered include nonlinear integer programs,
large-scale nonlinear and integer programs, problems governed by differential
equations, and more.
Prerequisites : OR 641, OR 642, OR 643, or OR 644.
Hours of Lecture or Seminar per week : 3
Hours of Lab or Studio per week : 0
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