Masters Program
Applicant Qualifications
Applicants should have a working knowledge of linear algebra, calculus, probability and statistical inference. Applicants should also have a strong analytical background, as acquired by an undergraduate major in engineering, mathematical sciences, computer science or economics, or by relevant work experience and industrial achievements following undergraduate education. Masters students are required to take a comprehensive oral qualifying exam before graduation.
Program Options
Masters in OR with thesis (8 courses + 6 research credits to complete thesis) = 30 credits. Masters in OR without thesis (10 courses) = 30 credits. Students choosing the non-thesis option must write a satisfactory essay for the Master's degree.
Required Core Courses:
Fall:
16:711:614 Theory of Linear Optimization (Selected Topics in OR)
16:711:612 Stochastic Models of OR (Selected Topics in OR)
16:711:611 Design & Analysis of Computer Algorithms
(Selected
Topics
in
OR)
Spring:
16:711:517 Computational Methods of O.R.
16:711:465 Integer Programming
16:198:522 Networks & Combinatorial Optimization
16:711:549 Topics in Applied Operations Research
Elective Courses
Computer Science (16/198)
16:198:510 Numerical Analysis
16:198:513/514 Design & Analysis of Data Structures &
Algorithms I, II
16:198:521 Linear Programming
16:198:522 Network & Comb Optimization
16:198:524 Non-Lin Programming Algorithms
16:198:526 Advanced Numerical Analysis
16:198:528 Parallel Numerical Computing
16:198:529 Computational Geometry
16:198:535 Pattern Recognition Theory & Application
16:198:536 Machine Learning
16:198:538 Complexity of Computation
16:198:541 Database Systems
Economics (16/220)
16:220:500 Mathematical Methods for Microeconomics
16:220:501/502 Microeconomics I, II
16:220:503 Mathematical Methods for Microeconomics
16:220:506 Advanced Economic Statistics
16:220:507/508 Econometrics I, II
16:220:545 Uncertainty & Imperfect Information
16:220:546 Topics in Game Theory
Industrial & Systems Engineering (16/540)
16:540:510 Deterministic Models in IE
16:540:515 Stochastic Models in IE
16:540:520 Supply Chain Engineering
16:540:522 Case Study Supply Chain
16:540:530 Forecast & Time Series Analysis
16:540:535 Network Applications in Industrial & Systems Engineering
16:540:555 Simulation of Production Systems
16:540:560 Production Analysis
16:540:564 Supply Chain Eng II
16:540:565 Facilities Planning & Design
16:540:568 Automation & Computer Integrated Manufacturing
16:540:575 Advanced Engineering Economics I
16:540:585 System Reliability Engineering I
16:540:616 Advanced Stochastic Model ISE
16:540:660 Inventory Control
16:540:665 Theory of Scheduling
16:540:685 System Reliability Engineering II
Mathematics (16/640 & 642)
16:640:501 Theory of Functions of a Real Variable
16:640:502 Theory of Functions of a Real Variable
16:640:503 Theory of Functions of a Complex Variable I
16:640:504 Theory of Functions of a Complex Variable II
16:640:507 Functional Analysis
16:640:508 Functional Analysis
16:640:517 Partial Differential Equations I
16:642:527 Methods Applied Math
16:642:528 Methods Applied Math
16:642:550 Linear Algebra & Applications
16:642:573/574 Numerical Analysis
16:642:581 Applied Graph Theory
16:642:582/583 Combinatorics I, II
16:642:585 Mathematical Models of Social & Policy Problems
16:642:587 Selected Topics in Discrete Mathematics
16:642:621 Math Finance I
Operations Research (16/711)
16:711:29 Introductory Topics in OR
16:711:465 Integer Programming
16:711:513 Discrete Optimization
16:711:514 Operations Research Approaches in Data Mining
16:711:517 Computational Methods of Operations Research
16:711:525 Stochastic Models in Operations Research
16:711:530 Semidefinite and Second Order Cone Programming
16:711:549 Topics in Applied Operations Research
16:711:550 Nonlinear Optimization
16:711:553 Theory of Boolean functions
16:711:554 Pseudo-Boolean Optimization
16:711:555 Stochastic Programming
16:711:556 Queueing Theory
16:711:557 Dynamic Programming
16:711:558 Convex Analysis and Optimization
16:711:612 Stochastic Models of Operations Research
16:711:613 Game Theory
16:711:614 Theory of Linear Optimization
16:711:615 Algorithmic Graph Theory and Its Applications
16:711:631 Financial Mathematics
16:711:601/602 Seminar in Operations Research
16:711:695-699 Independent Study in Operations Research
16:711:701/702 Research
Statistics (16/960)
16:960:540/541 Statistical Quality Control I, II
16:960:542 Life Data Analysis
16:960:554 Applied Stochastic Processes
16:960:563 Regression Methods
16:960:565 Applied Time Series Analysis
16:960:567 Applied Multivariate Analysis
16:960:580 Basic Probability
16:960:582 Intro Methods & Theory of Probability
16:960:586/587 Interpretation of Data I, II
16:960:588 Data Mining
16:960:590 Design of Experiments
16:960:591 Advanced Design of Experiments
16:960:592 Theory of Probability
16:960:593 Theory of Statistics
16:960:652/653 Advanced Theory of Statistics
16:960:654 Stochastic Processes
16:960:663 RegressionTheory
16:960:680/681 Advanced Probability Theory I. II
16:960:668 Bayesian Data Analysis
16:960:689 Sequential Methods
Finance (26/390)
26:390:571,572 Survey of Financial Theory
26:390:662 Investment Analysis & Portfolio Theory
Operations Research (26/711)
26:711:561 Intro to Math Economics
26:711:652 Non-Linear Programming
Statistics (26/960)
26:960:580 Stochastic Processes