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OR Courses Offered
OR 335/SYST 335 Discrete Systems Simulation Modeling (3:3:0). An introduction to the basic concepts of modeling complex discrete systems by computer simulation. Topics include Monte-Carlo methods, discrete-event modeling, a specialized simulation language, and the statistics of input and output analysis. (Fall) OR 441/MATH 441 Deterministic Operations Research (3:3:0). Prerequisite: MATH 203 or permission of instructor. A survey of deterministic methods for solving "real-world" decision problems. The linear programming model and simplex method of solution, duality, and sensitivity analysis; transportation and assignment problems; shortest path and maximal flow problems; and an introduction to integer and nonlinear programming are covered. Emphasis is on modeling and problem solving. (Fall), (Spring), (Summer) OR 442/MATH 442 Stochastic Operations Research (3:3:0). Prerequisite: STAT 344, MATH 351, or equivalent. A survey of probabilistic methods for solving decision problems under uncertainty. Probability review, queuing theory, inventory models, reliability, decision theory and games, and simulation are covered. Emphasis is on modeling and problem solving. (Spring) OR 481/MATH 446 Numerical Methods in Engineering (3:3:0). Prerequisites: MATH 213 or 215, and MATH 203 or 322; or equivalent. Modern numerical methods and software. Emphasis is on problem solving through software and assessing the quality of solutions obtained. Topics include computer arithmetic, linear equations and least squares data fitting, interpolation, nonlinear optimization, and differential equations. The course involves extensive computer use. (Fall), (Spring) OR 498 Independent Study in Operations Research (13:0:0). Prerequisite: 60 credits; must be arranged with an instructor and approved by the department chair before registering. Directed self-study of special topics of current interest in operations research. May be repeated for a maximum of six credits if the topics are substantially different. (Fall), (Spring), (Summer) OR 499 Special Topics in Operations Research (3:3:0). Prerequisite: 60 credits and permission of instructor; specific prerequisites vary with nature of topic. Topics of special interest to undergraduates. May be repeated for a maximum of six credits if the topics are substantially different. (Fall), (Spring), (Summer)
OR 540 Management Science
(3:3:0). 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. A case-study
approach to problem solving is used. OR/MS majors do not receive
credit. (Fall),
(Spring)
OR 541 Operations Research:
Deterministic Models (3:3:0). Survey of deterministic methods of solving "real
world" decision problems. The 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 are covered. Emphasis on
modeling and problem solving. Students who have taken OR 441/MATH
441 will not receive credit. OR 542 Operations Research: Stochastic Models (3:3:0).
A survey of probabilistic methods for solving
decision problems under uncertainty. Probability review,
reliability, queuing theory, inventory systems, Markov chain
models and Markov decision processes, and discrete-event
simulation are covered. Emphasis is on modeling and problem
solving. Students who have taken OR 442/MATH 442 do not receive
credit.
OR 635 Discrete System
Simulation (3:3:0). Computer simulation as a scientific
methodology in operations analysis, with emphasis on model
development, implementation, and analysis of results.
Discrete-event models, specialized languages, experimental design
and output statistics are covered. Extensive computational work is
required.
OR 640 Global
Optimization and Computational Intelligence (3:3:0).
The problem of global optimization in the context of
large-scale, non-convex mathematical programs and numerical
methods for the solution of such programs are presented. 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,
multi-start 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 non-convex optimization
problems.
OR 641 Linear Programming
(3:3:0). An 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 are described and the computational complexity of various
algorithms is analyzed. (Fall)
OR 642 Integer Programming (3:3:0).
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. (Spring)
OR 643 Network Modeling (3:3:0).
An 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. The complexity of each
problem class is also analyzed.(Fall)
OR 644 Nonlinear Programming (3:3:0)
Nonlinear optimization theory and techniques
applicable to problems in engineering, economics, operations
research, and management science. The course 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.(Spring)
OR 645/STAT 645 Stochastic Processes
(3:3:0). 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 is on applications in practice as well as
analytical models.
OR 647 Queuing
Theory (3:3:0). A 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. (Spring)
OR 648 Production and Inventory Systems
(3:3:0). An
analysis of production and inventory systems. The 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.
OR 649 Topics in Operations Research
(3:3:0). An
advanced topic chosen according to interests of students and the
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. May be
repeated for a maximum of six credits if the topics are
substantially different.
OR 651
Military Operations Research I: Cost Analysis (3:3:0).
While drawing on other disciplines (e.g., managerial
accounting, econometrics, systems analysis, etc.), 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.
OR 652 Military
Operations Research Modeling II: Effectiveness Analysis
(3:3:0). Examines the 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 are presented and solved by the students as
case studies. Display of results and presentation techniques for
military decision makers are emphasized.
OR 671/SYST 671 Judgment and Choice Processing
and Decision Making (3:3:0). A study of intuitive nature of human
judgment and decision making, and some methods currently being
used for improving individual and group decisions. The nature of
judgment emphasizing limitations on human information processing
abilities, and the use of decision- analytic techniques to improve
decision making are covered.
OR 675/STAT 678/SYST 675 Reliability Analysis
(3:3:0). An 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.
OR 677/STAT 677/SYST 677 Statistical Process Control
(3:3:0). An introduction to the
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. The role of MIL
and ANSI standards in reliability and quality programs is also
considered.
OR 680 Project Course
in Operations Research, Systems Engineering and Computational
Modeling (3:3:0). This course is
designed to be the capstone course for both the master'Spring
program in operations research and the capstone course for the
certificate in computational modeling. It can also be used in lieu
of an individual research project in the master'Spring program in
systems engineering. The focus is on model development and
implementation involved in the practice of operational modeling. A
key activity is the completion of a major applied group project.
Work includes project proposal planning, completion,
documentation, and presentation.
OR 681Contemporary Issues in Decision Analysis (3:3:0).
Application of analytic reasoning and skills to practical
problems in decision-making. Topics include problem structure, and
analysis and solution implementation, emphasizing contemporary
approaches to decision analytic techniques.(Fall)
OR 682/CSI 700 Computational Methods in
Engineering and Statistics (3:3:0). 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. This course 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. The
course involves extensive computer use.
OR 683 Principles of Command, Control,
Communications, and Intelligence (C3I) (3:3:0).
Fundamental
principles of C3I are developed from a descriptive, theoretical,
and quantitative perspective. The principles and techniques are
applicable to a 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 C3I architectures; tools for modeling and evaluations of
C3 systems such as queuing theory are also included.(Fall)
OR 690 Optimization of Supply Chains
(3:3:0). This course focuses on both supply chain optimization from an
Enterprise-wide perspective, and supply chain optimization from a
business-to-business E-commerce concern. Thus the course is
concerned with optimizing the value of goods and services and
assuring a reasonable return on such sales. The course describes
both heuristic and exact algorithms for scheduling, production,
inventory management, logistics, and distribution. New software
that enables such optimization is presented and manufacturing and
service examples from the public and private sectors are
presented. New techniques to handle risk, quality of data, and
robustness of solutions are presented. Students perform case
studies using state-of-the-art software.
OR 741 Advanced Linear Programming (3:3:0).
Recent developments in linear programming. The course
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'Spring original work,. The relationships between these
methods are discussed, as well as their relationships to methods
in nonlinear programming. Also discussed are advances in data
structures and other implementation issues. Students have the
opportunity to test software and solve large-scale linear
programs.
OR 750 Advanced Topics
in Operations Research (3:3:0). Special topics, applications, and/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. May be repeated for credit
when topics are distinctly different. OR 751 Advanced Topics in Operations Research for Planning,
Scheduling, and Network Design (3:3:0). An introduction to 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. |
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