2009-2010 University Catalog

Operations Research, MS

Banner Code: VS-MS-OPRS

School: The Volgenau School of Information Technology and Engineering

Department: Systems Engineering and Operations Research

This program prepares students for research and professional practice associated with the formulation and analysis of mathematical models for decision making and their computer implementation. Major components include optimization, queuing and network modeling, computer simulation and modeling, applied and computational probability, and application of these components to realistic and relevant operational analysis problems. Students are expected to become proficient in these areas, as well as in supporting areas of information technology necessary to implement operations research methods.

The program includes core courses and electives selected by the student with the aid of a faculty advisor. To obtain the MS degree, students complete an approved plan of study that contains a minimum of 30 graduate credits. Students may take courses through the Commonwealth Graduate Engineering Program. Appropriate courses may be transferred, with advisor approval, into this Mason degree program.

Admission Requirements

To be admitted to the program, students must hold a baccalaureate degree from an accredited institution in engineering, mathematics, computer science, physical sciences, economics, or a related field. They also must have completed courses in calculus (MATH 113, 114, and 213), matrix algebra (MATH 203), differential equations (MATH 214), applied probability and statistics (STAT 346), and a scientific programming language (CS 112).

Other requirements are as follows:

Provide evidence of satisfactory educational achievement in at least one of the following forms: a GPA of at least 3.00 as an undergraduate or an acceptable GPA in graduate courses. International students must also achieve satisfactory scores on the GRE. Nonnative English speakers must have a satisfactory score on the TOEFL.
Provide three letters of recommendation submitted by former professors or supervisors.

The department offers SYST 500 as an intensive review of undergraduate engineering mathematics, including matrix algebra, transforms, differential equations, probability, and statistics. On acceptance, students will be required to take a foundation qualification test a week or two before school starts, unless waived by the department chair or graduate coordinator. Students who fail the test will be required to take SYST 500. A sample test is available from the department.

Students with minor deficiencies in preparation may be accepted conditionally pending removal of the deficiencies. Courses taken to remove admission deficiencies (including SYST 500) extend minimum requirements for the degree. Students whose undergraduate training was in the quantitative social sciences or quantitatively oriented business administration may be allowed to complete a portion of the mathematics prerequisite by taking SYST 500.

Degree Requirements

The program consists of 30 credits. Students must complete four core courses and the project (15 credits). The remaining 15 credits are electives subject to the requirements below, and can be taken in one of four concentration areas or in an individual plan approved by the student’s advisor.

Core Courses, Project

OR 541 - Operations Research: Deterministic Models Credits: 3
OR 542 - Operations Research: Stochastic Models Credits: 3
OR 635 - Discrete System Simulation Credits: 3
OR 680 - Project Course in Operations Research Credits: 3
STAT 544 - Applied Probability Credits: 3
*Students who have performed well in their undergraduate calculus-based probability class may take OR 645 Stochastic Processes instead.

OR Electives

At least three 600-level or higher OR courses must be taken. These include at least one deterministic methods and one stochastic methods course.

Deterministic methods courses:
OR 640 - Global Optimization and Computational Intelligence Credits: 3
OR 641 - Linear Programming Credits: 3
OR 642 - Integer Programming Credits: 3
OR 643 - Network Modeling Credits: 3
OR 644 - Nonlinear Programming Credits: 3
Stochastic methods courses:
OR 645 - Stochastic Processes Credits: 3
OR 647 - Queuing Theory Credits: 3
OR 648 - Production and Inventory Systems Credits: 3
OR 675 - Reliability Analysis Credits: 3
OR 674 - Dynamic Programming Credits: 3
OR 677 - Statistical Process Control Credits: 3

Additional Electives

Up to two additional elective courses may be chosen with written concurrence of the advisor. These courses should be taken in an area appropriate to the student’s interests, such as operations research, statistics, computer science, information systems, systems engineering, electrical and computer engineering, economics, and mathematics. At least one of these electives must be taken from SEOR’s course offerings.

With the advisor’s permission, a qualified student may elect to write a thesis in place of 3 credits of course work from the methodological or applications area.

Concentrations

Students may construct concentration areas by choosing electives from among special groupings. The four concentrations available are decision analysis, military operations research, optimization, and stochastic modeling.

▲ Concentration in Decision Analysis (DA)

Students concentrating in decision analysis must complete the following. The remaining two electives are chosen with written concurrence of the student’s advisor and must include one deterministic methods course and one stochastic methods course.

OR 671 - Judgment and Choice Processing and Decision Making Credits: 3
OR 681 - Decision and Risk Analysis Credits: 3
SYST 664 - Bayesian Inference and Decision Theory Credits: 3

▲ Concentration in Military Operations Research (MOR)

Students concentrating in military operations research must complete the following. The remaining two courses are chosen with written concurrence of the student’s advisor and must include one deterministic methods course and one stochastic methods course.

OR 651 - Military Operations Research I: Cost Analysis Credits: 3
OR 652 - Military Operations Research Modeling II: Effectiveness Analysis Credits: 3
SYST 683 - Modeling, Simulation, and Gaming Credits: 3

▲ Concentration in Optimization (OPT)

Students whose primary interest is in optimization may complete a concentration by choosing three courses from the following. The remaining two courses are chosen with written concurrence of the advisor. They should be tailored to the student’s interest and must include at least one stochastic methods course. The other course may be chosen from the department’s offerings, appropriate offerings in other departments within the Volgenau School, and appropriate courses from other university departments. A sample of possible courses outside SEOR is available from the department office.

OR 640 - Global Optimization and Computational Intelligence Credits: 3
OR 641 - Linear Programming Credits: 3
OR 642 - Integer Programming Credits: 3
OR 643 - Network Modeling Credits: 3
OR 644 - Nonlinear Programming Credits: 3
OR 682 - Computational Methods in Engineering and Statistics Credits: 3
OR 741 - Advanced Linear Programming Credits: 3

▲ Concentration in Stochastic Modeling (STM)

Students concentrating in stochastic modeling must complete one 600-level statistics course (numbered 634 or above) and two courses from the following. The remaining two courses are chosen with written concurrence of the student’s advisor and must include at least one deterministic methods course.

OR 645 - Stochastic Processes Credits: 3
OR 647 - Queuing Theory Credits: 3
OR 648 - Production and Inventory Systems Credits: 3
OR 674 - Dynamic Programming Credits: 3
OR 677 - Statistical Process Control Credits: 3

Dual-Degree MS in Operations Research and Statistical Science

The program allows students to earn an MS in Operations Research and and MS in statistical science by completing 48 credits of course work in both areas instead of the 60 that would be required of the degrees were sought independently. See the corresponding catalog entry.

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