2009-2010 Bulletin – PDF - SEAS Bulletin - Columbia University

OPERATIONS RESEARCH: ENGINEERING MANAGEMENT SYSTEMS:
THIRD AND FOURTH YEARS
163
SEMESTER V SEMESTER VI SEMESTER VII SEMESTER VIII
REQUIRED
COURSES 1
IEOR E3608 (4) IEOR E3402 (4) IEOR E4003 (3) IEOR E4001 (3)
Mathematical prog. Production planning Industrial econ. Des. & mgmt. of
prod. & service sys.
MATH E1210 (3) ECON W3213 (3) IEOR E4404 (4)
Ordinary diff. equations Macroeconomics Simulation IEOR E4550
Entrepren. bus. creation
IEOR E3106 (3) COMS W4111 (3) for engrs.
Stochastic models Database systems or
IEOR E4998
ECON W3211 (3)
Managing technol. innov.
Microeconomics
& entrepreneurship
ELECTIVES
TECH
MANAGEMENT
NONTECH
Technical and technology electives (12 pts. total) 2
Management electives (9 pts. total):
Please consult lists posted on IEOR Web site: www.ieor.columbia.edu
Complete 27-point requirement; see page 11 or www.engineering.columbia.edu for details
1 Taking required courses later than the prescribed semester is not permitted.
2 At least two technical electives must be chosen from IEOR; the complete list is available at www.ieor.columbia.edu.
agrees to supervise the work. Independent work
involving experiments, computer programming,
analytical investigation, or engineering design.
IEOR E4998x and y Managing technological
innovation and entrepreneurship
Lect: 3. 3 pts. Professor McGourty.
This course will focus on the management and
consequences of technology-based innovation.
The course explores how new industries are created,
how existing industries can be transformed
by new technologies, the linkages between technological
development and the creation of wealth
and the management challenges of pursuing
strategic innovation.
IEOR E4999x, y, and s Curricular practical
training
1 to 2 pts. Professor Derman.
Prerequisite: Instructor’s written approval. Only
for IEOR graduate students who need relevant
work experience as part of their program of study.
Final reports required. This course may not be
taken for pass/fail credit or audited.
IEOR E6400y Scheduling: deterministic models
Lect: 2. 3 pts. Professor Stein.
Prerequisite: IEOR E4004. Classification of
deterministic scheduling models. Single machine,
parallel machines, flow shops, and job shops.
Makespan, flow time, sum of weighted tardinesses.
Applications of dynamic programming and
branch and bound.
IEOR E6403y Routing
Lect: 2. 2 or 3 pts. The faculty.
Prerequisite: IEOR E4004, SIEO W4150, or the
instructor’s permission. Vehicle routing in distribution
systems. Routing problems in VLSI. Effects
of randomness. Students registering for 3 points
are required to do a term project.
MSIE W6408y Inventory theory
Lect: 2. 3 pts. The faculty.
Prerequisite: SIEO W4150 and dynamic programming.
Construction and analysis of mathematical
models used in the design and analysis of inventory
systems. Deterministic and stochastic
demands and lead times. Optimality of (s, S)
policies. Multiproduct and multi-echelon systems.
Computational methods.
SIEO W6501x Stochastic processes and
applications, I
Lect: 2.5. 3 pts. The faculty.
Prerequisite: SIEO W4105 or the equivalent.
Advanced treatment of discrete and continuous-time
Markov chains; elements of renewal theory; martingales;
Brownian motion, stochastic integrals, Ito’s rule.
SIEO W6502y Stochastic processes and
applications, II
Lect: 2.5. 3 pts. Not given in 2009–2010.
Prerequisites: STAT G6104 and SIEO W6501.
Recommended corequisite: STAT G6105. With
the instructor’s permission, the second term may
be taken without the first. Introduction to martingales
in continuous time. Brownian motion:
construction, basic properties, sample paths.
Stochastic integration, Ito’s rule, applications.
Introduction to stochastic differential equations
and diffusion processes. Applications to financial
economics: option pricing, consumption/ investment
problems.
IEOR E6601y Advanced topics in linear
programming
Lect: 2. 3 pts. The faculty.
Prerequisite: IEOR E6613 or the equivalent.
Numerical linear algebra for simplex and interior
point methods: product-form LU, Cholesky and symmetric
indefinite factorizations, sparsity considerations.
Steepest-edge pivot rules, column generation,
and decomposition approaches. Analysis of interior
point methods including path-following, potential
reduction, and predictor- corrector methods.
IEOR E6602y Nonlinear programming
Lect: 2. 3 pts. Professor Goldfarb.
Prerequisite: IEOR E6613 or the equivalent.
Convex sets and functions, convex duality and
SEAS 2009–2010