M. Sc.in CONCENTRATION AREAS

Transcription

1 M. Sc.in ARE YOU LOOKING FOR A program meeting your career needs? Expertise in interdisciplinary research? Innovative and stimulating atmosphere? Collegial work environment? A challenging, high-impact research? A learner-centered climate? A life-changing experience? JOIN US IN DISCOVERING, EXPLORING, EXPERIENCING AND SOLVING CHALLENGING GLOBAL PROBLEMS CONCENTRATION AREAS HEALTHCARE OPERATIONS SUSTAINABILITY Producing goods and services using processes that are nonpolluting, conserving of energy and natural resources, economically viable, and safe and healthful for workers, communities, and consumers. Improving efficiency, productivity, and patient access in healthcare systems by developing tools, methodologies, and protocols that allow for the safe, efficient, and cost-effective delivery of healthcare with improved outcomes. DISASTER MANAGEMENT Analyzing, modeling, and providing scientific decision support in the management of natural and human-induced disasters (e.g., earthquakes, landslides, and terrorism) to contribute towards improving the resilience of governments, organizations, and companies.

2 MASTERS DEGREE PROGRAMS IN THE DEPARTMENT INDUSTRIAL ENGINEERING INTRODUCTION Research in the department of Industrial Engineering at Abdullah Gul University focuses on understanding, developing models and solution procedures, and providing decision support for the contemporary challenges in production and service industries as well as large-scale socio-technical systems. The department provides a strong background in modeling and optimization, simulation, and probability/statistics. Upon this background, students have the opportunity to specialize in the following three interdisciplinary focus areas: Sustainability: Producing goods and services using processes that are non-polluting, conserving of energy and natural resources, economically viable, and safe and healthful for workers, communities, and consumers. Disaster Management: Analyzing, modeling, and providing scientific decision support in the management of natural and human-induced disasters (e.g., earthquakes, landslides, and terrorism) to contribute towards improving the resilience of governments, organizations, and companies. Healthcare Systems: Improving efficiency, productivity, and patient access in healthcare systems by developing tools, methodologies, and protocols that allow for the safe, efficient, and cost-effective delivery of healthcare with improved outcomes. ADMISSIONS B. Sc. degree from a field with one year of college-level mathematics (calculus and probability/statistics), e.g., industrial engineering, operations research, operations management, statistics, computer science/engineering, and civil engineering. For Turkish citizens, a minimum score of 70 from ALES quantitative section. For international candidates, a minimum score of 160 (760 if taken before 2011) from GRE quantitative and a minimum of 4.5 from GRE analytical writing sections or greater cumulative grade point average Proof of English proficiency (see the web site of the Graduate School of Engineering and Science for details) Minimum two recommendation letters Personal statement Interviews with members of the faculty

3 DEGREE REQUIREMENTS To earn a M. Sc. degree in Industrial Engineering, the student should complete a) a minimum of 21 credit hours of coursework, b) the defense of a masters thesis, and c) a graduate seminar course. The course requirements are as follows: Core Courses (Breadth, 3 Courses) IE 511 Modeling and Optimization IE 521 Probability Theory IE 534 Risk Modeling, Assessment, and Management Concentration Courses (Depth, 3 Courses) The students must select three courses from one of the pools listed below to earn a specialization in the respective concentration area. The student who does not pursue a specialization must still select 3 elective courses confined to the IE department offerings. In this case, the courses should be at least 500-level and the selection is subject to the approval of the advisor. Sustainability Track IE 500 Systems Theory IE 552 Industrial Ecology IE 554 Sustainable Energy Systems IE 556 Operations Research in Sustainability IE 566 Supply Chain Risk and Vulnerability Disaster Management Track IE 562 Disaster/Emergency Management IE 563 Humanitarian Logistics IE 564 Operations Research Models in Disaster Management IE 565 Operations Research for Homeland Security IE 566 Supply Chain Risk and Vulnerability IE 567 Critical Infrastructure Planning Healthcare Systems Track IE 500 Systems Theory IE 582 The Economics of Healthcare IE 584 Operations Research in Healthcare Systems IE 586 Healthcare Operations Management IE 588 Operations Research and Healthcare Policy IE 589 Optimization in Medicine and Biology Complementary Electives (1 Courses) The students must select one elective course that supports his/her research. These courses do not have to be confined to IE and may include courses from other departments.

4 IE COURSE OFFERINGS IE 500 Systems Theory An introduction to the philosophy and tools of systems theory; the mathematical and quasi-mathematical techniques used in the analysis of the complex dynamic systems; dynamic feedback models from socio-economic, socio-technical, biological, and physical systems; contemporary system dynamics simulation software such as Stella IE 501 Mathematics for Optimization Necessary mathematics background for optimization: methods of proof, sets, functions, series, metric spaces, basic linear algebra. IE 511 Modeling and Optimization A comprehensive introduction to mathematical modeling and software used to solve these models: linear programming, integer programming, network and transportation models, nonlinear programming, Karush-Kuhn-Tucker conditions. IE 513 Linear Programming A comprehensive review of the theory, algorithms, and computational methods of linear programming: polyhedral theory, simplex algorithm, duality theory, weak and strong duality, sensitivity analysis, simplex variants, interior point methods. IE 514 Game Theory and Its Applications in Optimization Overview of the mathematical theory of games; non-zero sum games: strategies, Nash equilibrium, response functions; matrix games, strategic form games, Nash recursion, pure and mixed equilibria; sequential games: extensive-form representation, perfect and imperfect information, sequential equilibrium, sequential rationality, subgame perfect equilibrium; modeling games as mathematical programming problems, solution characterization, solution strategies and relevant optimization techniques; applications: auction design, oligopoly competition, manufacturer-retailer bargaining, capacity/congestion pricing, and so forth. IE 515 Discrete Optimization Integer programming and solution approaches, pure and mixed integer programming, branch-and-bound methods, cutting-plane algorithms, polyhedral methods, Lagrange relaxation and industrial engineering applications of the above. IE 516 Nonlinear Programming Local and global optima, Newton and conjugate gradient algorithms for unconstrained problems, Karush-Kuhn-Tucker theory, Lagrange duality, optimization with linear and nonlinear constraints.

5 IE 517 Heuristic Methods in Optimization Basic computational complexity: NP-completeness, Big-O notation, time and space complexity of algorithms, basic heuristics: Greedy heuristics, improvement heuristics (steepest ascent/descent, local search), constructive heuristics, metaheuristics: Simulated annealing, tabu search, genetic algorithms, ant colony optimization, and hybrid algorithms IE 518 Network Models and Optimization Network design and network flow problems, analysis of network algorithms, applications in telecommunication, logistics, social and computer networks: shortest path, maximum flow, minimum cost network flow problems, network simplex algorithm, assignment and travelling salesperson problems, Lagrange relaxation, column generation and other decomposition methods. IE519 Multiobjective Optimization Multi-objective optimization has been applied in many fields of science, including engineering, economics and logistics where optimal decisions need to be taken in the presence of trade-offs between two or more conflicting objectives. This course systematically presents several multi-objective optimization methods accompanied by many analytical examples. Sample topics to be covered are pareto-optimality, weighting method, constraint method, goal programming, NISE method, and evolutionary methods. IE 521 Probability Theory Axiomatic definition of probability, probability spaces, random variables; probability distributions, moments, independence and conditional probability, joint, marginal and conditional distributions IE 522 Simulation Simulation models, input data modeling, variance reduction techniques, model validation and verification, output data analysis, comparison of alternatives, ranking and selection methods, simulation optimization IE 524 Data Mining Data mining is a rapidly growing field that is concerned with developing techniques to assist managers to make intelligent use of data repositories. A number of successful applications have been reported in areas such as credit rating, fraud detection, database marketing, customer relationship management, and stock market investments. The field of data mining has evolved from the disciplines of statistics and artificial intelligence. This course examines methods that have emerged from both fields and proven to be of value in recognizing patterns and making predictions from an applications perspective. Applications will be surveyed and an opportunity for hands-on experimentation with algorithms for data mining using easy-to- use software and cases will be provided.

6 IE 531 Stochastic Processes Independent increments, Wiener process, Poisson process, nonhomogeneous and compound Poisson processes, discrete time Markov chains, continuous time Markov chains, Kolmogorov differential equations, birth-death processes and queuing applications, non markovian processes, regenerative processes, ergodic theorems, semi-markov processes, Martingales, applications to reliability and inventory control. IE 532 Stochastic Programming Decision making under uncertainty, expected value of a stochastic program, two stage recourse model, multi stage linear models, L-shaped algorithm, stochastic decomposition and applications IE 534 Risk Modeling, Assessment, and Management The course introduces the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, healthcare, homeland security, management, and public policy. How to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues are discussed with real-world case studies. Sample issues to study are risk management and assessment process, decision making with single and multiple objectives, fault trees, terrorism and extreme event risk modeling. IE 542 Decision Analysis Decision theory, risk and uncertainty, value of information, preference measurements, prioritization of alternatives, multiple objectives and hierarchical decisions, multi-criteria decision making, utility theory, analytic hierarchy process (AHP) and analytic network process (ANP) methodologies, and various case studies IE 544 Financial Engineering Investments and markets; theory of interest; fixed-income securities; term structure of interest rates; mean-variance portfolio theory: risky and risk-free assets, Markowitz model, two-fund and one-fund theorems; capital asset pricing model: market equilibrium, pricing model, capital market and security market lines; portfolio choice: utility theory, risk aversion, the mean-variance criterion; derivative securities: forwards, futures, swaps, hedging; models of asset dynamics and options theory. IE 552 Industrial Ecology The concepts of sustainability, industrial ecology and sustainable engineering, industrial ecosystems, material flow analysis, life cycle analysis, energy and water in industrial ecology, modeling in industrial ecology, design for sustainability, sustainability metrics, sustainable engineering in government and society, industrial ecology in manufacturing and service sectors

7 IE 554 Sustainable Energy Systems Grand challenges in energy systems; current trends in energy demand and supply and greenhouse gas emissions; a review of incumbent technologies (fossil fuels, hydro and nuclear power generation) and renewable technologies (solar, wind, biomass, hydrogen and fuel cells); optimization applications in the above subjects IE 556 Operations Research in Sustainability Review and critical assessment of the literature that involves application of operation research methods to address problems in planning and control of systems in forestry, mining, water resources or energy related industries such as large-scale networks of gas and electricity; analysis of operations and design problems arising in renewable energy, organic agriculture, green chemistry, sustainable mobility, sustainable development issues such as fair trade and microfinance, and advanced systems for energy management such as smart grids; design of markets for electricity, gas, or other resources, market-based approaches for environmental issues such as emissions trading, and policy analysis in the above areas IE 562 Disaster/Emergency Management The purpose of the course is to familiarize the students with the basic principles and main problems of disaster/emergency management. Several issues with regard to four phases of disaster/emergency management, namely, mitigation, preparadness, response, and recovery, are discussed in depth. Disaster trends, hazards, risk, and vulnerability as well as management structures and advancements together with recent national and international initiatives around the world are addressed. IE 563 Humanitarian Logistics The course explores how logistics management principles apply when responding to humanitarian crises and how OR/MS tools can be used in addressing the problems in humanitarian logistics. The key issues in humanitarian logistics, e.g., forecasting, needs assessment, procurement, inventory management, transportation, warehousing, and coordination, are discussed within with case studies and how OR/MS can address those key issues are investigated. IE 564 Operations Research Models in Disaster Management The course investigates several Operations Research models used to solve several problems in disaster operations management. The models span issues in mitigation, preparadness, response, and recovery phases of disaster management. Several published papers are discussed with specific emphasis on future research directions.

8 IE 565 Operations Research for Homeland Security The course addresses the state of the art in the application of operations research models to problems in preventing terrorist attacks, planning and preparing for emergencies, and responding to and recovering from disasters. Several problems in homeland security, interdiction models, and game-theoretic approaches are discussed. IE 566 Supply Chain Risk and Vulnerability The course discusses current trends affecting supply chains and offers detailed guidance on how to identify and analyze the various risks to supply chain. Published OR/MS studies addressing supply chain disruptions are studied. IE 567 Critical Infrastructure Planning Sustainable and resilient critical infrastructure systems is an emerging paradigm in an evolving era of depleting assets in the midst of natural and man-made threats to provide a sustainable and high quality of life with optimized resources from social, economic, societal and environmental considerations. In this course, recent advances in simulation, modeling, sensing, communications/information, and intelligent and sustainable technologies that have resulted in the development of sophisticated methodologies and instruments to design, characterize, optimize, and evaluate critical infrastructure systems, their resilience, and their condition and the factors that cause their deterioration are discussed. IE 572 Inventory Planning The context and importance of inventory management, basic economic order quantity model, quantity discounts, single item inventory models: time variant demand, stochastic demand, newsvendor model, stochastic lead times, continuous and periodic review: (s, Q), (s, S), (R, S), and (R, s, S) models, ABC inventory management, models with perishable goods, coordinated replenishment, multi-echelon inventory systems IE 574 Supply Chain Management Stochastic inventory models, multi-echelon inventory systems, risk pooling, value of information in supply chains, bullwhip effect, designing logistic networks, distribution strategies, centralized and decentralized control, contracts, strategic alliances IE 576 Scheduling Theory of machine scheduling, single machine deterministic models, flow shop scheduling, job shop scheduling, stochastic models, robust scheduling IE 582 The Economics of Healthcare Healthcare markets: demand, production and costs of healthcare, and supply side of healthcare; evaluation of the market: market failures, the role of the government; healthcare financing: supply, demand, and failures of healthcare insurance; evaluating value in healthcare: cost-benefit analysis and costeffectiveness analysis, health outcome measurements.

9 IE 584 Operations Research in Healthcare Systems Review and critical assessment of the literature that involves application of operation research methods to address problems in planning, control, analysis of operations and design issues arising in all areas of health and healthcare including public health, hospitals, primary care, telemedicine, disparities, community health, disease modeling, clinical management, and so forth. IE 586 Healthcare Operations Management The course addresses application domains including inpatient and outpatient services, public health networks, supply chain management, and resource constrained settings in developing countries. Specific examples or case studies illustrating the applications of operations research methods across the globe, including Africa, Australia, Belgium, Canada, the United Kingdom, and the United States are discussed. IE 588 Operations Research and Health Care Policy The course explores how Operations Research can be used for providing solutions and insights for the many problems that health policy-makers face. The research in this field is often multi-disciplinary, being conducted by teams that include not only operations researchers but also clinicians, economists, and policy analysts. A group of papers that showcases the current state of the field of Operations Research applied to health-care policy is discussed. A variety of techniques, including classical operations research tools, such as optimization, queuing theory, and discrete event simulation, as well as statistics, epidemic models, and decision-analytic models is studied. IE 589 Optimization in Medicine and Biology The course explores how optimization can be used for solving complex problems in medical research. The course begins with mathematical programming techniques for medical decision making processes and demonstrates their application to optimizing pediatric vaccine formularies, kidney paired donation, and the cost-effectiveness of HIV programs. It also presents recent advances in cancer treatment planning models and solution algorithms, including threedimensional conventional conformal radiation therapy (3DCRT), intensity modulated radiation therapy (IMRT), tomotherapy, and proton therapy. The course also discusses computational algorithms for genomic analysis; probe design and selection, properties of probes, and various algorithms and software packages to aid in probe selection and design. IE 590 Graduate Seminar Seminars given by faculty or invited guest speakers on contemporary IE and OR issues IE 599 Masters thesis Students should enroll this course when they complete the 21 credit hours of coursework.

10 FACULTY İhsan Sabuncuoğlu Professor Ph.D., Wichita State University Research Interests: Simulation, scheduling, meta-heuristics, flexible manufacturing systems, analysis of manufacturing systems, cancer screening systems and driven pharmaceutical systems Erhan Kutanoğlu Professor Ph.D., Lehigh University Research Interests: Manufacturing and service logistics and supply chain management, distributed decision making, integer programming and largescale industrial optimization, service parts logistics, semiconductor manufacturing. İbrahim Akgün Associate Professor Ph.D., Bilkent University Research Interests: Network optimization, interdiction models, logistics and supply chain management, military operations research, risk and decision analysis, energy and healthcare systems, technology management, policy analysis. Selçuk Gören Assistant Professor Ph.D., Bilkent University Research Interests: Robust optimization, renewable energy systems, smart grids, production scheduling under uncertainty, stochastic modeling, simulation, applied probability, discrete optimization, metaheuristics.