Operations Research and Information Engineering

2014-15 Tuition

Research degree: $29,500; professional degree: $47,050

Application deadlines

Fall, Ph.D.: Jan 5, M.Eng.: Dec. 1; Spring, Ph.D.: no admission, M.Eng.: check with field

Requirements summary

Degrees

  • M.Eng.
  • Ph.D.

Subjects

  • Operations Research (Ph.D.)
  • Operations Research and Information Engineering (M.Eng.)

Major concentrations

  • applied operations research
  • applied probability and statistics
  • data analytics
  • financial engineering
  • information technology
  • manufacturing and industrial engineering
  • manufacturing systems engineering
  • mathematical programming
  • strategic operations

Ph.D. (Operations Research)

Doctoral students majoring in operations research concentrate in one of three areas:

Applied probability and statistics stresses the techniques and associated underlying theory of probability and statistics, particularly as applied to problems in science, finance, and engineering. The techniques emphasized are those associated with applied stochastic processes (for example, mathematical finance, queuing theory, traffic theory, and inventory theory) and statistics (including statistical decision theory, reliability theory, analysis of life data, and the statistical aspects of the design, analysis, and interpretation of experiments and of ranking and selection theory).

Manufacturing systems engineering is concerned with the analysis and design of complex manufacturing and distribution systems. Problems studied include the establishment of inventory-control policies in multistage production and distribution systems; design of manufacturing plants with optimal amounts of equipment and optimal materials-handling systems; planning and scheduling of production in large-scale, multi-item, multilocation systems; and economic analysis of engineering processes. Students use modern analytic and computer techniques in the design and analysis of such systems. Students are expected to understand the manufacturing processes associated with some type of industry. Research, which may involve development of new mathematical methodology, is often conducted directly with a cooperating company, for example, in automotive or semiconductor manufacturing.

Mathematical programming concentrates on optimization, including linear, nonlinear, integer, and combinatorial programming; network flows; problems of scheduling and sequencing; and discrete and computational geometry. Research ranges from the development and applications of computational algorithms (exact and approximate) to the associated studies of duality theory, convex and variational analysis, polyhedra, combinatorics, and graph theory.

Doctoral students also select two minor subjects for the Ph.D. degree, one of which must be outside the field. A minor may be in operations research or in a subject offered in another field, such as computer science, econometrics and economic statistics, environmental systems engineering, managerial economics, mathematics, or planning theory and systems analysis.

In addition to the examinations required by the Graduate School, the field requires a qualifying examination for Ph.D. degree candidates, normally taken in the third term of graduate study at Cornell. 

For more information on the Ph.D. program, see: http://www.orie.cornell.edu/academics/doctor/index.cfm

M.Eng. (Operations Research and Information Engineering)

As a two- or three-semester professional degree program, the ORIE M.Eng. has become highly valued in the marketplace and continues to be an attractive option for well-prepared undergraduates in Operations Research, Industrial Engineering, Mathematics, Finance, and many other quantitative disciplines.

The main objectives of every MEng program at Cornell are to advance the breadth and depth of our students’ technical knowledge and to provide students with opportunities to synthesize and apply this knowledge in a real-world environment.  In ORIE, the technical tools of primary importance are mathematical modeling and the application of quantitative techniques instilled within the fields of optimization, probability, stochastic processes, statistics, and simulation.  The areas of application for these tools are virtually limitless, but ORIE students generally apply their knowledge to the design, operation, and improvement of business systems.

The capstone component of the ORIE M.Eng. program is the team-based engineering design project, which all students complete with the guidance of a Cornell faculty advisor.  The MEng project is fundamentally and purposefully different from traditional coursework and the process of completing an individual Masters’ thesis.  It is intended to prepare students for the professional arena by engaging them in client-sponsored project work with real data, deadlines, and deliverables.  Regardless of their respective concentrations, students are expected to play major roles in all aspects of their projects, including formulating and analyzing the problem, managing the client relationship, monitoring the project timeline and milestones, and delivering the final results. 

Six concentrations and one minor are currently associated with the MEng degree program in ORIE.  Each is designed to meet certain educational objectives:

• Applied Operations Research Concentration (AOR)
• Data Analytics Concentration (DA)
• Financial Engineering Concentration (FE)
• Information Technology Concentration (IT)
• Manufacturing and Industrial Engineering Concentration (MIE)
• Strategic Operations Concentration (SO)
• Systems Engineering Minor

All of these concentrations and minors share a common set of base requirements, including a minimum number of course credit hours, core and distribution courses, and participation in an approved engineering design project.  The specific courses that are required in order for a student to complete a particular concentration or minor may vary depending on his or her background. 

Regardless of concentration, the ORIE M.Eng. program is designed to begin in the fall semester.  For a variety of reasons, including the sequencing of offered courses and the timeline for project activities, completing the ORIE M.Eng. program in the traditional fall-spring or fall-spring-fall semester sequence is strongly encouraged.  Although students are occasionally admitted to the ORIE M.Eng. program in the spring semester, spring admission is typically limited to applicants who are already at Cornell and have been able to participate in project start-up activities that take place during the fall semester.

For more information on the M.Eng. program, see: http://www.orie.cornell.edu/academics/master/index.cfm

Victoria Averbukh -- Concentrations: financial engineering; Research interests: financial engineering
Louis Billera -- Concentrations: mathematical programming; Research interests: combinatorics; discrete and convex geometry
Eilyan Bitar -- Concentrations: mathematical programming; Research interests: Power Systems
Robert Bland -- Concentrations: mathematical programming; Research interests: mathematical programming; combinatorial optimization
James Booth -- Concentrations: applied probability and statistics; Research interests: statistics; biostatistics
Kathryn Caggiano -- Concentrations: applied operations research; financial engineering; information technology; strategic operations; data analytics; Research interests: operations research; information engineering
Jim Dai -- Concentrations: applied probability and statistics; applied operations research; Research interests: dynamic queueing control via Brownian or fluid approximations
Mark Eisner -- Concentrations: Research interests: operations research
Peter Frazier -- Concentrations: applied probability and statistics; applied operations research; manufacturing systems engineering; financial engineering; Research interests: statistical learning; stochastic optimization; ranking and selection; Bayesian statistics; sequential analysis
Srinagesh Gavirneni -- Concentrations: manufacturing systems engineering; Research interests: supply chain management; inventory control; production scheduling; simulation; optimization
Shane Henderson -- Concentrations: applied probability and statistics; applied operations research; manufacturing systems engineering; Research interests: discrete-event simulation; simulation and optimization; applications in radiation oncology; emergency service planning
Giles Hooker -- Concentrations: applied probability and statistics; Research interests: statistics
Krishnamurthy Iyer -- Concentrations: applied probability and statistics; mathematical programming; applied operations research; information technology; data analytics; Research interests: game theory, mean field models, dynamic markets, auctions, market microstructure, learning
Peter Jackson -- Concentrations: applied operations research; manufacturing systems engineering; strategic operations; manufacturing and industrial engineering; Research interests: production and inventory management; supply chain; economics
Robert Jarrow -- Concentrations: applied probability and statistics; Research interests: mathematical finance; derivative securities; investment theory
Robert Kleinberg -- Concentrations: applied probability and statistics; mathematical programming; Research interests: mathematical programming; applied probability and statistics; algorithmic game theory; theoretical machine learning; discrete random structures and processes
Jon Kleinberg -- Concentrations: mathematical programming; Research interests: algorithms that exploit the combinatorial structure of networks and information
Mark Lewis -- Concentrations: applied probability and statistics; applied operations research; Research interests: Markov decision processes; queueing control; inventory control; stochastic processes; applied probability
Adrian Lewis -- Concentrations: mathematical programming; financial engineering; Research interests: variational analysis; nonsmooth optimization; eigenvalue optimization
David Matteson -- Concentrations: applied probability and statistics; Research interests: statistics
Andreea Minca -- Concentrations: applied probability and statistics; applied operations research; financial engineering; Research interests: mathematical finance
John Muckstadt -- Concentrations: applied operations research; manufacturing systems engineering; strategic operations; manufacturing and industrial engineering; data analytics; Research interests: inventory control; logistics; public health; manufacturing systems
Pierre Patie -- Concentrations: applied probability and statistics; applied operations research; financial engineering; Research interests: Exit times for Markov processes, including Levy processes, self-similar and related Markov processes; Spectral theory of Feller semigroups; Financial and insurance mathematics
James Renegar -- Concentrations: mathematical programming; applied operations research; financial engineering; Research interests: mathematical programming; interior point methods
Sidney Resnick -- Concentrations: applied probability and statistics; financial engineering; Research interests: data network modeling; extremes; heavy tails; applied probability modeling and associated inference
David Ruppert -- Concentrations: applied probability and statistics; applied operations research; financial engineering; Research interests: splines; semiparametric estimation; measurement error; environmental statistics; biomedical statistics
Gennady Samorodnitsky -- Concentrations: applied probability and statistics; financial engineering; Research interests: long-range dependence; applied probability; heavy tails; teletraffic modeling; financial modeling
David Shmoys -- Concentrations: mathematical programming; applied operations research; Research interests: approximation algorithms; combinatorial optimization; stochastic optimization; logistics
Christine Shoemaker -- Concentrations: mathematical programming; Research interests: environmental management
Karthik Sridharan -- Concentrations: applied probability and statistics; Research interests: Machine Learning, Statistical Learning Theory, Optimization
Eva Tardos -- Concentrations: mathematical programming; Research interests: combinatorial optimization; algorithmic game theory
Michael Todd -- Concentrations: mathematical programming; applied operations research; financial engineering; Research interests: mathematical programming; interior point methods
Huseyin Topaloglu -- Concentrations: mathematical programming; applied operations research; manufacturing systems engineering; manufacturing and industrial engineering; Research interests: dynamic fleet management; stochastic programming; approximage dynamic programming
Leslie E. Trotter Jr. -- Concentrations: mathematical programming; Research interests: combinatorial optimization; discrete mathematics; integer programming
Bruce Turnbull -- Concentrations: applied probability and statistics; applied operations research; Research interests: biomedical statistics; quality control; reliability theory
Martin Wells -- Concentrations: applied probability and statistics; Research interests: Bayesian statistics; combinatorics; decision theory; empirical finance
David Williamson -- Concentrations: mathematical programming; Research interests: approximation algorithms; combinatorial optimization; information networks
Dawn Woodard -- Concentrations: applied probability and statistics; applied operations research; data analytics; Research interests: applied Bayesian statistics; efficiency of statistical computation; spatial statistics

Graduate School Professors (emeritus)

Narahari Prabhu -- Concentrations: Research interests: stochastic processes; queuing and storage theory