Introductions

1
Introductions

• Prof. Gordon Hazen, Director of Graduate Studies
• Tech C118, 847-491-5673, hazen_at_iems.northwestern.e
  du
• Adam Cebulski, Coordinator of Graduate Student
  Life
• Tech C228, 847-491-4394, a-cebulski_at_northwestern.
  edu
• You . . .
• come from around the world
• studied industrial other engineering fields,
  math, statistics, computer science, economics,
  management, physics
• have interests in simulation, production,
  transportation, finance, applied probability,
  optimization, decision analysis, statistics,
  logistics

2
New MS/PhD Students, Fall 2009
3
Important Things You Will Get

• IEMS Graduate Student Handbook (Electronically)
• IEMS 2009-2010 Academic Year Class Schedule
  (Available online)
• Your desk (Tech Room C230) and locker if wanted
  (C230 locks available)
• Your IEMS computer account (you should have
  already turned form in)
• Your mailbox (Office of Student Life Hallway)
• Your keys
• Your keys will be available starting next week
• Locks are being changed this coming weekend
• Please see any staff person to let you into the
  office

4
Important Things You Should Do
if you havent already

• This week
• Get an NU ID card (Wildcard) Wildcard Office in
  Norris
• Get your U-Pass for CTA Graduate School, 633
  Clark
• Get an NU netid (should have received via
  email) and an IEMS computer account (will be
  available starting tomorrow)
• Meet your faculty advisor (later today, if you
  have been notified yours is unavailable, please
  email them to schedule something)
• Choose and register for classes (starting Friday
  afternoon)
• Get to know your way around campus / Evanston /
  Chicago
• Get to know IEMS people (lunch, outings, pizza
  party details to follow soon)

5
Other Important Things You Should Do

• This quarter
• Do well in your courses
• Start meeting with faculty and talk about
  their/your research interests
• Attend each Brownbag Session held this year
• Get to know NU grad students outside IEMS
• Grad Student Association check their website
• McCormick Graduate Leadership Council
  (mglc.mccormick.northwestern.edu)
• TGS Nights Out and other social events
• Get a winter coat, hat, boots, . . .

6
Overview of the PhD program

• 1. Coursework
• 6 core courses (first year)
• 3 advanced courses (first or second year)
• One major area (4 courses) and two minor areas (2
  courses each).
• 2. Candidacy Exam (Core Exam) at the end of your
  first year
• 3. Prospectus (end of year 3 and no later than
  end of year 4)
• Submit a dissertation proposal and pass an oral
  examination
• 4. Final examination (year 4 or after)
• Final dissertation and exam
• 5. Out of here! Now you are a doctor.

7
Prerequisites for our courses

• Basic proof techniques direct, induction,
  contradiction, proof by counterexample
• Linear algebra matrices, solving linear systems
  of equations, vector spaces, inner products,
  linear independence, basis, dimension,
  determinants, eigenvalues, eigenvectors
• Probability random variables, expectations,
  conditioning
• Statistics hypothesis testing, confidence
  intervals
• Real Analysis basic topology, study of functions
  (continuity, differentiability, integration,
  etc.), convergence of sequences and series
• Computer programming C, C, Java or Visual
  Basic fundamental data structures

8
Core Courses

• Fall 2008
• IE 401 Intermediate Statistics
• IE 450-1 Mathematical Programming I
• IE 488 Economics and Decision Analysis
• Winter 2009
• IE 460-1 Stochastic Models I
• IE 480-1 Production and Logistics I
• (IE 450-2 Mathematical Programming II)
• (IE 435 Introduction to Stochastic Simulation)
• Spring 2009
• IE 480-2 Production and Logistics II
• (IE 460-2 Stochastic Models II)

9
Core Topics (Fall)

• IE 450-1 Mathematical Programming I
• Basic optimization models linear, integer,
  network, nonlinear programming deterministic
  dynamic programming modeling languages
• Basic optimization theory duality, sensitivity
  analysis, convexity, integrality property
• Basic optimization algorithms, implementation and
  complexity analysis simplex interior-point
  methods, branch-and-bound, network algorithms,
  Newtons method
• IE 401 Intermediate Statistics
• Linear model theory
• Multivariate normal and related distributions
• Multiple regression and correlation
• Analysis of variance for single and multifactor
  experiments
• Maximum likelihood estimation and likelihood
  ratio tests

10
Core Topics (Fall)

• IE 488 Economics and Decision Analysis
• Investment/project evaluation analysis of cash
  flows, net present value and internal rate of
  return, portfolio analysis, Markowitz portfolio
  optimization, CAPM, options theory, real
  investments and options
• Basic decision analysis decision trees, utility
  and risk attitude, multiple objectives,
  information value

11
Core Topics (Winter)

• IE 460-1 Stochastic Models I
• Formal definitions of random variables and
  stochastic processes
• Discrete and continuous time Markov chains
  transient and steady state analysis
• Steady state analysis of Markovian queues
• IE 480-1 Production and Logistics I
• Inventory control EOQ, Wagner-Whiten, (s,S),
  finite-horizon, multi-echelon, multi-item
  (probability, conditional expectation)
• Location fixed charge, center, covering,
  multi-objective, multi-stage (Lagrangian
  relaxation, strong/weak formulations)
• Routing models and approximation techniques

12
Core Topics (Spring)

• IE 480-2 Production and Logistics II
• Facility design/control capacity management,
  layout, just-in-time, ConWIP (open/closed queues,
  Markovian, non-Markovian systems)
• Production scheduling one- and two-machine, flow
  shop models, MRP (interchange arguments)

13
Candidacy/Core Exams

• Held in June
• One-hour oral exam in which you present and
  critique a paper from the research literature.
• You do have some influence over what paper you
  may be asked to review.
• You must successfully pass to continue towards
  PhD degree.
• MS/PhD continuation is based on
• Your core exam performance
• Your grades in first-year courses
• Evaluation of you by faculty

14
Which courses should I take?

• First and foremost, you need to take the six core
  courses in order to be ready for the Core Exam in
  June.
• Take other courses (from IEMS or other
  departments) according to your interests.
• Included in your handbook is a list of non-IEMS
  courses that may be of your interest, but you are
  free to look for other relevant courses too.
• Discuss your options with your advisor.

15
A lot of freedom, but

• Keep in mind that
• You must take, at some point (usually by end of
  second year)
• IEMS 435 Introduction to Stochastic Simulation
• IEMS 450-2 Mathematical Programming II
• IEMS 460-2 Stochastic Models II
• For your PhD program coursework,youll have to
  choose one major area (4 courses) and two minor
  areas (2 courses each).
• Some of the courses you may want to choose are
  not allowed to count towards a major or minor
  area (see website).

16
Majors and minors

• Majors and minors may be chosen from the
  following areas
• Stochastic Modeling and Analysis
• Optimization
• Financial Engineering
• Production and Logistics
• Decision and Risk Analysis
• Applied Statistics and Quality Engineering
• Organization Theory and Systems Analysis
• Representative courses in these areas are listed
  in the Ph.D. Major and Minor Areas document on
  the IEMS website.
• If you take a course that seems related to one of
  the above areas but it is not listed in the
  document, you can petition for it.
• You can also create your own minor areas, but
  again you will have to petition for it (better if
  you ask before taking the courses!)

17
Possible Fall Electives

• Remedial courses from undergrad curriculum
• IE 315 Stochastic Models and Simulation (if you
  are nervous about IE 460-1 core) (Prof. Staum)
• IE 381 Supply Chain Modeling and Analysis
  (undergrad version of IE 480-1 core) (Prof.
  Klabjan)
• Mathematics
• Math 321-1 MENU Real Analysis (Preparation for
  PhD-level mathematics)
• You are strongly suggested to take this course
  (unless you have had the material already), since
  most of our faculty will require it from their
  students.
• If you feel you lack the background, you or your
  advisor should consult the instructor, Prof.
  Clark Robinson. (It may be preferable to take
  Math 300 before taking Math 321.)

18
Possible Fall Electives (cont.)

• IEMS upper level undergraduate courses
• IEMS 315 Stochastic Models and Simulation (Prof.
  Staum)
• IEMS 317 Discrete Event Systems Simulation (Prof.
  Nelson)
• IEMS 325 Engineering Entrepreneurship (Prof.
  Marasco)
• IEMS 326 Engr Econ/ Finance (Prof. Staum)
• IEMS 340 Field Project Methods (Prof. Thompson)
• IEMS 342 Organizational Behavior (Prof. White)
• IEMS 381 Supply Chain Modeling and Analysis
  (Prof. Klabjan)
• Master of Engineering Management (MEM) courses
• see http//mem.northwestern.edu/ or ask at the
  MEM office, Tech C120
• Choose according to your interests and schedule
• Courses from the Economics Department
• Many would be relevant as electives to IEMS
• Choose according to your interests, schedule and
  course prerequisites

19
Possible Fall Electives (cont.)

• Courses from the Kellogg School of Management
• Choose according to prerequisites, your
  interests, and schedule.
• MBA courses are taught at a basic level and can
  have large class sizes. Do not take if they
  overlap with IEMS.
• Kellogg students have priority
• Required MBA courses for Kellogg are
• Operations Management (OPNS-430-0)
• Mathematical Methods For Management Decisions
  (DECS-433-0)
• Statistical Methods For Management Decisions
  (DECS-434-0)
• Accounting For Decision Making (ACCT-430-0)
• Business Strategy (MGMT-431-0)
• Leadership in Organizations (MORS-430-0)
• Finance I (FINC-430-0)
• Microeconomic Analysis (MECN-430-0)
• Marketing Management (MKTG-430-0)
• Overlaps with IEMS courses

20
Possible Fall Electives (cont.)

• Advanced graduate courses (will count towards
  major and minor areas)
• IEMS 452 Combinatorial Optimization (Prof.
  Klabjan)
• IEMS 490 Special Topics Health Policy Making
  (Prof. Armbruster)
• FINC 485 Introduction to Financial Theory
• CIV_ENG 471-1 Transportation Systems Analysis
• CIV_ENG 479 Transp Sys Plan/Mgt
• MECS 460-1 Static Decision Models
• STAT 325 Survey Sampling
• STAT 420-1 Stats Theory/Methodology
• ECON 480-1 Introduction to Econometrics
• ECON 481-1 Econometrics
• ECON 483 Applied Econometrics Cross Section
  Methods

21
For International Students The SPEAK Test

• In your second year here, you must already have a
  minimum score of 50 on the SPEAK test or you will
  not be eligible for TA positions.
• Why is this important?
• You must enroll in a SPEAK workshop to prepare
  yourself for the SPEAK test.
• You will be assigned a date to take the SPEAK
  test in Spring Quarter of your first year. You
  will have only one opportunity to take the test
  before your second year.
• Email sent out today regarding workshops and ESL
  courses

22
Academic Ethics

• It is unethical to take credit for another
  persons work or ideas. When you use another
  persons work in your own, you must give credit
  by citing the other person or the written source
  of the work.
• Academic dishonesty is a serious matter for
  graduate students committed to intellectual
  pursuits, and it will be adjudicated in
  accordance with procedures approved by the
  Graduate Faculty.
• Sanctions may include, but are not limited to the
  following
• reduced or failing grade
• withdrawal of University funding
• notation on the official record
• termination of graduate study
• revocation of an awarded degree.

23
Academic Ethics

• Many IEMS instructors maintain the following
  policy on homework assignments
• It is unethical to give your written homework
  solution to another student to copy, and it is
  unethical to copy anothers homework solutions.
• However, you may discuss homework problems with
  other students provided you acknowledge this by
  naming students you collaborate with
• I worked with John Smith and Amy Doe on this
  problem
• Examination policy
• It is unethical to collaborate with anyone else
  on a take-home or in-class examination.

24
Academic Ethics

• Plagiarism
• Copying sentences and paragraphs from someone
  elses written work and using them as if they
  were your own is called plagiarism.
• Plagiarism is unethical, and can lead to serious
  detrimental consequences for your academic or
  professional career.

25
Summary Your plans for this year

• Do well in your courses
• Get to know all the faculty and their research
  interests
• Attend brown-bag seminars organized by the IEMS
  INFORMS Chapter
• Participate in Office of Student Life programming
• Professional development seminar series
• Networking series with alumni
• Dont cluster! Getting to know people from
  cultures different from your own is a great
  benefit of going to graduate school
• Ace the Candidacy (Core) Exam and get ready for
  your research