Industrial Engineering and Operations Research

University of California, Berkeley

Overview

The Department of Industrial Engineering and Operations Research (IEOR) educates students to become highly skilled in the quantitative modeling and analysis of a broad array of systems-level decision problems concerned with economic efficiency, productivity, and quality; the collection and analysis of data using database and decision-support tools; the comprehensive modeling of uncertainty; the development and creative use of analytical and computational methods for solving these problems; and to obtain the broader skills, background, and knowledge necessary to be an effective professional in a rapidly-changing global economy. The department's mission includes creating knowledge that advances the state of the art in optimization, stochastic modeling and simulation, and the application of these tools to important societal systems.

IEOR students and faculty members are actively engaged in a variety of research projects that have made and continue to make important contributions to both the theory and practice of operations research and industrial engineering. Some of the research areas represented in the IEOR department are analysis of algorithms, automation and robotics, combinatorics and integer programming, convex optimization, financial engineering, inventory theory, risk analysis, robust optimization, queueing theory, supply chain management, scheduling, and simulation.

Undergraduate Programs

Industrial Engineering and Operations Research: BS (offered through the College of Engineering), Minor
Operations Research and Management Science: BA (offered through the College of Letters and Science)

Graduate Programs

Industrial Engineering and Operations Research: MEng, MS, and PhD

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Courses

Industrial Engineering and Operations Research

IND ENG 24 Freshman Seminars 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
The Berkeley Seminar Program has been designed to provide new students with the opportunity to explore an intellectual topic with a faculty member in a small-seminar setting. Berkeley Seminars are offered in all campus departments, and topics vary from department to department and semester to semester.

Freshman Seminars: Read More [+]

IND ENG 66 A Bivariate Introduction to IE and OR 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016
This Freshman-level Introductory course will provide an intuitive overview of the fundamental problems addressed and methods in the fields of Industrial Engineering and Operations Research including Constrained Optimization, Human Factors, Data Analytics, Queues and Chains, and Linear Programming. The course will focus on two-dimensional, i.e., bivariate, examples where the problems and methods are amenable to
visualization and geometric intuition. The course will discuss applications such as dieting, scheduling, and transportation. This course will not require pre-requisites and will present the core concepts in a self-contained manner that is accessible to Freshmen to provide the foundation for future coursework.
A Bivariate Introduction to IE and OR: Read More [+]

IND ENG 95 A. Richard Newton Lecture Series 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This lecture series serves as an entry point for undergraduate and graduate curriculum sequences in entrepreneurship and innovation. The series, established in 2005, is named in honor of A. Richard Newton, a visionary technology industry leader and late dean of the University of California Berkeley College of Engineering. The course features a selection of high-level industry speakers who
share their insights on industry developments, leadership, and innovation based on their careers.
A. Richard Newton Lecture Series: Read More [+]

IND ENG 98 Supervised Group Study and Research 1 - 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2015, Spring 2015
Supervised group study and research by lower division students.

Supervised Group Study and Research: Read More [+]

IND ENG 99 Supervised Independent Study and Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Supervised independent study for lower division students.

Supervised Independent Study and Research: Read More [+]

IND ENG 115 Industrial and Commercial Data Systems 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Design and implementation of databases, with an emphasis on industrial and commercial applications. Relational algebra, SQL, normalization. Students work in teams with local companies on a database design project. WWW design and queries.

Industrial and Commercial Data Systems: Read More [+]

IND ENG 120 Principles of Engineering Economics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Economic analysis for engineering decision making: Capital flows, effect of time and interest rate. Different methods of evaluation of alternatives. Minimum-cost life and replacement analysis. Depreciation and taxes. Uncertainty; preference under risk; decision analysis. Capital sources and their effects. Economic studies. Formerly Engineering 120.

Principles of Engineering Economics: Read More [+]

IND ENG 130 Methods of Manufacturing Improvement 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Analytical techniques for the improvement of manufacturing performance along the dimensions of productivity, quality, customer service, and throughput. Techniques for yield analysis, process control, inspection sampling, equipment efficiency analysis, cycle time reduction, and on-time delivery improvement. Applications on semiconductor manufacturing or other industrial settings.

Methods of Manufacturing Improvement: Read More [+]

IND ENG 131 Discrete Event Simulation 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Spring 2016
Introductory course on design, programming, and statistical analysis of a simulation study. Topics include the types of problems that can be solved by such methods. Programming material includes the theory behind random variable generation for a variety of common variables. Techniques to reduce the variance of the resultant estimator and statistical analysis are considered. Final project
required.
Discrete Event Simulation: Read More [+]

IND ENG 142 Introduction to Machine Learning and Data Analytics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017
This course introduces students to key techniques in machine learning and data analytics through a diverse set of examples using real datasets from domains such as e-commerce, healthcare, social media, sports, the Internet, and more. Through these examples, exercises in R, and a comprehensive team project, students will gain experience understanding and applying techniques such as linear regression, logistic regression
, classification and regression trees, random forests, boosting, text mining, data cleaning and manipulation, data visualization, network analysis, time series modeling, clustering, principal component analysis, regularization, and large-scale learning.
Introduction to Machine Learning and Data Analytics: Read More [+]

IND ENG 150 Production Systems Analysis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016, Fall 2015, Fall 2014
Quantitative models for operational and tactical decision making in production systems, including production planning, inventory control, forecasting, and scheduling.

Production Systems Analysis: Read More [+]

IND ENG 151 Service Operations Design and Analysis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
This course is concerned with improving processes and designing facilities for service businesses such as banks, health care organizations, telephone call centers, restaurants, and transportation providers. Major topics in the course include design of service processes, layout and location of service facilities, demand forecasting, demand management, employee scheduling, service quality management
, and capacity planning.
Service Operations Design and Analysis: Read More [+]

IND ENG 153 Logistics Network Design and Supply Chain Management 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
We will focus primarily on both quantitative and qualitative issues which arise in the integrated design and management of the entire logistics network. Models and solution techniques for facility location and logistics network design will be considered. In addition, qualitative issues in distribution network structuring, centralized versus decentralized network control, variability
in the supply chain, strategic partnerships, and product design for logistics will be considered through discussions and cases.
Logistics Network Design and Supply Chain Management: Read More [+]

IND ENG 160 Nonlinear and Discrete Optimization 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This course introduces unconstrained and constrained optimization with continuous and discrete domains. Convex sets and convex functions; local optimality; KKT conditions; Lagrangian duality; steepest descent and Newton's method. Modeling with integer variables; branch-and-bound method; cutting planes. Models on production/inventory planning, logistics, portfolio optimization, factor modeling
, classification with support vector machines.
Nonlinear and Discrete Optimization: Read More [+]

IND ENG 162 Linear Programming and Network Flows 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This course addresses modeling and algorithms for optimization of linear constrained optimization problems. The simplex method; theorems of duality; complementary slackness. Applications in production planning and resource allocation. Graph and network problems as linear programs with integer solutions. Algorithms for selected network flow problems. Transportation and logistics problems.
Dynamic programming and its role in applications to shortest paths, project management and equipment replacement.
Linear Programming and Network Flows: Read More [+]

IND ENG S162 Linear Programming 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Formulation to linear programs. Optimal allocation and control problems in industry, environmental studies. Convex sets; properties of optimal solutions. The simplex method; theorems of duality; complementary slackness. Problems of post-optimization. Special structures; network problems. Digital computation.

Linear Programming: Read More [+]

IND ENG 165 Engineering Statistics, Quality Control, and Forcasting 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
This course will introduce students to basic statistical techniques such as parameter estimation, hypothesis testing, regression analysis, analysis of variance. Applications in forecasting and quality control.


Engineering Statistics, Quality Control, and Forcasting: Read More [+]

IND ENG 166 Decision Analytics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Introductory course on the theory and applications of decision analysis. Elective course that provides a systematic evaluation of decision-making problems under uncertainty. Emphasis on the formulation, analysis, and use of decision-making techniques in engineering, operations research and systems analysis. Includes formulation of risk problems and probabilistic risk assessments. Graphical
methods and computer software using event trees, decision trees, and influence diagrams that focus on model design.
Decision Analytics: Read More [+]

IND ENG 170 Industrial Design and Human Factors 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
This course surveys topics related to the design of products and interfaces ranging from alarm clocks, cell phones, and dashboards to logos, presentations, and web sites. Design of such systems requires familiarity with human factors and ergonomics, including the physics and perception of color, sound, and touch, as well as familiarity with case studies and contemporary practices in
interface design and usability testing. Students will solve a series of design problems individually and in teams.
Industrial Design and Human Factors: Read More [+]

IND ENG 171 Technology Firm Leadership 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This course explores key management and leadership concepts relevant to the high-technology world. Topics include the firm's key operations, strategic issues, and managerial leadership including personal leadership and talent management. This course prepares technical and business minded students for careers focused on professional and management track careers in high technology. Students
undertake intensive study of actual business situations through rigorous case-study analysis.
Technology Firm Leadership: Read More [+]

IND ENG 172 Probability and Risk Analysis for Engineers 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
This is an introductory course in probability designed to develop a good understanding of uncertain phenomena and the mathematical tools used to model and analyze it. Applications will be given in such areas as reliability theory, risk theory, inventory theory, financial models, and computer science, among others. To complement the theory, the course also covers the basics of stochastic simulation.
This course is a probability course and cannot be used to fulfill any engineering unit or elective requirements.

Probability and Risk Analysis for Engineers: Read More [+]

IND ENG 173 Introduction to Stochastic Processes 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017
This is an introductory course in stochastic models. It builds upon a basic course in probability theory and extends the concept of a single random variable into collections of random variables known as stochastic processes. The course focuses on discrete-time Markov chains, Poisson process, continuous-time Markov chains, and renewal theory. It also discusses applications to queueing theory, risk analysis and
reliability theory. Along with the theory, the course covers stochastic simulation techniques that will allow students to go beyond the models and applications discussed in the course.
Introduction to Stochastic Processes: Read More [+]

IND ENG 180 Senior Project 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Fall 2016, Spring 2016
Application of systems analysis and industrial engineering to the analysis, planning, and/or design of industrial, service, and government systems. Consideration of technical and economic aspects of equipment and process design. Students work in teams under faculty supervision. Topics vary yearly.

Senior Project: Read More [+]

IND ENG 185 Challenge Lab 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Summer 2017 Second 6 Week Session, Spring 2017
This course is meant for students in engineering and other disciplines who seek a challenging, interactive, team-based, and hands-on learning experience in entrepreneurship and technology. In this highly experiential course, students work in simulated start-up teams to create products or start-up ideas to address a broadly-defined need of an industry partner or social
challenge.
Challenge Lab: Read More [+]

IND ENG 186 Product Management 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
Too often we are enamored in our brilliant ideas, we skip the most important part: building products consumers will want and use. Precious time and effort is wasted on engineering perfect products only to launch to no users. This course teaches product management skills such as attributes of great product managers, reducing risk and cost while accelerating time to market, product life cycle
, stakeholder management and effective development processes.
Product Management: Read More [+]

IND ENG 190A Advanced Topics in Industrial Engineering and Operations Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016, Spring 2016, Fall 2015
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Read More [+]

IND ENG 190B Advanced Topics in Industrial Engineering and Operations Research: Entrepreneurial Marketing and Finance 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2014, Fall 2013
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Entrepreneurial Marketing and Finance: Read More [+]

IND ENG 190C Advanced Topics in Industrial Engineering and Operations Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Read More [+]

IND ENG 190D Advanced Topics in Industrial Engineering and Operations Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2014
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Read More [+]

IND ENG 190E Advanced Topics in Industrial Engineering and Operations Research: Entrepreneurship & Innovation 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2014, Fall 2013
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Entrepreneurship & Innovation: Read More [+]

IND ENG 190F Advanced Topics in Industrial Engineering and Operations Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2013, Spring 2012, Spring 2011
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Read More [+]

IND ENG 190G Advanced Topics in Industrial Engineering and Operations Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2016, Spring 2015, Spring 2014
The 190 series cannot be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).

Advanced Topics in Industrial Engineering and Operations Research: Read More [+]

IND ENG 190H Cases in Global Innovation 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2011
This course is designed primarily for upper-level undergraduate and graduate students interested in examining the major challenges and success factors entrepreneurs and innovators face in globalizing a company, product, or service. Over the duration of this course, students will examines case studies of early, mid-stage, and large-scale enterprises as they seek to start a new venture, introduce a new product
or service, or capitalize on global economic trends to enhance their existing business. The course content exposes students interested in internationally oriented careers to the strategic thinking involved in international engagement and expansion. Cases will include both U.S. companies seeking to enter emerging markets and emerging market companies looking to expand within their own nations or into markets in developed nations. The course is focused around intensive study of actual business situations through rigorous case-study analysis.
Cases in Global Innovation: Read More [+]

IND ENG 190I Cases in Global Innovation: China 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
This course is designed primarily for upper-level undergraduate and graduate students interested in examining the major challenges and success factors entrepreneurs and innovators face in globalizing a company product or service, with a focus on China. Over the duration of this course, students will examine case studies of foreign companies seeking to start a new venture, introduce a new product or service
to the China market, or domestic Chinese companies seeking to adapt a U.S. or western business model to the China market. The course content exposes students interested in internationally oriented careers to the strategic thinking involved in international engagement and expansion and the particularities of the China market and their contrast with the U.S. market. The course is focused around intensive study of actual business situations through rigorous case-study analysis and the course size is limited to 30.
Cases in Global Innovation: China: Read More [+]

IND ENG 190K Cases in Global Innovation: South Asia 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
This course is designed primarily for upper-level undergraduate and graduate students interested in examining the major challenges and success factors entrepreneurs and innovators face in conducting business, globalizing a company product or service, or investing in South Asia. Over the duration of this course, students will examine case studies of foreign companies seeking to start a new venture, introduce
a new product or service to the South Asian market, or South Asian companies seeking to adapt a U.S or western business model. The course will put this into the larger context of the political, economic, and social climate in several South Asian countries and explore the constraints to doing business, as well as the policy changes that have allowed for a more conducive business environment.
Cases in Global Innovation: South Asia: Read More [+]

IND ENG 191 Technology Entrepreneurship 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This course explores key entrepreneurial concepts relevant to the high-technology world. Topics include the entrepreneurial perspective, start-up strategies, business idea evaluation, business plan writing, introduction to entrepreneurial finance and venture capital, managing growth, and delivering innovative products. This course prepares technical and business minded students for careers
focused on entrepreneurship, intrapreneurship, and high technology. Students undertake intensive study of actual business situations through rigorous case-study analysis. This course can not be used to fulfill any engineering requirement (engineering units, courses, technical electives, or otherwise).
Technology Entrepreneurship: Read More [+]

IND ENG 192 Berkeley Method of Entrepreneurship Bootcamp 2 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Summer 2017 Second 6 Week Session, Spring 2017
This course offers the opportunity to understand the Berkeley Method of Entrepreneurship (BME) in an intensive format. The BME curriculum conveys the latest approaches for training global technology entrepreneurs. This method leverages insights on strategy, tactics, culture, and psychology with an accompanying entrepreneurial infrastructure. The curriculum is structured
to provide an optimal global entrepreneurship experience from real life experiences.
Berkeley Method of Entrepreneurship Bootcamp: Read More [+]

IND ENG 195 A. Richard Newton Lecture Series 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This lecture series serves as an entry point for undergraduate and graduate curriculum sequences in entrepreneurship and innovation. The series, established in 2005, is named in honor of A. Richard Newton, a visionary technology industry leader and late dean of the University of California Berkeley College of Engineering. The course features a selection of high-level industry speakers who
share their insights on industry developments, leadership, and innovation based on their careers.
A. Richard Newton Lecture Series: Read More [+]

IND ENG H196A Operations Research and Management Science Honors Thesis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Individual study and research for at least one academic year on a special problem approved by a member of the faculty; preparation of the thesis on broader aspects of this work.

Operations Research and Management Science Honors Thesis: Read More [+]

IND ENG H196B Operations Research and Management Science Honors Thesis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Individual study and research for at least one academic year on a special problem approved by a member of the faculty; preparation of the thesis on broader aspects of this work.

Operations Research and Management Science Honors Thesis: Read More [+]

IND ENG 197 Undergraduate Field Research in Industrial Engineering 1 - 12 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Students work on a field project under the supervision of a faculty member. Course does not satisfy unit or residence requirements for bachelor's degree.

Undergraduate Field Research in Industrial Engineering: Read More [+]

IND ENG 198 Directed Group Studies for Advanced Undergraduates 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016, Spring 2016, Fall 2015
Group studies of selected topics. Semester course unit value and contact hours will have a one-to-one ratio.

Directed Group Studies for Advanced Undergraduates: Read More [+]

IND ENG 199 Supervised Independent Study 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Summer 2016 10 Week Session, Summer 2015 10 Week Session, Spring 2015
Supervised independent study. Enrollment restrictions apply.

Supervised Independent Study: Read More [+]

IND ENG 215 Analysis and Design of Databases 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2011, Fall 2006, Fall 2005
Advanced topics in information management, focusing on design of relational databases, querying, and normalization. New issues raised by the World Wide Web. Research projects on current topics in information technology.

Analysis and Design of Databases: Read More [+]

IND ENG 220 Economics and Dynamics of Production 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Analysis of the capacity and efficiency of production systems. Development of analytical tools for improving efficiency, customer service, and profitability of production environments. Design and development of effective industrial production planning systems. Modelling principles are illustrated by reviewing actual large-scale planning systems successfully implemented for naval ship
overhaul and for semiconductor manufacturing.
Economics and Dynamics of Production: Read More [+]

IND ENG 221 Introduction to Financial Engineering 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
A course on financial concepts useful for engineers that will cover, among other topics, those of interest rates, present values, arbitrage, geometric Brownian motion, options pricing, & portfolio optimization. The Black-Scholes option-pricing formula will be derived and studied. Stochastic simulation ideas will be introduced and used to obtain the risk-neutral geometric Brownian
motion values for certain types of Asian, barrier, and lookback options. Portfolio optimization problems will be considered both from a mean-variance and from a utility function point of view. Methods for evaluating real options will be presented. The use of mathematical optimization models as a framework for analyzing financial engineering problems will be shown.
Introduction to Financial Engineering: Read More [+]

IND ENG 222 Financial Engineering Systems I 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016, Fall 2015, Fall 2014
Introductory graduate level course, focusing on applications of operations research techniques, e.g., probability, statistics, and optimization, to financial engineering. The course starts with a quick review of 221, including no-arbitrage theory, complete market, risk-neutral pricing, and hedging in discrete model, as well as basic probability and statistical tools. It then covers Brownian
motion, martingales, and Ito's calculus, and deals with risk-neutral pricing in continuous time models. Standard topics include Girsanov transformation, martingale representation theorem, Feyman-Kac formula, and American and exotic option pricings. Simulation techniques will be discussed at the end of the semester, and MATLAB (or C or S-Plus) will be used for computation.
Financial Engineering Systems I: Read More [+]

IND ENG 223 Financial Engineering Systems II 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017
Advanced graduate course for Ph.D. students interested in pursuing a professional/research career in financial engineering. The course will start with a quick review of 222: the basics of Brownian motion, martingales, Ito's calculus, risk-neutral pricing in continuous time models. It then covers rigorously and in depth the most fundamental probability concepts for financial engineers, including stochastic integral
, stochastic differential equations, and semi-martingales. The second half of the course will discuss the most recent topics in financial engineering, such as credit risk and analysis, risk measures and portfolio optimization, and liquidity risk and models.
Financial Engineering Systems II: Read More [+]

IND ENG C227A Introduction to Convex Optimization 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
The course covers some convex optimization theory and algorithms, and describes various applications arising in engineering design, machine learning and statistics, finance, and operations research. The course includes laboratory assignments, which consist of hands-on experience.

Introduction to Convex Optimization: Read More [+]

IND ENG C227B Convex Optimization and Approximation 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Convex optimization as a systematic approximation tool for hard decision problems. Approximations of combinatorial optimization problems, of stochastic programming problems, of robust optimization problems (i.e., with optimization problems with unknown but bounded data), of optimal control problems. Quality estimates of the resulting approximation. Applications in robust engineering
design, statistics, control, finance, data mining, operations research.
Convex Optimization and Approximation: Read More [+]

IND ENG 231 Introduction to Data Modeling, Statistics, and System Simulation 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2015, Spring 2014
This course uses simulation models for analyzing and optimizing systems where the underlying processes and/or parameters are not fully known, but data may be available, sampled, or artificially generated. Monte Carlo simulations are used in a weekly laboratory to model systems that may be too complex to approximate accurately with deterministic, stationary, or static models; and to
measure the robustness of predictions and manage risks in decisions based on data-driven models.
Introduction to Data Modeling, Statistics, and System Simulation: Read More [+]

IND ENG 240 Optimization Analytics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Computing technology has advanced to the point that commonly available tools can be used to solve practical decision problems and optimize real-world systems quickly and efficiently. This course will focus on the understanding and use of such tools, to model and solve complex real-world business problems, to analyze the impact of changing data and relaxing assumptions on these decisions,
and to understand the risks associated with particular decisions and outcomes.
Optimization Analytics: Read More [+]

IND ENG 241 Risk Modeling, Simulation, and Data Analysis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
This is a Masters of Engineering course, in which students will develop a fundamental understanding of how randomness and uncertainty are root causes of risk in modern enterprises. The technical material will be presented in the context of engineering team system design and operations decisions.

Risk Modeling, Simulation, and Data Analysis: Read More [+]

IND ENG 242 Applications in Data Analysis 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016
This course applies foundational concepts in programming, databases, machine learning, and statistical modeling to answer questions from business and social science. The goal is for students to develop the experience and intuition to gather and build new datasets and answer substantive questions.

Applications in Data Analysis: Read More [+]

IND ENG 248 Supply Chain Innovation, Strategy, and Analytics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2013
This course introduces you to the field of supply chain management through a series of lectures and case studies that emphasize innovative concepts in supply chain management that have proven to be beneficial for a good number of adopters. Innovations that we will discuss include collaborative forecasting, social media, online procurement, and technologies such as RFID.

Supply Chain Innovation, Strategy, and Analytics: Read More [+]

IND ENG 250 Introduction to Production Planning and Logistics Models 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
This will be an introductory first-year graduate course covering fundamental models in production planning and logistics. Models, algorithms, and analytical techniques for inventory control, production scheduling, production planning, facility location and logistics network design, vehicle routing, and demand forecasting will be discussed.

Introduction to Production Planning and Logistics Models: Read More [+]

IND ENG 251 Facilities Design and Logistics 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2012, Spring 2005, Spring 2004
Design and analysis of models and algorithms for facility location, vehicle routing, and facility layout problems. Emphasis will be placed on both the use of computers and the theoretical analysis of models and algorithms.

Facilities Design and Logistics: Read More [+]

IND ENG 252 Service Operations Management 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2014, Spring 2013, Spring 2012
This course focuses on the design of service businesses such as commercial banks, hospitals, airline companies, call centers, restaurants, Internet auction websites, and information providers. The material covered in the course includes internet auctions, procurement, service facility location, sevice quality management, capacity planning, airline ticket pricing, financial plan design
, pricing of digital goods, call center management, service competition, revenue management in queueing systems, information intermediaries, and health care. The goal of the instructors is to equip the students with sufficient technical background to be able to do research in this area.
Service Operations Management: Read More [+]

IND ENG 253 Supply Chain Operation and Management 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2013, Spring 2012, Spring 2011
Supply chain analysis is the study of quantitative models that characterize various economic trade-offs in the supply chain. The field has made significant strides on both theoretical and practical fronts. On the theoretical front, supply chain analysis inspires new research ventures that blend operations research, game theory, and microeconomics. These ventures result in an unprecedented
amalgamation of prescriptive, descriptive, and predictive models characteristic of each subfield. On the practical front, supply chain analysis offers solid foundations for strategic positioning, policy setting, and decision making.
Supply Chain Operation and Management: Read More [+]

IND ENG C253 Supply Chain and Logistics Management 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Supply chain analysis is the study of quantitative models that characterize various economic trade-offs in the supply chain. The field has made significant strides on both theoretical and practical fronts. On the theoretical front, supply chain analysis inspires new research ventures that blend operations research, game theory, and microeconomics. These ventures result in an unprecedented
amalgamation of prescriptive, descriptive, and predictive models characteristic of each subfield. On the practical front, supply chain analysis offers solid foundations for strategic positioning, policy setting, and decision making.
Supply Chain and Logistics Management: Read More [+]

IND ENG 254 Production and Inventory Systems 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2014, Fall 2011, Fall 2009
Mathematical and computer methods for design, planning, scheduling, and control in manufacturing and distribution systems.

Production and Inventory Systems: Read More [+]

IND ENG 258 Control and Optimization for Power Systems 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017
One of the grand challenges of this century is the modernization of electrical power networks. This graduate-level course provides a fundamental understanding of the mathematics behind the operation of power grids.

Control and Optimization for Power Systems: Read More [+]

IND ENG 261 Experimenting with Simulated Systems 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2009, Spring 2007, Spring 2006
This course will introduce graduate and upper division undergraduate students to modern methods for simulating discrete event models of complex stochastic systems. About a third of the course will be devoted to system modeling, with the remaining two-thirds concentrating on simulation experimental design and analysis.

Experimenting with Simulated Systems: Read More [+]

IND ENG 262A Mathematical Programming I 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Basic graduate course in linear programming and introduction to network flows and non-linear programming. Formulation and model building. The simplex method and its variants. Duality theory. Sensitivity analysis, parametric programming, convergence (theoretical and practical). Polynomial time algorithms. Introduction to network flows models. Optimality conditions for non linear optimization
problems.
Mathematical Programming I: Read More [+]

IND ENG 262B Mathematical Programming II 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Basic first year graduate course in optimization of non-linear programs. Formulation and model building. Theory of optimization for constrained and unconstrained problems. Study of algorithms for non-linear optimization with emphasis on design considerations and performance evaluation.

Mathematical Programming II: Read More [+]

IND ENG 263A Applied Stochastic Process I 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Conditional Expectation. Poisson and general point process and renewal theory. Renewal
reward processes with application to inventory, congestion, and replacement models. 
Discrete and continuous time Markov chains; with applications to various stochastic 
systems--such as queueing systems, inventory models and reliability systems.

Applied Stochastic Process I: Read More [+]

IND ENG 263B Applied Stochastic Process II 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
Continuous time Markov chains. The reversed chain concept in continuous time Markov chains with applications of queueing theory. Semi-Markov processes with emphasis on application. Brownian Motion. Random walks with applications. Introduction to Martinjales.

Applied Stochastic Process II: Read More [+]

IND ENG 264 Computational Optimization 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
This course is on computational methods for the solution of large-scale optimization problems. The focus is on converting the theory of optimization into effective computational techniques. Course topics include an introduction to polyhedral theory, cutting plane methods, relaxation, decomposition and heuristic approaches for large-scale optimization problems.

Computational Optimization: Read More [+]

IND ENG 265 Learning and Optimization 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2016, Spring 2015
This course will cover topics related to the interplay between optimization and statistical learning. The first part of the course will cover statistical modeling procedures that can be defined as the minimizer of a suitable optimization problem. The second part of the course will discuss the formulation and numerical implementation of learning-based model predictive control (LBMPC)
, which is a method for robust adaptive optimization that can use machine learning to provide the adaptation. The last part of the course will deal with inverse decision-making problems, which are problems where an agent's decisions are observed and used to infer properties about the agent.
Learning and Optimization: Read More [+]

IND ENG 266 Network Flows and Graphs 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Fall 2016, Fall 2015
Survey of solution techniques and problems that have formulations in terms of flows in networks. Max-flow min-cut theorem. Minimum cost flows. Multiterminal and multicommodity flows. Relationship with linear programming, transportation problems, electrical networks and critical path scheduling.

Network Flows and Graphs: Read More [+]

IND ENG 267 Queueing Theory 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2016, Spring 2015, Fall 2011
The result "L = (lambda) w" and other conservation laws. Elementary queueing models; comparing single- and multiple-server queues. PASTA. Work. Markovian queues; product form results. Overflow models. Embedded Markov chains. Random walks and the GI/G/l queues. Work conservation; priorities. Bounds and approximations.

Queueing Theory: Read More [+]

IND ENG 268 Applied Dynamic Programming 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Fall 2013, Fall 2012
Dynamic programming formulation of deterministic decision process problems, analytical and computational methods of solution, application to problems of equipment replacement, resource allocation, scheduling, search and routing. Brief introduction to decision making under risk and uncertainty.

Applied Dynamic Programming: Read More [+]

IND ENG 269 Integer Programming and Combinatorial Optimization 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2010, Spring 2009, Spring 2004
The course deals with discrete optimization problems and their complexity. These topics include complexity analysis of algorithms and its drawbacks; solving a system of linear integer equations and inequalities; strongly polynomial algorithms, network flow problems (including matching and branching); polyhedral optimization; branch and bound and lagrangean relaxation.

Integer Programming and Combinatorial Optimization: Read More [+]

IND ENG 270 Current Readings in Innovation 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2015, Fall 2014
This seminar and discussion class aims to survey current and classic research on innovation and help
doctoral students formulate their research designs. Readings are drawn from economics, organizations,
and other social sciences, and engineering and in particular, data science research on analyzing large
data sets. Students develop research designs and present each week and formally for
their final. A
written paper is also required. Authors join us, physically or virtually.

Current Readings in Innovation: Read More [+]

IND ENG 280 Systems Analysis and Design Project 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2011, Spring 2010, Spring 2009
A project course for students interested in applications of operations research and engineering methods. One or more systems, which may be public or in the private sector, will be selected for detailed analysis and re-designed by student groups.

Systems Analysis and Design Project: Read More [+]

IND ENG 288 Automation Science and Engineering 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Prior to 2007
Automation is a central aspect of contemporary industrial engineering that combines sensors, actuators, and computing to monitor and perform operations. It is applied to a broad range of applications from manufacturing to transporation to healthcare. This course provides an introduction to analysis, models, algorithms, research, and practical skills in the field and includes a laboratory component where students
will learn and apply basic skills in computer programming and interfacing of sensors and motors that will culminate in a team design project.
Automation Science and Engineering: Read More [+]

IND ENG 290 Special Topics in Industrial Engineering and Operation Research 2 - 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
Lectures and appropriate assignments on fundamental or applied topics of current interest in industrial engineering and operations research.

Special Topics in Industrial Engineering and Operation Research: Read More [+]

IND ENG 290A Dynamic Production Theory and Planning Models 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2014, Fall 2008, Spring 2008
Development of dynamic activity analysis models for production planning and scheduling. Relationship to theory of production, inventory theory and hierarchical organization of production management.

Dynamic Production Theory and Planning Models: Read More [+]

IND ENG 290G Advanced Mathematical Programming 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2017, Spring 2014, Spring 2011
Selected topics in mathematical programming. The actual subjects covered may include: Convex analysis, duality theory, complementary pivot theory, fixed point theory, optimization by vector space methods, advanced topics in nonlinear algorithms, complexity of mathematical programming algorithms (including linear programming).

Advanced Mathematical Programming: Read More [+]

IND ENG 290R Topics in Risk Theory 3 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Spring 2016, Spring 2015, Spring 2014
Seminar on selected topics from financial and technological risk theory, such as risk modeling, attitudes towards risk and utility theory, portfolio management, gambling and speculation, insurance and other risk-sharing arrangements, stochastic models of risk generation and run off, risk reserves, Bayesian forecasting and credibility approximations, influence diagrams, decision trees.
Topics will vary from year to year.
Topics in Risk Theory: Read More [+]

IND ENG 295 A. Richard Newton Lecture Series 1 Unit

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
This lecture series serves as an entry point for undergraduate and graduate curriculum sequences in entrepreneurship and innovation. The series, established in 2005 is named in honor of A. Richard Newton, a visionary technology industry leader and late dean of the University of California-Berkeley College of Engineering. The course features a selection of high-level industry speakers who
share their insights on industry developments, leadership and innovation based on their careers.
A. Richard Newton Lecture Series: Read More [+]

IND ENG 298 Group Studies, Seminars, or Group Research 1 - 4 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2017, Spring 2017, Fall 2016
Advanced seminars in industrial engineering and operations research.

Group Studies, Seminars, or Group Research: Read More [+]

IND ENG 299 Individual Study or Research 1 - 12 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2016, Spring 2016, Summer 2015 10 Week Session
Individual investigation of advanced industrial engineering problems.

Individual Study or Research: Read More [+]

IND ENG 601 Individual Study for Master's Students 1 - 12 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2010, Fall 2008, Spring 2008
Individual study for the comprehensive in consultation with the field adviser. Units may not be used to meet either unit or residence requirements for a master's degree.

Individual Study for Master's Students: Read More [+]

IND ENG 602 Individual Study for Doctoral Students 1 - 12 Units

Offered through: Industrial Engin and Oper Research
Terms offered: Fall 2010, Spring 2008, Fall 2007
Individual study in consultation with the major field adviser, intended to provide an opportunity for qualified students to prepare themselves for the various examinations required of candidates for the Ph.D. (and other doctoral degrees). May not be used for unit or residence requirements for the doctoral degree.

Individual Study for Doctoral Students: Read More [+]

Faculty and Instructors

Faculty

Ilan Adler, Professor. Financial engineering, optimization theory, combinatorial probability models.
Research Profile

Anil Jayanti Aswani, Assistant Professor.

Alper Atamturk, Professor. Logistics, integer programming, computational optimization, robust optimization.
Research Profile

Laurent El Ghaoui, Professor. Decision-making under uncertainty, convex optimization, robust solutions, semidefinite programming, exhaustive simulation.
Research Profile

Lee Fleming, Professor. Invention, innovation, patents, big data, leadership.
Research Profile

Ken Goldberg, Professor. Robotics, art, social media, new media, automation.
Research Profile

Xin Guo, Professor. Financial engineering, industrial engineering and operations, stochastic processes and applications, stochastic control, semi-martingale and filteration expansions, credit risk, (ir)reversible investment.
Research Profile

Dorit S. Hochbaum, Professor. Data mining, integer programming, discrete optimization, network flow techniques, clustering, image segmentation, machine vision, pattern recognition.
Research Profile

Philip M. Kaminsky, Professor. Biotechnology, logistics, distribution, algorithms, planning, optimization, control, manufacturing, semiconductors, scheduling, biomanufacturing, probabilistic methods, production scheduling, supply chain management, operations management, logistic.
Research Profile

Javad Lavaei, Assistant Professor.

Robert C. Leachman, Professor. Logistics, manufacturing, semiconductors, scheduling, supply chain systems, dynamic production models, production planning and scheduling.
Research Profile

Shmuel S. Oren, Professor. Economics, algorithms, financial engineering, risk management, planning, optimization, operation of electric power systems, market based coordination of network systems, trading instruments.
Research Profile

Christos H. Papadimitriou, Professor. Economics, evolution., algorithms, game theory, networks, optimization, complexity.
Research Profile

Rhonda L. Righter, Professor. Modeling, optimization, stochastic systems, systems with uncertainty.
Research Profile

Lee W. Schruben, Professor. Health care systems, simulation, optimization of simulation system response, foundations of simulation modeling, supply chains, experimental designs, biopharmaceuticals, Production.
Research Profile

Zuo-Jun Shen, Professor. Logistics, supply chain design and management, inventory management, auction mechanism design.
Research Profile

Ikhlaq Sidhu, Adjunct Professor. Technology management, industrial engineering and operations, technology commerialization, interdisciplinary engineering.
Research Profile

Candace Yano, Professor. Inventory control, production planning, distribution systems planning, integrated production-quality models, integrated manufacturing-marketing models.
Research Profile

Lecturers

Solomon Darwin, Lecturer.

Nicholas L. Gunther, Lecturer.

Han Jin, Lecturer.

Tal Lavian, Lecturer.

David Law, Lecturer.

Ronald Lesniak, Lecturer.

Mehdi Maghsoodnia, Lecturer.

Deepak Rajan, Lecturer.

Kenneth Sandy, Lecturer.

Ken Singer, Lecturer.

Naeem Zafar, Lecturer.

Emeritus Faculty

Richard E. Barlow, Professor Emeritus. Industrial engineering and operations, reliability theory, statistical data analysis, Bayesian probability modeling.
Research Profile

Stuart E. Dreyfus, Professor Emeritus. Neural networks, dynamic programming, limits of operations research modeling, cognitive ergonomics.
Research Profile

C. Roger Glassey, Professor Emeritus. Simulation of manufacturing systems, production planning & scheduling, mathematical optimization.
Research Profile

Robert M. Oliver, Professor Emeritus. Risk management, operations research, industrial engineering, prediction of rare events, default and fraud detection, credit risk scoring, analysis tools, computer software, acquisition and negotiation strategies.
Research Profile

Sheldon M. Ross, Professor Emeritus. Financial engineering, simulations, stochastics, statistical analysis.
Research Profile

J. George Shanthikumar, Professor Emeritus. Scheduling, production system modelling & analysis, queueing theory & applications, reliability & probability theory, sequencing, simulation methodology, stochastic processes & modelling.
Research Profile

Ronald W. Wolff, Professor Emeritus. Stochastic processes, queueing theory, queuing network, transmission systems.
Research Profile

Contact Information

Department of Industrial Engineering and Operations Research

4141 Etcheverry Hall

Phone: 510-642-5484

Visit Department Website

Department Chair

Ken Goldberg

4143 Etcheverry Hall

Phone: 510-642-5484

goldberg@berkeley.edu

Student Affiars Officer

Anayancy Paz

Phone: 510-642-5485

anayancy@berkeley.edu

Head Undergraduate Adviser

Robert Leachman

leachman@berkeley.edu

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