Industrial Engineering Doctoral Program (Ph.D., 3,5 - 5 Years)

This is a doctoral dissertation based on a significant research in the field of Industrial Engineering. In a Ph.D. Thesis at least one of the following is sought: Introducing an innovation to science, developing an innovative scientific method or applying a known method to a new field. The topic of the dissertation should be determined by consultation with a supervisor and approved by the department chair so that to have a suitable complexity which enables the student to publish the findings for expert audience. The student can register this course as early as the third academic term. The thesis work will be presented and defended in front of a five-member jury of which one member from outside the university.

Local and global optima. Newton-type, quasi-Newton, and conjugate gradient methods for unconstrained optimization. Kuhn-Tucker theory and Lagrangean duality. Algorithms for linearly constrained optimization, including steepest ascent and reduced gradient methods with applications to linear and quadratic programming. Interior point methods. Non-linearly constrained optimization including penalty and barrier function methods, reduced and projected gradient methods, Lagrangean methods. Computer implementation.

Review of conditional probability and conditional expectation. Basic definitions. Homogenous and non-homogenous Poisson processes, generation of random numbers from Poisson processes, compound Poisson processes, birth-death processes. Markov chains and pure jump processes. Renewal theory and applications. Markov-renewal processes. Applications to queuing, replacement, and inventory problems. Selected topics from stationary processes, rth order Markov chains, time series as stochastic processes.

It is a review process which is intended to early assess the student’s preparation and aptitude toward completing a Ph.D. Degree. Students having at least 3.0 grade point average in doctoral coursework and fulfill all other pre-candidacy requirements can register to the course. The evaluation process is administered by the graduate committee of the department of Industrial Engineering. The review process goes through a two-session written and an oral examinations to be conducted during the last week of the academic semester. A student failing the qualifying examination twice is dismissed from the program.

This non-credit compulsory course is for all students starting from their second semester. The course aims to provide students with knowledge of scientific research techniques, procedures and to make them aware of research ethics. Students should identify a research topic on Industrial Engineering and review its relevant literature. Additionally a report should be written and at least one presentation must be made.