The MIT CDO Curriculum
The CDO program is designed with a common core that serves all engineering disciplines, and an elective component that focuses on particular applications. Students must complete coursework distributed as described below (F = course offered in Fall semester; S = course offered in Spring semester).
New Restricted Electives!
The following courses have been added to the list of CDO restricted electives:
6.256: Algebraic Techniques and Semidefinite Optimization
Theory and computational techniques for optimization problems involving polynomial equations and inequalities, with particular emphasis on the connections with semidefinite optimization. Develops algebraic and numerical approaches of general applicability, with a view towards methods that simultaneously incorporate both elements, stressing convexity-based ideas, complexity results, and efficient implementations. Examples from several engineering areas, in particular systems and control applications. Topics include semidefinite programming, resultants/discriminants, hyperbolic polynomials, Groebner bases, quantifier elimination, and sum of squares.
P. Parrilo
15.070 Advanced Stochastic Processes
Analysis and modeling of stochastic processes. Topics include measure theoretic probability, martingales, filtration, and stopping theorems; elements of large deviations theory; Brownian motion and reflected Brownian motion; stochastic integration and Ito calculus; functional limit theorems. Applications to finance theory, insurance, queueing and inventory models.
D. Gamarnik, D. J. Bertsimas
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CDO Academic Requirements
Core Subjects (3 courses / 36 units)
Students are required to take three core courses designed to provide foundation materials needed for the study of more advanced elective topics. Core courses are chosen from the following:
Restricted Electives (2 courses / 24 units)
Students will choose two electives from a list of specialized courses that have computational themes and related components, and that are aligned with the program's educational mission. The following is a current list of the eligible elective courses (courses may be added to the list over time):
- 1.124J/2.091J/ESD.51J Foundations of Software
Engineering (F)
- 1.142J/15.094J Systems Optimization: Models and Computation (S)
- 1.206J/16.77/ESD.215J Airline Schedule Planning (S; not offered in 2007-8)
- 1.723 (listed as 1.963 in Spring 2008) Special Graduate Studies in Civil and Environmental Engineering: Computational Methods for Flow in Porous Media (F, S)
- 2.089J/16.940J/1.128J Computational Geometry (S; not offered in 2007-8)
- 2.093 Computer Methods in Dynamics (F; not offered in 2007-8)
- 2.094 Finite Element Analysis of Solids and Fluids (S)
- 2.095
Molecular Modeling and Simulation for Mechanics (S; not offered in 2007-8)
- 3.320 Atomistic Computer Modeling of Materials (S)
- 6.231 Dynamic Programming and Stochastic Control (F)
- 6.251J/15.081J Introduction to Mathematical Programming (F)
- 6.252J/15.084J Nonlinear Programming (S)
- New! 6.256 Algebraic Techniques and Semidefinite Optimization (S)
- 6.431 Applied Probability (F, S)
- 6.581J/20.482J Foundations of Algorithms and Computational Techniques in Systems Biology (S; not offered in 2007-8)
- 6.673 Introduction to Numerical Simulation in Electrical Engineering (S; not offered in 2008-9)
- 6.855J/15.082J/ESD.78J Network Optimization (S; not offered in 2007-8)
- 10.557 Mixed-integer and Nonconvex Optimization (S)
- 15.062 Data Mining:
Finding the Data and Models that Create Value (S)
- New! 15.070 Advanced Stochastic Processes (S; not offered in 2008-9)
- 15.083J/6.859J Integer Programming and Combinatorial Optimization (F; not offered in 2008-9)
- 15.764 Theory of Operations Management (S)
- 16.225J/2.099J Computational Mechanics of Materials (S)
- 16.888J/ESD.77J Multidisciplinary System Design Optimization (S)
- 16.930 Advanced Topics in Numerical Methods for Partial Differential Equations (S)
- 18.085 Computational Science and Engineering I (F, S)
- 18.086 Computational Science and Engineering II (S)
- 18.337J/6.338J Parallel Computing (S)
- 18.369 Mathematical Methods in Nanophotonics (S)
- 22.53 Statistical Processes and Atomistic Simulations (F; not offered in 2007-8)
- ESD.86 Models, Data and Inference for Socio-Technical Systems (S)
Unrestricted Elective (1 course / 12 units)
Students will choose any one graduate-level (H-level or G-level) elective course from the MIT catalog.
Thesis (36 units)
Students will write a master's thesis under the supervision of a faculty advisor.
Timetable
The CDO program is designed so that students who are either self-supported or on fellowship can complete the program in 12-18 months. Students supported by research assistant or teaching assistant funds should allow two years to complete the program.
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