Mathematics of Operations Research

IE 500 is the mathematical bootcamp that retools engineers into researchers, building the rigor needed to read and prove things in the OR literature rather than just apply formulas. You'll spend the semester writing proofs by hand — chasing epsilons through metric spaces, arguing about countability, and verifying convergence — backed by Rudin-style problem sets and weekly exercises. As a required first-semester graduate course, it's the analytical foundation everything else in the IE PhD/MS sequence (stochastic processes, optimization theory, convergence proofs in algorithms) silently assumes you already have.