Courses Offered at Bilkent University

• IE 515 - Convex Analysis

     Spring 2017, Fall 2018, Fall 2023, Fall 2024            

     Catalog description: Convex sets in IR and their basic properties, separation of convex sets, properties of convex polyhedra (and polytones). Convex functions continuity and differentiability properties, subdifferentiability, duality of convex sets, Fenchel dual of a convex function, bipolar theorem. Convex programming, dual convex programs, perturbation and Lagrangian approaches to duality, the connection between the two approaches, saddle point theorems. Applications of convex analysis: inequalities, interior-point methods, approximation, merit functions.

• IE 303 - Modeling and Methods in Optimization

     Fall 2024, Spring 2025             

     Catalog description: Extension of linear programming to different methodologies including network models, integer programming and dynamic programming. Discrete optimization: local search heuristics.

• IE 505 - Mathematical Programming 

    Fall 2017, Fall 2018, Fall 2019, Fall 2020, Fall 2021, Fall 2022, Fall 2023

    Catalog description: Fermat rule, Lagrange multipliers, duality theory, Karush-Kuhn-Tucker conditions, convexity, conic optimization, linear optimization, networks, integer programming. 

• IE 325 - Stochastic Models 

    Fall 2015, Spring 2016, Fall 2016, Fall 2017, Spring 2018, Spring 2019, Fall 2019, Spring 2020, Fall 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025

    Catalog description: Markov chains. Basic queuing models and applications. Stochastic inventory models, periodic and continuous review. Introduction to stochastic maintenance models.

• IE 411 - Introduction to Nonlinear Optimization 

    Fall 2022, Spring 2024 

    Catalog description: Nonlinear optimization, optimality conditions for unconstrained optimization, line search, convex sets and functions, convex optimization, constrained optimization, Karush-Kuhn-Tucker conditions, duality. 

• IE 443 - Multi-objective Decision Analysis 

    Spring 2017, Spring 2018, Spring 2019 

    Catalog description: Quantitative decision analysis. Structuring of objectives and value hierarchies, and determination of value functions. Introduction to consistent characterization of preferences under certainty. Value analysis under uncertainty including expected value analysis, utility theory, multi-attribute risk aversion, certainty equivalent calculations and the analytical hierarchy process.

Graduate Students

Muhammad Umer, Ph.D., ‘Norm minimization-based convex vector optimization algorithms’, 2022. (coadvisor: Çağın Ararat)

Muhittin Can Korkut, M.S., ‘Using Neural Networks to Approximate Efficient Frontier in Multi-Objective Optimization’, expected 2025. (coadvisor: Taghi Khaniyev)

Fahaar Mansoor Pirani, M.S., ‘Approximation Algorithms for Difference of Convex (DC) Programming Problems’, 2023.

Simay Tekgül, M.S., ‘A New Geometric Duality and Approximation Algorithms for Convex Vector Optimization Problems’, 2021. (coadvisor: Çağın Ararat)

İrem Nur Keskin, M.S., ‘Outer Approximation Algorithms for Convex Vector Optimization Problems’, 2021. 

Tuğba Denktaş, M.S., ‘Interactive Algorithms to Solve Biobjective and Triobjective Decision Making Problems’, 2021. (principle advisor: Özlem Karsu)

Deniz Emre, M.S., ‘Exact Solution Algorithms for Biobjective Mixed Integer Programming Problems’, 2020.  (coadvisor: Özlem Karsu) 

Saliha Ferda Dogan, M.S., ‘An Exact Algorithm for Biobjective Integer Programming Problems’, 2019.  (coadvisor: Özlem Karsu)

Irfan Caner Kaya, M.S., ‘Algorithms for On-line Vertex Enumeration Problem’, 2017.

Teaching prior to Bilkent University

Instructor at Sabancı University (SU)

• MATH 203 - Introduction to Probability & Statistics (Summer 2013, 2014) (syllabus)

• MS 302 - Stochastic Models in Operations Research (Summer 2014) (syllabus)

Teaching Assistant at Princeton University

• ORF 309 - Probability and Stochastic Systems (Fall 2011, 2013, 2014) 

• ORF 515 - Asset Pricing II: Stochastic Calculus and Advanced Derivatives (Spring 2014)

• ORF 522 - Linear and Convex Optimization (Fall 2012)

• ORF 307 - Optimization (Spring 2012)

Teaching Assistant at SU

• MATH 102 - Calculus II (Spring 2010)

• MATH 203 - Introduction to Probability & Statistics (Fall 2007, 2008 & 2009)

• MATH 201 - Linear Algebra (Summer 2009)

• MATH 306 - Statistical Modeling (Spring 2009)

• ENS 208      - Introduction to Manufacturing Systems (Fall 2006)