Multistage stochastic programming model and solution algorithm for the capacity expansion of railway network

• SHIINA Takayuki

  School of Creative Science and Engineering, Waseda University

• TAKAICHI Tomoaki

  School of Creative Science and Engineering, Waseda University

• LI Yige

  School of Creative Science and Engineering, Waseda University

• MORITO Susumu

  School of Creative Science and Engineering, Waseda University

• IMAIZUMI Jun

  Fuculty of Business Administration, Toyo University

抄録

We consider a capacity expansion problem for a railway network under uncertainty. In our approach, integer and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. Given the distribution of the number of customers in a scenario, the problem of minimizing the expected value of the total investment cost is considered. The problem is reformulated as a problem with first stage integer variables and continuous second stage variables. An L-shaped algorithm is proposed to solve this problem.

収録刊行物

• Journal of Advanced Mechanical Design, Systems, and Manufacturing

  Journal of Advanced Mechanical Design, Systems, and Manufacturing 12 (3), JAMDSM0077-JAMDSM0077, 2018

  一般社団法人 日本機械学会

キーワード

• Railway planning
• Capacity expansion
• Optimization
• Multistage stochastic programming
• L-shaped method

詳細情報

• CRID: 1390001288045604608
• NII論文ID: 130007401990
• DOI: 10.1299/jamdsm.2018jamdsm0077
• ISSN: 18813054
• Web Site: https://www.jstage.jst.go.jp/article/jamdsm/12/3/12_2018jamdsm0077/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • Crossref
  • CiNii Articles
  • KAKEN
• 抄録ライセンスフラグ: 使用不可