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

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Author(s)

    • LI Yige
    • School of Creative Science and Engineering, Waseda University
    • MORITO Susumu
    • School of Creative Science and Engineering, Waseda University

Abstract

<p>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.</p>

Journal

  • Journal of Advanced Mechanical Design, Systems, and Manufacturing

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

    The Japan Society of Mechanical Engineers

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