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

Takayuki Shiina, Tomoaki Takaichi, Yige Li, Susumu Morito, Jun Imaizumi

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Article numberJAMDSM0077
JournalJournal of Advanced Mechanical Design, Systems and Manufacturing
Volume12
Issue number3
DOIs
Publication statusPublished - 2018

Keywords

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

ASJC Scopus subject areas

  • Mechanical Engineering
  • Industrial and Manufacturing Engineering

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