### 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 language | English |
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Journal | Journal of Advanced Mechanical Design, Systems and Manufacturing |

Volume | 12 |

Issue number | 3 |

DOIs | |

Publication status | Published - 2018 Jan 1 |

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### Keywords

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

### ASJC Scopus subject areas

- Mechanical Engineering
- Industrial and Manufacturing Engineering

### Cite this

*Journal of Advanced Mechanical Design, Systems and Manufacturing*,

*12*(3). https://doi.org/10.1299/jamdsm.2018jamdsm0077

**Multistage stochastic programming model and solution algorithm for the capacity expansion of railway network.** / Shiina, Takayuki; Takaichi, Tomoaki; Li, Yige; Morito, Susumu; Imaizumi, Jun.

Research output: Contribution to journal › Article

*Journal of Advanced Mechanical Design, Systems and Manufacturing*, vol. 12, no. 3. https://doi.org/10.1299/jamdsm.2018jamdsm0077

}

TY - JOUR

T1 - Multistage stochastic programming model and solution algorithm for the capacity expansion of railway network

AU - Shiina, Takayuki

AU - Takaichi, Tomoaki

AU - Li, Yige

AU - Morito, Susumu

AU - Imaizumi, Jun

PY - 2018/1/1

Y1 - 2018/1/1

N2 - 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.

AB - 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.

KW - Capacity expansion

KW - L-shaped method

KW - Multistage stochastic programming

KW - Optimization

KW - Railway planning

UR - http://www.scopus.com/inward/record.url?scp=85051435524&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85051435524&partnerID=8YFLogxK

U2 - 10.1299/jamdsm.2018jamdsm0077

DO - 10.1299/jamdsm.2018jamdsm0077

M3 - Article

AN - SCOPUS:85051435524

VL - 12

JO - Journal of Advanced Mechanical Design, Systems and Manufacturing

JF - Journal of Advanced Mechanical Design, Systems and Manufacturing

SN - 1881-3054

IS - 3

ER -