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

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

doi:10.1299/jamdsm.2018jamdsm0077

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

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

^*Corresponding author for this work

School of Creative Science and Engineering

Research output: Contribution to journal › Article › peer-review

2 Citations (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 language	English
Article number	JAMDSM0077
Journal	Journal of Advanced Mechanical Design, Systems and Manufacturing
Volume	12
Issue number	3
DOIs	https://doi.org/10.1299/jamdsm.2018jamdsm0077
Publication status	Published - 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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10.1299/jamdsm.2018jamdsm0077

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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.",

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AU - Shiina, Takayuki

AU - Takaichi, Tomoaki

AU - Li, Yige

AU - Morito, Susumu

AU - Imaizumi, Jun

PY - 2018

Y1 - 2018

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

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

Abstract

Keywords

ASJC Scopus subject areas

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