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 journalArticle

    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
    JournalJournal of Advanced Mechanical Design, Systems and Manufacturing
    Volume12
    Issue number3
    DOIs
    Publication statusPublished - 2018 Jan 1

    Fingerprint

    Stochastic programming
    Integer programming
    Costs
    Uncertainty

    Keywords

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

    ASJC Scopus subject areas

    • Mechanical Engineering
    • Industrial and Manufacturing Engineering

    Cite this

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

    In: Journal of Advanced Mechanical Design, Systems and Manufacturing, Vol. 12, No. 3, 01.01.2018.

    Research output: Contribution to journalArticle

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