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

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

*この研究の対応する著者

研究成果: Article査読

2 被引用数 (Scopus)

抄録

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.

本文言語English
論文番号JAMDSM0077
ジャーナルJournal of Advanced Mechanical Design, Systems and Manufacturing
12
3
DOI
出版ステータスPublished - 2018

ASJC Scopus subject areas

  • 機械工学
  • 産業および生産工学

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