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Development of an efficient solution method for multistage stochastic programming problems and its application to social systems

Research Project

Project/Area Number 16K01253
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionWaseda University

Principal Investigator

Shiina Takayuki  早稲田大学, 理工学術院, 教授 (90371666)

Co-Investigator(Kenkyū-buntansha) 今泉 淳  東洋大学, 経営学部, 教授 (00257221)
徐 春暉  千葉工業大学, 社会システム科学部, 教授 (70279058)
Project Period (FY) 2016-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2016: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Keywords数理計画法 / 最適化 / 確率計画法 / 整数計画法 / 不確実性 / 需要変動 / エネルギー / スケジューリング / 交通システム / 電力システム / 多期間計画 / サプライ・チェイン
Outline of Final Research Achievements

Mathematical programming and optimization methods are applied to various fields in reality. Many real problems involve variables that are not deterministic. In particular, in the fields of scheduling or supply chain management, work time and demand are always fluctuating. Although research on theoretical and solution methods for stochastic programming to handle such situations is necessary, and research has been conducted on solution methods corresponding to fundamental individual problems so far, efficient analysis methods are still sufficient Not studied.
In this study, we study theoretical aspects of stochastic programming, and aim to develop efficient solution methods for energy, investment decision and supply chain management or scheduling problems.

Academic Significance and Societal Importance of the Research Achievements

現在では確率計画法の理論と解法アルゴリズム、またこれらを実装する計算機の発展により、実用的な規模の問題を解くことも可能になりつつある。これまでに特定の問題に対しては、確率計画法の基本的な解法アルゴリズムを開発することに成功しているとはいえ、統一的に取り扱う手法が必要である。確率計画問題に対しては、線形計画法はもちろん非線形計画法や整数計画法、さらには確率モデルなどオペレーションズ・リサーチにおける異なる分野の手法が総合的に応用されることも多い。このように様々な理論や手法の集大成であるという点からも、また現実問題への応用を考慮するという点からも、手法の応用を考えていくことが必要である。

Report

(4 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • Research Products

    (46 results)

All 2019 2018 2017 2016 Other

All Journal Article (13 results) (of which Peer Reviewed: 12 results,  Acknowledgement Compliant: 1 results) Presentation (29 results) (of which Int'l Joint Research: 9 results) Book (1 results) Remarks (3 results)

  • [Journal Article] Creation of a Schedule Considering the Possibility of Rainout in a Professional Baseball Game – In the Case of Central League Schedule in 2017 –2018

    • Author(s)
      星野 怜旺, 椎名 孝之, 森戸 晋, 今泉 淳
    • Journal Title

      Journal of Japan Society for Fuzzy Theory and Intelligent Informatics

      Volume: 30 Issue: 4 Pages: 652-657

    • DOI

      10.3156/jsoft.30.4_652

    • NAID

      130007434947

    • ISSN
      1347-7986, 1881-7203
    • Year and Date
      2018-08-15
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Design of distribution network using power flow controller2018

    • Author(s)
      Takayuki Shiina
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 12 Issue: 3 Pages: JAMDSM0068-JAMDSM0068

    • DOI

      10.1299/jamdsm.2018jamdsm0068

    • NAID

      130007401961

    • ISSN
      1881-3054
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Multistage stochastic programming model and solution algorithm for the capacity expansion of railway network2018

    • Author(s)
      Takayuki SHIINA, Tomoaki TAKAICHI, Yige LI, Susumu MORITO, Jun IMAIZUMI
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 12 Issue: 3 Pages: JAMDSM0077-JAMDSM0077

    • DOI

      10.1299/jamdsm.2018jamdsm0077

    • NAID

      130007401990

    • ISSN
      1881-3054
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 鉄道の休日ダイヤに対する車両運用計画のための列生成アプローチ2018

    • Author(s)
      今泉淳, 椎名孝之
    • Journal Title

      スケジューリングシンポジウム論文集2018

      Volume: 2018 Pages: 1-6

    • Related Report
      2018 Annual Research Report
  • [Journal Article] ROLLING STOCK ROSTERING OPTIMIZATION WITH DIFFERENT TYPES OF TRAIN-SETS2017

    • Author(s)
      Susumu Morito1, Naoto Fukumura, Takayuki Shiina, and Jun Imaizumi
    • Journal Title

      Proceedings of International Symposium on Scheduling 2017

      Volume: 1 Pages: 4-9

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] MULTISTAGE STOCHASTIC PROGRAMMING MODEL FOR THE CAPACITY EXPANSION OF RAILWAY NETWORK -SOLUTION ALGORITHM BASED ON THE L-SHAPED METHOD-2017

    • Author(s)
      Takayuki Shiina, Tomoaki Takaichi, Yige Li, Susumu Morito, and Jun Imaizumi
    • Journal Title

      Proceedings of International Symposium on Scheduling 2017

      Volume: 1 Pages: 141-146

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimization of Location Problem for Power Flow Controller2017

    • Author(s)
      Takayuki Shiina, Susumu Morito, Jun Imaizumi and Chunhui Xu
    • Journal Title

      Proceedings of IFSA SCIS 2017 (Paper ID:#110)

      Volume: 1 Pages: 1-4

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] OPTIMAL LOCATION PROBLEM FOR THE INSTALLATION OF POWER FLOW CONTROLLER2017

    • Author(s)
      Takayuki Shiina, Jun Imaizumi, Susumu Morito and Chunhui Xu
    • Journal Title

      Pesquisa Operacional

      Volume: 37 Pages: 1-16

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Journal Article] 確率計画法に基づく列車の余裕時分配分最適化2016

    • Author(s)
      椎名孝之, 揚原由統, 今泉淳, 森戸 晋
    • Journal Title

      日本応用数理学会論文誌

      Volume: 26 Pages: 307-317

    • NAID

      130005267549

    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Journal Article] Multistage stochastic programming model for optimizing allocation of running time supplements2016

    • Author(s)
      Takayuki Shiina, Susumu Morito, and Jun Imaizumi
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 10 Issue: 3 Pages: JAMDSM0043-JAMDSM0043

    • DOI

      10.1299/jamdsm.2016jamdsm0043

    • NAID

      130005161642

    • ISSN
      1881-3054
    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimization of Railway Timetable by Allocation of Extra Time Supplements2016

    • Author(s)
      T. Shiina, S. Morito, and J. Imaizumi
    • Journal Title

      Operations Research Proceedings 2015

      Volume: 16 Pages: 173-180

    • DOI

      10.1007/978-3-319-42902-1_23

    • ISBN
      9783319429014, 9783319429021
    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Journal Article] Optimization models for multi-period railway rolling stock assignment2016

    • Author(s)
      Susumu Morito, Yuho Takehi, Jun Imaizumi, and Takayuki Shiina
    • Journal Title

      Combinatorial Optimization, 4th International Symposium, ISCO2016

      Volume: - Pages: 393-402

    • DOI

      10.1007/978-3-319-45587-7_34

    • ISBN
      9783319455860, 9783319455877
    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] 不確実性を考慮した発電機起動停止法2016

    • Author(s)
      椎名孝之
    • Journal Title

      スマートグリッド

      Volume: 57 Pages: 8-12

    • Related Report
      2016 Research-status Report
    • Peer Reviewed
  • [Presentation] トレードオフを考慮したプロジェクトスケジューリング問題 に対する確率計画モデルと解法2019

    • Author(s)
      北村拓海、佐藤哲也、今泉淳、椎名孝之
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 貸出と返却を考慮した在庫融通問題の多期間確率計画モデル2019

    • Author(s)
      荒金弘司、佐藤哲也、椎名孝之
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 住宅における畜エネルギー機器の最適運転計画2019

    • Author(s)
      木俣 翔太、佐藤 哲也、椎名 孝之、所 健一
    • Organizer
      日本経営工学会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 投資ポートフォリオ決定におけるバリュー・アット・リスク最適化問題の効率的解法2019

    • Author(s)
      永倉 英治、霍 艶麗、佐藤 哲也、椎名 孝之
    • Organizer
      日本経営工学会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 確率計画法による貸出と返却を考慮した在庫融通問題2019

    • Author(s)
      荒金 弘司、椎名 孝之、佐藤 哲也
    • Organizer
      日本経営工学会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Solution Algorithm for Time/Cost Trade-off Stochastic Project Scheduling Problem2018

    • Author(s)
      Takumi Kitamura, Takayuki Shiina
    • Organizer
      OR2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 列生成法による鉄道車両の休日運用の作成2018

    • Author(s)
      今泉淳, 椎名孝之
    • Organizer
      日本オペレーションズ・リサーチ学会秋季研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 鉄道車両運用計画の定式化に対する相互直通運転の拡張2018

    • Author(s)
      中野颯大, 今泉淳, 椎名孝之
    • Organizer
      日本オペレーションズ・リサーチ学会秋季研究発表会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 鉄道の休日ダイヤに対する車両運用計画のための列生成アプローチ2018

    • Author(s)
      今泉 淳, 椎名 孝之
    • Organizer
      スケジューリングシンポジウム2018
    • Related Report
      2018 Annual Research Report
  • [Presentation] Algorithm for vehicle routing problem under uncertainty2018

    • Author(s)
      Shuichi Isomura, Tomoki Fukuba, Takayuki Shiina
    • Organizer
      EURO2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Energy plant operation and installation plan via stochastic programming2018

    • Author(s)
      Tomoki Fukuba, Shuichi Isomura, Takayuki Shiina
    • Organizer
      EURO2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] エネルギープラント運用及び導入計画の確率計画法による最適化2018

    • Author(s)
      福場智紀, 椎名孝之, 所健一
    • Organizer
      電気学会システム研究会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 分割を許す配送計画問題の列生成法による解法2018

    • Author(s)
      手塚洸佑, 椎名孝之
    • Organizer
      日本経営工学会春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 電力のスポット価格の変動を考慮したエネルギープラントの運用計画2018

    • Author(s)
      出井雅人, 椎名孝之
    • Organizer
      日本経営工学会春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 確率計画法によるエネルギープラント運用及び導入計画2018

    • Author(s)
      福場智紀, 椎名孝之, 所健一
    • Organizer
      日本経営工学会春季大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 不確実性を考慮したプロジェクトス ケジューリングのNPV最大化問題に 対するモデルと厳密解法2018

    • Author(s)
      廣松 亮太(早稲田大学) 椎名 孝之(早稲田大学)
    • Organizer
      日本オペレーションズ・リサーチ学会2018年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] エネルギープラント運用及び導入計 画の確率計画法による最適化2018

    • Author(s)
      福場 智紀(早稲田大学) 椎名 孝之(早稲田大学) 所 健一(電力中央研究所)
    • Organizer
      日本オペレーションズ・リサーチ学会2018年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 不確実性を考慮した配送計画問題 に対する解法2018

    • Author(s)
      磯村 秀一(早稲田大学) 椎名 孝之(早稲田大学) 森戸 晋(早稲田大学) 今泉 淳(東洋大学)
    • Organizer
      日本オペレーションズ・リサーチ学会2018年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 鉄道ネットワーク拡張問題に対する確率計画法の応用2017

    • Author(s)
      高市智章、李宜格、椎名孝之、森戸晋、今泉淳
    • Organizer
      日本オペレーションズ・リサーチ学会秋季研究発表会
    • Place of Presentation
      沖縄
    • Year and Date
      2017-03-16
    • Related Report
      2016 Research-status Report
  • [Presentation] Optimization problem for power flow controller2017

    • Author(s)
      Takayuki Shiina, Jun Imaizumi, Susumu Morito and Chunhui Xu
    • Organizer
      21st Conference of the International Federation of Operational Research Societies
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Portfolio selection with unfixed investment timings2017

    • Author(s)
      Chunhui Xu, Yanli Huo and Takayuki Shiina
    • Organizer
      21st Conference of the International Federation of Operational Research Societies
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Solution Algorithm for Capacity Expansion Problem on Networks2017

    • Author(s)
      Takayuki Shiina, Jun Imaizumi, Susumu Morito
    • Organizer
      OR2017 - INTERNATIONAL CONFERENCE ON OPERATIONS RESEARCH
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 需要の不確実性を考慮したロットサ イズ決定問題2017

    • Author(s)
      小出 翼 (早稲田大学) 北村 拓海 (早稲田大学) 椎名 孝之 (早稲田大学) 森戸 晋 (早稲田大学) 今泉 淳 (東洋大学)
    • Organizer
      日本オペレーションズ・リサーチ学会2018年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] 資源制約を有するプロジェクトスケジューリング問題の解法2016

    • Author(s)
      岡紗百合、椎名孝之、森戸晋
    • Organizer
      日本経営工学会秋季大会
    • Place of Presentation
      東京
    • Year and Date
      2016-10-28
    • Related Report
      2016 Research-status Report
  • [Presentation] 鉄道のネットワーク投資問題に対する確率計画法の応用2016

    • Author(s)
      高市智章、椎名孝之、森戸晋、今泉淳
    • Organizer
      日本経営工学会秋季大会
    • Place of Presentation
      東京
    • Year and Date
      2016-10-28
    • Related Report
      2016 Research-status Report
  • [Presentation] Optimization problem for installation of power flow controller2016

    • Author(s)
      T. Shiina, J. Imaizumi, S. Morito, C. Xu
    • Organizer
      2016 Conference on Complex Systems
    • Place of Presentation
      Amsterdam, the Netherlands
    • Year and Date
      2016-09-19
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] 鉄道車両運用計画における交番作成の数理計画モデル2016

    • Author(s)
      諸岡祐太,福村直登,椎名孝之,今泉淳,森戸晋
    • Organizer
      日本オペレーションズ・リサーチ学会秋季研究発表会
    • Place of Presentation
      山形
    • Year and Date
      2016-09-15
    • Related Report
      2016 Research-status Report
  • [Presentation] Optimization Problem for the Installation of Equipment to Control Power Flow2016

    • Author(s)
      T. Shiina, J. Imaizumi, S. Morito, C. Xu
    • Organizer
      International Conference on Operations Research
    • Place of Presentation
      Helmut-Schmidt-University, Hamburg, Germany
    • Year and Date
      2016-08-30
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Column Generation Approach to Multi-Period Railway Rolling Stock Assignment2016

    • Author(s)
      S. Morito, J. Imaizumi, M. Miura, T. Shiina
    • Organizer
      International Conference on Operations Research
    • Place of Presentation
      Helmut-Schmidt-University, Hamburg, Germany
    • Year and Date
      2016-08-30
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Book] Risk Management in Finance and Logistics2018

    • Author(s)
      Chunhui Xu, Takayuki Shiina
    • Total Pages
      185
    • Publisher
      Springer
    • ISBN
      9789811303166
    • Related Report
      2018 Annual Research Report
  • [Remarks] 椎名研究室

    • URL

      http://www.shiina.mgmt.waseda.ac.jp/

    • Related Report
      2018 Annual Research Report 2017 Research-status Report 2016 Research-status Report
  • [Remarks] 今泉研究室

    • URL

      http://www.prod.mng.toyo.ac.jp/~ima/

    • Related Report
      2018 Annual Research Report 2017 Research-status Report 2016 Research-status Report
  • [Remarks] 徐研究室

    • URL

      http://www.rs.it-chiba.ac.jp/~xu/

    • Related Report
      2018 Annual Research Report 2017 Research-status Report 2016 Research-status Report

URL: 

Published: 2016-04-21   Modified: 2020-03-30  

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