Updated on 2023/02/06

写真a

 
SHIINA, Takayuki
 
Scopus Paper Info  
Paper Count: 0  Citation Count: 0  h-index: 2

Citation count denotes the number of citations in papers published for a particular year.

Affiliation
Faculty of Science and Engineering, School of Creative Science and Engineering
Job title
Professor
Homepage URL
http://www.shiina.mgmt.waseda.ac.jp/

Concurrent Post

  • Faculty of Science and Engineering   Graduate School of Creative Science and Engineering

Research Institute

  • 2022
    -
    2024

    Waseda Research Institute for Science and Engineering   Concurrent Researcher

Education

  • 1989.04
    -
    1991.03

    Waseda University  

  • 1985.04
    -
    1989.03

    Waseda University   School of Science and Engineering  

Degree

  • 早稲田大学   博士（工学）

Research Experience

  • 2016.04
    -
    Now

    Waseda University   School of Creative Science and Engineering

  • 2008.04
    -
    2016.03

    Chiba Institute of Technology Faculty of Social Systems Science, Department of Management Information Science

  • 1991.04
    -
    2008.03

    財団法人 電力中央研究所

  • 2000.06
    -
    2001.09

    Northwestern University   客員研究員

Professional Memberships

  • 　
    　
    　

    JAPAN INDUSTRIAL MANAGEMENT ASSOCIATION

  • 　
    　
    　

    INFORMS

  • 　
    　
    　

    日本知能情報ファジイ学会

  • 　
    　
    　

    日本応用数理学会

  • 　
    　
    　

    日本オペレーションズ・リサーチ学会

 

Research Areas

  • Social systems engineering

  • Control and system engineering

  • Safety engineering

  • Control and system engineering

  • Theory of informatics

Research Interests

  • 数理計画

  • オペレーションズ・リサーチ

  • 経営工学

Papers

  • Supply Chain Optimization Considering Fluctuations in Price Sensitive Demand

    Masato Dei, Tetsuya Sato, Takayuki Shiina

    Journal of Japan Industrial Management Association   73 ( 4E ) 251 - 259  2023.01  [Refereed]

    DOI

  • Negawatt Planning for Aggregation Coordinator Considering Fluctuations in Electricity Demand of Consumers

    Masahiro Yamada, Takayuki Shiina, Kenichi Tokoro

    IEEJ Transactions on Electronics, Information and Systems   142 ( 2 ) 110 - 116  2022.02  [Refereed]

    DOI

    Scopus

  • Optimal Operation of EV for the Purpose of Load Leveling Using Car Sharing Model

    Shohta Kimata, Takayuki Shiina, Kenichi Tokoro

    IEEJ Transactions on Electronics, Information and Systems   142 ( 2 ) 162 - 169  2022.02  [Refereed]

    DOI

    Scopus

  • Optimization of EV bus charging schedule by stochastic programming

    Tetsuya Sato, Takayuki Shiina, Ryunosuke Hamada

    2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI)     627 - 632  2022  [Refereed]

    DOI

  • Operational Planning of Fixed-Route Buses Considering the Charging of Electric Cars

    Takuma Ohzeki, Tetsuya Sato, Takayuki Shiina, Ryunosuke Hamada

    2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI)     597 - 602  2022  [Refereed]

    Authorship：Corresponding author

    DOI

  • A cutting-plane solution for chance-constrained unit commitment problems

    Y. Chen, T. Sato, T. Shiina

    2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI)     641 - 646  2022  [Refereed]

    Authorship：Corresponding author

    DOI

  • Multi-product Inventory Routing Problem Considering Demand Uncertainty

    T. Kawamura, T. Sato, T. Shiina

    2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI)   16   621 - 626  2022  [Refereed]

    Authorship：Corresponding author

    DOI

  • Solving stochastic integer-programming problems in electric bus introduction planning

    Y. Ishitani, T. Sato, T. Shiina, R. Hamada

    2022 12th International Congress on Advanced Applied Informatics (IIAI-AAI)     615 - 620  2022  [Refereed]

    Authorship：Corresponding author

    DOI

  • BRANCH-AND-PRICE FOR SPLIT DELIVERY VEHICLE ROUTING PROBLEM

    Kosuke Tezuka, Yanli Huo, Chunhui Xu, Takayuki Shiina

    ICIC Express Letters   16 ( 8 ) 835 - 840  2022  [Refereed]

    Authorship：Corresponding author

    DOI

    Scopus

  • Stochastic Programming Model for Lateral Transshipment Considering Rentals and Returns

    Keiya Kadota, Tetsuya Sato, Takayuki Shiina

    Modelling, Computation and Optimization in Information Systems and Management Sciences     158 - 169  2022  [Refereed]

    DOI

    Scopus

  • Revenue Management Problem via Stochastic Programming in the Aviation Industry

    Mio Imai, Tetsuya Sato, Takayuki Shiina

    Modelling, Computation and Optimization in Information Systems and Management Sciences     145 - 157  2022  [Refereed]

    DOI

    Scopus

  • Optimal Operation Model of Heat Pump for Multiple Residences

    Yusuke Kusunoki, Tetsuya Sato, Takayuki Shiina

    Modelling, Computation and Optimization in Information Systems and Management Sciences     133 - 144  2022  [Refereed]

    DOI

    Scopus

  • Multi-period stochastic lateral transshipment problem for rental products

    Koji Aragane, Tomoki Fukuba, Takayuki Shiina

    Asian J. of Management Science and Applications   6 ( 1 ) 32 - 32  2021.08  [Refereed]

    DOI

  • Period value at risk and its estimation by Monte Carlo simulation

    Yanli Huo, Chunhui Xu, Takayuki Shiina

    Applied Economics Letters     1 - 5  2021.07  [Refereed]

    DOI

    Scopus

  • Solution Algorithm for The Multi-period Inventory Transshipment Problem Considering Rentals and Returns

    Keiya Kadota, Tetsuya Sato, Takayuki Shiina

    Proceedings of 2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)     867 - 872  2021.07  [Refereed]

  • New Methods to Solve Vehicle Routing Problem Considering Stochastic Demand

    Masahiro Komatsu, Ryouta Omori, Tetsuya Sato, Takayuki Shiina

    Proceedings of 2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)     861 - 866  2021.07  [Refereed]

  • Revenue management problem considering overbooking in the aviation industry

    Mio Imai, Tetsuya Sato, Takayuki Shiina

    Proceedings of 2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)     855 - 860  2021.07  [Refereed]

  • Operation planning for heat pump in multiple residences considering load leveling

    Yusuke Kusunoki, Tetsuya Sato, Takayuki Shiina

    Proceedings of 2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)     849 - 854  2021.07  [Refereed]

  • Solution methods in generator operation optimization considering market transactions

    Hiroto Ishimori, Tetsuya Sato, Takayuki Shiina

    Proceedings of 2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI)     843 - 848  2021.07  [Refereed]

  • Modeling and Solution Algorithm for Project Scheduling Problem considering Man-hour under Uncertainty

    Takumi Kitamura, Takayuki Shiina

    J Jpn Ind Manage Assoc   72 ( 1 ) 1 - 9  2021  [Refereed]

    Authorship：Corresponding author

  • Solution Method for Vehicle Routing Problem with Stochastic Demands

      ST20 ( 061 ) 31 - 36  2020.12

  • Stochastic unit commitment problem considering market transaction

      ST20 ( 060 ) 25 - 30  2020.12

    Authorship：Corresponding author

  • Solution algorithm for facility location problem with probabilistic constraints

      ST20 ( 059 ) 19 - 24  2020.12

    Authorship：Corresponding author

  • The Facility Location Problem with Probabilistic Constraints

    Atsuya Suzuki, Tomoki Fukuba, Takayuki Shiina

    Proceedings of SCIS&ISIS 2020     126 - 131  2020.12  [Refereed]

    Authorship：Corresponding author

  • Solution Algorithm for the Vehicle Routing Problem with Stochastic Demands

    Ryota Omori, Takayuki Shiina

    Proceedings of SCIS&ISIS 2020     120 - 125  2020.12  [Refereed]

    Authorship：Corresponding author

  • Stochastic Unit Commitment Problem in Electricity Market

    Ryusei Mikami, Takayuki Shiina, Ken-ichi Tokoro

    Proceedings of SCIS&ISIS 2020     114 - 119  2020.12  [Refereed]

    Authorship：Corresponding author

  • Modeling and solving portfolio selection problems based on PVaR

    Yanli Huo, Chunhui Xu, Takayuki Shiina

    Quantitative Finance   20 ( 12 ) 1889 - 1898  2020.12  [Refereed]

    DOI

    Scopus

    1
    Citation
    (Scopus)

  • New Formulation for the Vehicle Routing Problem with Stochastic Demands

    Ryota Omori, Tomoki Fukuba, Takayuki Shiina

    Proceedings of 2020 9th International Congress on Advanced Applied Informatics (IIAI-AAI)     1 - 6  2020.09  [Refereed]

    Authorship：Corresponding author

  • Unit commitment problem considering market transaction

    Ryusei Mikami, Takayuki Shiina, Ken-Ichi Tokoro

    Proceedings of 2020 9th International Congress on Advanced Applied Informatics (IIAI-AAI)     1 - 6  2020.09  [Refereed]

    Authorship：Corresponding author

  • Cutting plane method for the facility location problem with probabilistic constraints

    Atsuya Suzuki, Tomoki Fukuba, Takayuki Shiina

    Proceedings of 2020 9th International Congress on Advanced Applied Informatics (IIAI-AAI)     1 - 6  2020.09  [Refereed]

    Authorship：Corresponding author

  • SOLUTION METHOD FOR DELIVERY CENTER LOCATION PROBLEM CONSIDERING INVENTORY COST AND PROFIT RATIO

    Hiroto Tanikawa, Tomoki Fukuba, Tetsuya Sato, Takayuki Shiina

    ICIC Express Letters   14 ( 5 ) 457 - 462  2020.05  [Refereed]

    Authorship：Corresponding author

  • Negawatt planning via stochastic programming

    Masahiro Yamada, Tomoki Fukuba, Takayuki Shiina, Ken ichi Tokoro

    Asian J. of Management Science and Applications   5 ( 1 ) 40 - 40  2020  [Refereed]

    Authorship：Corresponding author

    DOI

  • Operation planning for heat pump in a residential building

    Shota KIMATA, Takayuki SHIINA, Tetsuya SATO, Ken-ichi TOKORO

    Journal of Advanced Mechanical Design, Systems, and Manufacturing   14 ( 5 ) JAMDSM0076 - JAMDSM0076  2020

    Authorship：Corresponding author

    DOI

    Scopus

    3
    Citation
    (Scopus)

  • Unit Commitment Problem in the Deregulated Market

    R. Mikami, T. Fukuba, T. Shiina, K. Tokoro

    Lecture Notes in Computer Science     96 - 107  2020  [Refereed]

    DOI

    Scopus

  • The Facility Location Problem with a Joint Probabilistic Constraint

    A. Suzuki, T. Fukuba, T. Shiina

    Lecture Notes in Computer Science     26 - 37  2020  [Refereed]

    DOI

    Scopus

    1
    Citation
    (Scopus)

  • Optimization of Rolling Stock Rostering Under Mutual Direct Operation

    Sota Nakano, Jun Imaizumi, Takayuki Shiina

    Operations Research Proceedings     749 - 755  2020  [Refereed]

    DOI

  • Operational Plan for the Energy Plants Considering the Fluctuations in the Spot Price of Electricity

    Masato Dei, Tomoki Fukuba, Takayuki Shiina, K. Tokoro

    Operations Research Proceedings     257 - 263  2020  [Refereed]

    Authorship：Corresponding author

    DOI

  • Solution Algorithm for Time/Cost Trade-off Stochastic Project Scheduling Problem

    Kitamura T, Shiina T

    In: Fortz B., Labbé M. (eds) Operations Research Proceedings 2018. Operations Research Proceedings, Springer     467 - 473  2019  [Refereed]

  • 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

    福場 智紀, 椎名 孝之, 所 健一

    日本オペレーションズ・リサーチ学会論文誌    2019  [Refereed]

  • L-shaped Method for the Stochastic Vehicle Routing Problem

    Shuichi ISOMURA, Tetsuya SATO, Takayuki SHIINA, Jun IMAIZUMI

    Proceedings of IEEE IEEM2019    2019  [Refereed]

  • Stochastic Nonlinear Programming Model for Power Plant Operation via Piecewise Linearization

    Tomoki FUKUBA, Tetsuya SATO, Takayuki SHIINA, Ken-ichi TOKORO

    Proceedings of IEEE IEEM2019    2019  [Refereed]

  • Stochastic Programming Model for Negawatt Planning

    Masahiro Yamada, Takayuki Shiina, Tetsuya Sato, Ken-Ichi Tokoro

    Proceedings of APIEMS2019    2019  [Refereed]

  • Stochastic programming for operation plan for energy storage equipment in a residential building

    Shota Kimata, Takayuki Shiina, Tetyuya Sato, Ken-Ichi Tokoro

    Proceedings of APIEMS2019    2019  [Refereed]

  • The Lateral Transshipment Problem considering rentals and returns via Multi-period Stochastic Programming Model

    Koji Aragane, Tetsuya Sato, Takayuki Shiina

    Proceedings of APIEMS2019    2019  [Refereed]

  • 分割を許す配送計画問題の列生成法による解法

    手塚洸佑, 今泉淳, 椎名孝之, 佐藤哲也

    スケジューリングシンポジウム2019講演論文集     13 - 18  2019

  • Optimal Operation Plan for Energy Storage Equipment in a Residential Building

    Shota Kimata, Takayuki Shiina, Tetsuya Sato, Kenichi Tokoro

    2019 Asian Conference of Management Science & Applications (ACMSA2019), Conference proceedings     121 - 127  2019  [Refereed]

  • Negawatt Planning via Stochastic Programming

    Masahiro Yamada, Takayuki Shiina, Tetsuya Sato, Kenichi Tokoro

    2019 Asian Conference of Management Science & Applications (ACMSA2019), Conference Proceedings   5 ( 1 ) 115 - 120  2019  [Refereed]

    DOI

  • The Multi-period Stochastic Programming Model of a Lateral Transshipment Problem, considering rentals and returns

    Koji Aragane, Tetsuya Sato, Takayuki Shiina

    2019 Asian Conference of Management Science & Applications (ACMSA2019), Conference Proceedings     2 - 8  2019  [Refereed]

  • Stochastic programming with nonlinear recourse by piecewise linearlization—Application to operation to power plant

    Tomoki Fukuba, Masato Dei, Takayuki Shiina, Ken-ichi Tokoro, Tetsuya Sato

    Proceedings of International Symposium on Scheduling 2019   2019   144 - 149  2019  [Refereed]

  • Optimization of Power Plant Operation via Stochastic Programming with Recourse

    Fukuba T, Shiina T, Tokoro K, Sato T

    Optimization of Complex Systems: Theory, Models, Algorithms and Applications. WCGO 2019. Advances in Intelligent Systems and Computing   991   937 - 948  2019  [Refereed]

  • Stochastic Programming for Energy Plant Operation.

    Fukuba T, Shiina T, Tokoro K

    Theory and Applications of Models of Computation. TAMC 2019. Lecture Notes in Computer Science   11436   208 - 221  2019  [Refereed]

  • Solution Method of News Vendor Problem with Price Elasticity of Demand by Parametric Stochastic Programming.

    Risako Nibe, Takashi Hasuike, Takayuki Shiina

    8th International Congress on Advanced Applied Informatics(IIAI-AAI)     781 - 784  2019

    DOI

    Scopus

  • 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

    今泉 淳, 椎名 孝之

    スケジューリングシンポジウム論文集2018    2018

  • Design of distribution network using power flow controller

    Takayuki Shiina

    Journal of Advanced Mechanical Design, Systems, and Manufacturing   12 ( 3 )  2018  [Refereed]

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

    Takayuki SHIINA, Tomoaki TAKAICHI, Yige LI, Susumu MORITO, Jun IMAIZUMI

    Journal of Advanced Mechanical Design, Systems, and Manufacturing   12 ( 3 )  2018  [Refereed]

  • 星野, 椎名, 森戸, 今泉, プロ野球の試合において雨天中止の可能性を考慮したスケジュールの作成 -2017年セ・リーグ公式戦日程の場合-

    星野 怜旺, 椎名 孝之, 森戸 晋, 今泉 淳

    知能と情報   30 ( 4 ) 652 - 657  2018  [Refereed]

  • OPTIMAL LOCATION PROBLEM FOR THE INSTALLATION OF POWER FLOW CONTROLLER

    Takayuki Shiina, Jun Imaizumi, Susumu Morito, Chunhui Xu

    Pesquisa Operacional   37 ( 3 ) 509 - 524  2017.09

    DOI

    Scopus

    1
    Citation
    (Scopus)

  • Rolling Stock Rostering Optimization Based on the Model of Giacco et al.: Computational. Evaluation and Model Extensions

    Yuuta Morooka, Naoto Fukumura, Takuya Shiina, Jun Imaizumi, Susumu Morito

    Proceedings of RailLille2017     709 - 725  2017  [Refereed]

  • ROLLING STOCK ROSTERING OPTIMIZATION WITH DIFFERENT TYPES OF TRAIN-SETS

    Susumu Morito, Naoto Fukumura, Takayuki Shiina, Jun Imaizumi

    Proceedings of International Symposium on Scheduling 2017     4 - 9  2017  [Refereed]

  • MULTISTAGE STOCHASTIC PROGRAMMING MODEL FOR THE CAPACITY EXPANSION OF RAILWAY NETWORK -SOLUTION ALGORITHM BASED ON THE L-SHAPED METHOD-

    Takayuki Shiina

    Proceedings of International Symposium on Scheduling 2017     141 - 146  2017  [Refereed]

  • Unit Commitment under Uncertainty

      57 ( 2 ) 8 - 12  2016  [Refereed]

    CiNii

  • Optimization Models for Multi-period Railway Rolling Stock Assignment

    Susumu Morito, Yuho Takehi, Jun Imaizumi, Takayuki Shiina

    Lecture Notes in Computer Science     393 - 402  2016  [Refereed]

    DOI

    Scopus

    1
    Citation
    (Scopus)

  • Multistage stochastic programming model for optimizing allocation of running time supplements

    Takayuki Shiina, Susumu Morito, Jun Imaizumi

    JOURNAL OF ADVANCED MECHANICAL DESIGN SYSTEMS AND MANUFACTURING   10 ( 3 )  2016  [Refereed]

    　View Summary

    We consider the allocation of a running time supplement to a railway timetable. Previously, Vekas et al. examined the optimal way to allocate the running time supplement. The uncertain disturbances in a railway were modeled using random variables. In their model, it was assumed that there was an upper limit to the total supplement, but its allocation was not restricted. In this paper, we suggest an improvement to the previous model and present a new stochastic programming model in which there is a constraint on the running time supplement allocated to each trip to minimize the expected delay. Then a solution algorithm to solve the problem is developed. In the previous model, allocation of the running time supplement was biased because it was not allocated to all trips. We balance the amounts of supplements for trips by adding upper and lower bounds. The fluctuations of the supplements for trips become small, and the probability of a delay decreases using our new model. Then the calculation times using the L-shaped algorithm and the former method solving a deterministic equivalent of large-scale problems are compared. It is shown that the large-scale problems can be solved effectively by using the L-shaped method.

    DOI

    Scopus

  • Stochastic Programming Model for Allocation of Running Time Supplements

    Shiina Takayuki, Agehara Yuto, Morito Susumu, Imaizumi Jun

    Transactions of the Japan Society for Industrial and Applied Mathematics   26 ( 3 ) 307 - 317  2016  [Refereed]

    　View Summary

    <p>Abstract. We consider the allocation of a running time supplement to a railway timetable. Previously, Vekas et al. developed a stochastic programming model. In this paper, their optimization model is improved by adding bound constraints on the supplements. It is shown that the probability of delays decreases when using the proposed model. In addition, an effective L-shaped algorithm is presented.</p>

    DOI CiNii

  • Unit Commitment by Column Generation

    Takayuki Shiina, Takahiro Yurugi, Susumu Morito, Jun Imaizumi

    Operations Research Proceedings 2014     559 - 565  2015  [Refereed]

  • Improvement of Column Generation for Unit Commitment

    Yurugi Takahiro, Shiina Takayuki, Morito Susumu, Imaizumi Jun

    Transactions of the Japan Society for Industrial and Applied Mathematics   25 ( 1 ) 21 - 30  2015  [Refereed]

    　View Summary

    The unit commitment problem is to determine the schedule of power generating units and the generating level of each unit. The decisions involve which units to commit at each time period and at what level to generate power to meet the electricity demand. We consider the column generation algorithm to solve the problem. Previous method used the approach in which each column corresponds to the start-stop schedule and output level. We present a new solution algorithm based on the column generation. It is shown that the new approach is effective to solve the problem.

    DOI CiNii

  • Reorganization of Logistics Network via Stochastic Programming

    ISA Hayato, SHIINA Takayuki, MORITO Susumu, IMAIZUMI Jun

    J. SOFT   27 ( 2 ) 589 - 598  2015  [Refereed]

    　View Summary

    Mathematical programming has been applied to many problems in various fields. The data of real problems contain uncertainty and are thus represented as random variables. Decision-making under conditions of uncertainty involves potential risk. Stochastic programming deals with optimization under uncertainty. A stochastic programming problem with recourse is referred to as a twostage stochastic problem. In this paper, the stochastic programming model for the logistics network reorganization problem and the efficient solution method are shown. The traditional expected cost model and the CVaR model are compared in numerical experiments. The expected cost rises slightly using the CVaR as the objective. However, it is shown that the worst cost is reduced using the CVaR.

    DOI CiNii

  • Inventory distribution problem via stochastic programming

    T. Shiina, M. Umeda, J. Imaizumi, S. Morito, C. Xu

    Asian J. of Management. Science and Applications   1   261 - 277  2014  [Refereed]

  • ロジスティクスネットワーク再編成問題に対する確率計画法の応用

    椎名孝之, 伊佐勇人, 森戸晋, 今泉淳

    確率モデルシンポジウム報文集     1 - 10  2014.01  [Refereed]

  • 分散を考慮した確率計画問題における下界

    椎名孝之, 多ヶ谷有, 森戸晋

    日本応用数理学会論文誌   24   59 - 68  2014  [Refereed]

  • Solution method for inventory distribution problem

    Takayuki Shiina

    Proceedings of The 2013 International Conference on Operations Research     443 - 449  2014  [Refereed]

  • 需要の不確実性を考慮したロジスティクス・ネットワーク再編成問題に対する数理計画アプローチ

    伊佐勇人, 椎名孝之, 森戸晋, 今泉淳

    スケジューリングシンポジウム論文集2013     12 - 12  2013.09

  • 発電機起動停止問題に対する列生成に基づく解法

    萬木貴大, 椎名孝之, 森戸晋, 今泉淳

    スケジューリングシンポジウム論文集2013     223 - 226  2013.09  [Refereed]

  • Modeling portfolio rebalancing by modifying utility theory

    The 2013 International DSI and Asia Pacific DSI Conference Proceedings     1314 - 1317  2013  [Refereed]

  • 確率計画法による在庫融通問題

    知能と情報   24 ( 2 ) 257 - 265  2012.12  [Refereed]

    　View Summary

    梅田, 真之, 椎名 孝之, 今泉 淳, 森戸 晋

  • 不確実な状況下での在庫転送問題

    椎名孝之, 志摩英教

    スケジューリングシンポジウム2012論文集     97 - 102  2012.09  [Refereed]

  • Unit Commitment Problem with Stochastic Demand

    Journal of Computations & Modelling   2 ( 2 ) 35-53  2012.09  [Refereed]

    　View Summary

    The unit commitment problem is a typical scheduling problem in an electric power system. In this paper we develop a stochastic programming model which incorporates the uncertainties of electric power demand. It is assumed that demand uncertainty can be represented by a scenario tree. In this model, on/off decisions for each generator are made at the first stage. The approach to solving the problem is based on Lagrangian relaxation and dynamic programming.

  • Stochastic Programming Model for Discrete Lotsizing and Scheduling Problem on Parallel Machines

    Kensuke Ishiwata, Jun Imaizumi, Susumu Morito

    American Journal of Operations Research   2 ( 3 ) 374-381  2012.09  [Refereed]

    　View Summary

    It has become important for them to cope with fluctuations in demand. In the present paper, we consider a multi-product, discrete, lotsizing and scheduling problem on parallel machines with stochastic demands. We attempt to solve this problem by a scenario aggregation method proposed by Rockafellar and Wets. The results from computational experiments suggest that our approach is able to solve large-scale problems.

  • Solution Algorithm for Unit Commitment

    International Journal of Innovative Computing, Information and Control Express Letters   6 ( 8 ) 2205-2212  2012.08  [Refereed]

    　View Summary

    The unit commitment problem is a typical scheduling problem in an electric power system. The problem is determining the schedules for power generating units and the generating level of each unit. The decisions concern which units to commit during each time period and at what level to generate power to meet the electricity demand. The solution algorithm is shown using Lagrangian relaxation and dynamic programming.

  • Dynamic Slope Scaling Procedure to solve Stochastic Integer Programming Problem

    T. Shiina, C. Xu

    Journal of Computations & Modelling   2 ( 4 ) 133 - 148  2012.03

  • 起動停止問題の解法

    千葉工業大学研究報告 理工編   59   67 - 73  2012.02

  • Stochastic Programming Model for Inventory Distribution Problem

    UMEDA Masayuki, SHIINA Takayuki, IMAIZUMI Jun, MORITO Susumu

    J. SOFT   24 ( 6 ) 1119 - 1127  2012

    　View Summary

    Two different types of transshipments which are called preventive or emergency transshipment, have been studied separately in the inventory distribution problem. The transshipment in inventory distribution system is important to improve customer service and reduce total cost. In this paper the inventory distribution problem using both transshipments is formulated as the stochastic programming problem in which customer demand is defined as random variables. The algorithm using L-shaped method is developed and the numerical experiments show that the proposed algorithm is quite efficient. Finally, the advantage using both of transshipments is shown.

    DOI CiNii

  • 多段階確率計画問題の解法

    千葉工業大学研究報告 理工編   58   19 - 25  2011.02

  • TWO-STAGE STOCHASTIC PROGRAMMING PROBLEM CONSIDERING VARIANCE

    Shiina Takayuki, Tagaya Yu, Morito Susumu

    Transactions of the Operations Research Society of Japan   53   114-132 - 132  2010.12  [Refereed]

    　View Summary

    We study the two-stage stochastic programming problem considering variance, where the traditional expected minimization objective is replaced by one that explicitly addresses cost variability. It is shown that the problem is a nonconvex minimization problem by Ahmed (2006). In this paper, we propose an exact branch-and-bound algorithm to solve the problem. The model is applied to the power system capacity expansion problem under uncertain power demand. Computational experiments illustrate the effectiveness of the model in deriving the efficient frontier.

    DOI CiNii

  • An Approach to Stochastic Integer Programming Problem with Simple Recourse via Dynamic Slope Scaling Procedure

    NISHIOKA Ayumi, SHIINA Takayuki, IMAIZUMI Jun, MORITO Susumu

    J. SOFT   22 ( 2 ) 257-265 - 265  2010.04  [Refereed]

    　View Summary

    Mathematical programming has been applied to various fields. However for many actual problems, the assumption that the parameters involved in the problem are deterministic known data is often unjustified. These data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under conditions of uncertainty involves potential risk. Stochastic programming deals with optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. We consider the stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure to solve the problem is developed by using the property of the expected recourse function. The numerical experiments show that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

    DOI CiNii

  • Stochastic programming with binary second stage variables

    Takayuki Shiina

    ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS   1 ( 1 ) 1401 - 1410  2010  [Refereed]

    　View Summary

    We consider a class of stochastic programming with binary recourse variables in which a fixed cost is imposed if the value of the continuous recourse variable is strictly positive. The algorithm of a branch-and-cut method to solve the problem is developed by using the property of the expected recourse function. The problem is applied to a power generating system. The numerical experiments show that the proposed algorithm is quite efficient. The mathematical programming model defined in this paper is quite useful for a variety of design and operational problems. (C) 2010 Published by Elsevier Ltd.

    DOI

    Scopus

  • 固定費を有する確率計画問題の電源計画への応用

    椎名 孝之

    オペレーションズ・リサーチ   54 ( 12 ) 735-738 - 738  2009.12  [Refereed]

    　View Summary

    確率計画法においては,制約侵犯への罰金(リコース関数)を含む費用の期待値を最小化するという2段階決定モデルがある.決定変数に整数条件を有するとき,罰金を表すリコース関数は,非凸関数になるため従来L-shaped法を用いることはできない.本稿では電源計画への応用を考慮して,第2段階の決定変数が正の値をとる場合に罰金を要する確率計画問題を取り扱い,分枝カット法による解法を示す.

    CiNii

  • Capacity Expansion Problem by Monte Carlo Sampling Method

    Journal of Advanced Computational Intelligence and Intelligent Informatics   13 ( 6 ) 697-703  2009.11  [Refereed]

  • 並列機械ロットスケジューリング問題に対する確率計画モデル

    石渡健祐, 椎名孝之, 今泉淳, 森戸晋

    スケジューリングシンポジウム2007論文集   8   235-240  2008.09  [Refereed]

  • Column Generation Method for Unit Commitment

    T. Shiina, J. Imaizumi

    Proceedings of The 2008 International Conference on Scientific Computing   8   64-70  2008.07  [Refereed]

  • Stochastic programming problem with fixed charge recourse

    Takayuki Shiina, Yu Tagaya, Susumu Morito

    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN   50 ( 4 ) 299 - 314  2007.12  [Refereed]

    　View Summary

    In this paper, we introduce a class of stochastic programming problem with fixed charge recourse in which a fixed cost is imposed if the value of the continuous recourse variable is strictly positive. The algorithm of a branch-and-cut method to solve the problem is developed by using the property of the expected recourse function. Then, the problem is applied to a power generating system. The numerical experiments show that the proposed algorithm is quite efficient. The mathematical programming model defined in this paper is quite useful for a variety of design and operational problems.

    DOI

    Scopus

    2
    Citation
    (Scopus)

  • Optimization Method via Monte Carlo Sampling

    T. Shiina, K. Tokoro, Y. Shinohara

    International Journal of Computational Science   1 ( 3 ) 256-270  2007.10  [Refereed]

  • リスクを考慮した確率計画問題の解法

    椎名孝之, 多ヶ谷有, 森戸晋

    スケジューリングシンポジウム2007論文集   7   55-60  2007.09  [Refereed]

  • Stochastic Programming with Integer Variables

    T. Shiina

    Proceedings of The 2007 International Conference on Scientific Computing   7   30-36  2007.07  [Refereed]

  • Loop distribution system with LPC and its planning method

    Naotaka Okada, Masahiro Takasaki, Takayuki Shiina

    CIGRE Symposium Osaka 2007: System Development and Asset Management under Restructuring    2007  [Refereed]

  • リコース関数に固定費を有する確率計画問題の解法

    椎名孝之, 多ヶ谷有, 西岡歩美, 森戸晋

    スケジューリングシンポジウム2006論文集   6   33-38  2006.09  [Refereed]

  • Stochastic Programming via Importance Sampling

    T. Shiina

    Proceedings of The 2006 International Conference on Scientific Computing   6   3-9  2006.07  [Refereed]

  • 不確実な状況下での最適化.

    椎名孝之

    不確実性科学と意思決定の数理と応用, 京都大学数理解析研究所講究録   1457 ( 京都大学数理解析研究所講究録1457 ) 254-261  2005.10  [Refereed]

  • 発電機起動停止問題の解法について.

    椎名孝之, 渡邊勇

    スケジューリングシンポジウム2005論文集   5   68-73  2005.09  [Refereed]

  • Stochastic Programming via Monte Carlo Sampling.

    T. Shiina

    Computational Science and its Applications (ICCSA 2005) Proceedings PART V   5   127-128  2005.05  [Refereed]

  • Applications of Stochastic Programming to Electric Power Industry

    SHIINA Takayuki

    Journal of Japan Society for Fuzzy Theory and Intelligent Informatics   16 ( 6 ) 528-539 - 539  2004.12  [Refereed]

    　View Summary

    Mathematical programming has been applied to various fields in everyday life. However for many actual problems, the assumption that the parameters involved in the problem are deterministic known data is often unjustified. These data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under conditions of uncertainty involves potential risk. In this paper, we consider a stochastic programming problem in which some parameters are defined as random variables. The electric power industry is undergoing restructuring and deregulation, and it is necessary to incorporate uncertainties such as the level of electric power demand and availability of power generators into the optimization problem in the electric power industry. The purpose of this paper is to show algorithms to solve stochastic programming problems and their applications to optimization problems in the electric power industry. These examples clearly show stochastic programming to be very valuable for solving the optimization problem in the electric power industry.

    DOI CiNii

  • Lagrangian relaxation method for price-based unit commitment problem

    T Shiina, Watanabe, I

    ENGINEERING OPTIMIZATION   36 ( 6 ) 705 - 719  2004.12  [Refereed]

    　View Summary

    The unit commitment problem consists of determining the schedules for power generating units and the generating level of each unit. The decisions concern which units to commit during each time period and at what level to generate power to meet the electricity demand. The problem is a typical scheduling problem in an electric power system. The electric power industry is undergoing restructuring and deregulation. This article developes a stochastic programming model which incorporates power trading. The uncertainty of electric power demand or electricity price are incorporated into the unit commitment problem. It is assumed that demand and price uncertainty can be represented by a scenario tree. A stochastic integer programming model is proposed in which the objective is to maximize expected profits. In this model, on/off decisions for each generator are made in the first stage. The approach to solving the problem is based on Lagrangian relaxation and dynamic programming.

    DOI

    Scopus

    24
    Citation
    (Scopus)

  • A Lagrangian relaxation and column generation algorithm for stochastic unit commitment Problem.

    T. Shiina

    Journal of Statistics and Management Systems   7 ( 3 ) 519-535  2004.10  [Refereed]

  • Price-based unit commitment problem.

    T. Shiina

    不確実性と意思決定数理の諸問題, 京都大学数理解析研究所講究録1373, 194-202.   1373 ( 京都大学数理解析研究所講究録1373 ) 194-202  2004.05  [Refereed]

  • 「電力市場のシミュレーション－電源の起動停止計画を考慮した基本モデルの開発－」

    渡邊勇, 永田真幸, 岡田健司, 山口順之, 栗原郁夫, 椎名孝之

    電力中央研究所報告   ( R03016 ) 1 - 17  2004.03  [Refereed]

    CiNii

  • Agent-based simulation model of electricity market with stochastic unit commitment

    Watanabe, I, N Yamaguchi, T Shiina, Kurihara, I

    2004 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS   8   403 - 408  2004  [Refereed]

    　View Summary

    We propose an agent-based simulation model of electricity market incorporating the price-based unit commitment (price-based UC). In the proposed model, an agent owning a set of generating units solves the price-based UC and forms its next-day bidding strategy based on the optimal schedule obtained. The solution approach to the price-based UC is based on Lagrangian relaxation and dynamic programming. This approach gives the optimal schedule based on a forecasted price profile. The simulation results show that each agent can obtain an appropriate next-day bidding strategy by solving the price-based UC.

  • Stochastic unit commitment problem

    Takayuki Shiina, John R. Birge

    International Transactions in Operational Research   11 ( 1 ) 19 - 32  2004  [Refereed]

    　View Summary

    The electric power industry is undergoing restructuring and deregulation. We need to incorporate the uncertainty of electric power demand or power generators into the unit commitment problem. The unit commitment problem is to determine the schedule of power generating units and the generating level of each unit. The objective is to minimize the operational cost which is given by the sum of the fuel cost and the start-up cost. In this paper we propose a new algorithm for the stochastic unit commitment problem which is based on column generation approach. The algorithm continues adding schedules from the dual solution of the restricted linear master program until the algorithm cannot generate new schedules. The schedule generation problem is solved by the calculation of dynamic programming on the scenario tree. © 2004 Wiley Periodicals, Inc.

    DOI

    Scopus

    67
    Citation
    (Scopus)

  • Multistage stochastic programming model for electric power capacity expansion problem

    SHIINA T.

    Japan Journal of Industrial and Applied Mathematics   20 ( 3 ) 379-397 - 397  2003.09  [Refereed]

    CiNii

  • 確率計画法による発電機起動停止問題

    椎名孝之

    日本応用数理学会論文誌   13 ( 2 ) 181-190  2003.06  [Refereed]

  • 不確実な状況下での発電機起動停止問題.

    椎名孝之

    不確定性の下での意思決定の数理   1306 ( 京都大学数理解析研究所講究録1306, ) 18-27  2003.02  [Refereed]

  • Stochastic Programming Model for Unit Commitment Problem.

    T. Shiina, J. R. Birge

    あいまいさと不確実性を含む状況の数理的意思決定   1252 ( 京都大学数理解析研究所講究録1252 ) 117-123  2002.02

  • Stochastic Programming Applications to Electric Power Problems

    T. Shiina, J. R. Birge

    CRIEPI Report   ( R01003 ) 1 - 28,巻頭1〜4  2002  [Refereed]

    CiNii

  • L-shaped decomposition method for multi-stage stochastic concentrator location problem

    T Shiina

    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN   43 ( 2 ) 317 - 332  2000.06  [Refereed]

    　View Summary

    A stochastic version of a concentrator location problem is dealt with in which traffic demand at each terminal location is uncertain. The concentrator location problem is defined as to determine the following: (i) the numbers and locations of concentators that are to be open, and (ii) the allocation of terminals to concentrator sites. The problem is formulated as a stochastic multi-stage integer linear program, with first stage binary variables concerning network design and continuous recourse variables concerning expansion of capacity. Given a first stage decision, the series of realization of traffic demand may possibly imply a violation of the capacity constraint of the concentrator. Therefore from the second stage to the last stage, recourse action is taken to correct the violation. The objective function minimizes the cost of connecting terminals and the cost of opening concentrators and the expected recourse cost of capacity expansion. We propose a new algorithm which combines an L-shaped method and a branch-and-bound method. Under some assumptions it decomposes the problem into a set of problems as many as the number of stages in parallel. Finally we demonstrate the computational efficiency of our algorithm for the multi-stage model.

    DOI

    Scopus

    6
    Citation
    (Scopus)

  • Integer programming model and exact solution for concentrator location problem

    T Shiina

    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN   43 ( 2 ) 291 - 305  2000.06  [Refereed]

    　View Summary

    Topological design of centralized computer networks is an important problem that has been investigated by many researchers. Such networks typically involve a large number of terminals connected to concentrators, that are then connected to a central computing site. This paper focuses on the concentrator location problem among general topological network design problems. The concentrator location problem is defined as determining the following: (i) the number and locations of concentrators that are to be open, and (ii) the allocation of terminals to concentrator sites without violating the capacities of concentrators. An exact algorithm (fractional cutting plane algorithm/branch-and-bound) is proposed for solving this problem. In this approach an integer programming problem is formulated. Then a class of valid inequalities is derived and a greedy algorithm for a separation problem is shown. A good lower bound is obtained by a lifting procedures. We show how to implement the algorithm using a commercial software for LP and branch-and-bound. Finally, the computational efficiency of our algorithm is demonstrated.

    DOI

    Scopus

    3
    Citation
    (Scopus)

  • コンピューターネットワーク設計に対する確率計画モデル.

    椎名孝之

    日本応用数理学会論文誌   10 ( 1 ) 37-50  2000.03  [Refereed]

  • L-shaped Method for Stochastic Integer Programming Problem.

    T. Shiina

    不確実・不確定性のもとでの数理的決定理論   1132 ( 京都大学数理解析研究所講究録1132. ) 154-164  2000.02  [Refereed]

  • Numerical solution technique for joint chance-constrained programming problem - An application to electric power capacity expansion

    T Shiina

    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN   42 ( 2 ) 128 - 140  1999.06  [Refereed]

    　View Summary

    We consider a joint chance-constrained linear programming problem with random right hand side vector. The deterministic equivalent of the joint chance-constraint is already known in the case that the right hand side vector is statistically independent. But if the right hand side vector is correlative, it is difficult to derive the deterministic equivalent of the joint chance-constraint. We discuss two methods for calculating the joint chance-constraint. For the case of uncorrelated right hand side, we try a direct method different from the usual deterministic equivalent, for the correlative right hand side case, we apply numerical integration. In this paper a chance-constrained programming problem is developed for electric power capacity expansion, where the error of forecasted electricity demand is defined by a random variable. Finally we show that this problem can be solved numerically using the trust region method and numerical integration, and we present the results of our computational experiments.

    DOI

    Scopus

    13
    Citation
    (Scopus)

  • 椎名孝之, 集線装置配置に対する整数計画モデル.

    椎名孝之

    最適化:モデリングとアルゴリズム12   12 ( 文部省統計数理研究所共同研究リポート113 ) 13-25  1998.11  [Refereed]

  • Fractional Cutting Plane : Branch & Bound Algorithm

    Shiina Takayuki, Kubo Mikio

    Transactions of the Japan Society for Industrial and Applied Mathematics   8 ( 2 ) 157-168 - 168  1998.06  [Refereed]

    　View Summary

    A fractional cutting plane / branch & bound (FCPA / B & B) algorithm is developed for maintenance scheduling of power generating facilities. We give an integer programming problem formulation of the maintenance scheduling. We derive a class of valid inequalities and show two approximate algorithms for the separation problem of the proposed family of valid inequalities. Finally we demonstrate computational results of our algorithm.

    DOI CiNii

  • 椎名孝之, 多重選択条件を持つネットワーク設計に対する解法.

    椎名孝之

    最適化:モデリングとアルゴリズム11   11 ( 文部省統計数理研究所共同研究リポート104 ) 19-26  1997.12  [Refereed]

  • ネットワーク設計の多重選択問題における切除平面/分枝限定法.

    椎名孝之

    情報処理学会研究報告, 97-MPS-13   97 ( 41 ) 13-18  1997.05  [Refereed]

  • 電力設備補修計画における切除平面/分枝限定法.

    椎名孝之

    問題発見とモデル化-現場の実例-シンポジウム論文集     87-94  1996.12  [Refereed]

  • 確率的電力供給計画モデル.

    椎名孝之

    第7回RAMPシンポジウム論文集   7   37-52 - 52  1995.09  [Refereed]

    CiNii

  • An Estimation of Energy Saving Potential by Allocation of Co-generation Systems.

    S. Sagai, Y. Fujii, T. Shiina

    System Modeling and Optimization, Lecture Notes in Control and Information Sciences 197     811-820  1993.07  [Refereed]

▼display all

Books and Other Publications

  • Handbook of Energy Finance: Theories, Practices and Simulations

    ( Part： Joint author, Chapter15, Optimal Design of Energy Distribution Network using Power Flow Controller)

    2020 ISBN: 9789813278370

  • Risk management in finance and logistics

    Xu, Chunhui, SHIINA, Takayuki( Part： Joint author)

    Springer  2018 ISBN: 9789811303166

    　View Summary

    This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.

    DOI

  • 確率計画法 （応用最適化シリーズ5） ISBN978-4-254-11790-5

    椎名 孝之( Part： Sole author)

    朝倉書店  2015.04

  • 応用数理計画ハンドブック

    分担執筆( Part： Joint author)

    朝倉書店  2002.05

  • OR事典2000

    分担執筆( Part： Joint author)

    日本オペレーションズ・リサーチ学会  2001.05

Misc

  • 2-H-3 確率計画法に基づく列車の余裕時分配分最適化(学生セッション:スケジューリング)

    揚原 由統, 椎名 孝之, 今泉 淳, 森戸 晋

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2015   324 - 325  2015.03

    CiNii

  • 1-D-1 発電機起動停止問題に対する列生成アプローチ(スケジューリング)

    伊佐 勇人, 萬木 貴大, 椎名 孝之, 森戸 晋

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2013   60 - 61  2013.03

    CiNii

  • 2-C-2 確率計画法による予防的・緊急的在庫転送併用方策の定式化(在庫管理)

    梅田 真之, 椎名 孝之, 今泉 淳, 森戸 晋

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2008   202 - 203  2008.09

    CiNii

  • 2-B-9 分散を考慮した確率計画問題(大域的最適化)

    椎名 孝之, 多ヶ谷 有, 森戸 晋

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   2007   168 - 169  2007.09

    CiNii

  • Stochastic programming model considering risk: application to generation planning

      ( 6015 ) 1 - 20,巻頭1〜3  2007.08

    CiNii

  • 1-E-1 固定費を含む確率計画問題の解法(数理モデル)

    椎名 孝之, 多ヶ谷 有, 西岡 歩美, 森戸 晋

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2007   58 - 59  2007.03

    CiNii

  • ループコントローラの設置点最適化プログラムの開発(その2)線形近似による最適化手法

    椎名 孝之, 高崎 昌洋

    電力中央研究所報告 R 研究報告   ( 5018 ) 1 - 15,巻頭1〜4  2006.06

    CiNii

  • 2-F-8 リコース関数に固定費を含む確率計画問題(数理計画(2))

    椎名 孝之, 多ヶ谷 有, 西岡 歩美, 森戸 晋

    日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集   2006   218 - 219  2006.03

    CiNii

  • 確率計画法による発電機起動停止スケジューリング

    椎名 孝之

    電力中央研究所報告 研究報告   ( 2004 ) 1 - 16,巻頭1〜3  2003.03

    CiNii

  • 確率計画法

    椎名孝之

    応用数理計画ハンドブック     710 - 769  2002

    CiNii

  • 多期間にわたる通信量の不確実性を考慮したコンピューターネットワーク設計手法

    椎名 孝之

    電力中央研究所報告 研究報告 R   ( 99002 ) 1 - 4,1〜15  2000.03

    CiNii

  • コンピュータネットワーク設計に対する不確実性を考慮した数理モデル

    椎名 孝之

    電力中央研究所報告 研究報告 R   ( 98003 ) 1 - 4,1〜18  1999.05

    CiNii

  • コンピューターネットワークの集線装置配置問題に対する整数計画モデル

    椎名孝之

    電力中央研究所研究報告:R97023    1998

    CiNii

  • 電力供給計画の確率的モデル化

    椎名孝之

    電力中央研究所情報研究所研究報告R94013    1995

    CiNii

  • 多段階ロットサイズ問題に対する妥当な不等式と強い定式化(組合せ理論)

    椎名 孝之, 森戸 晋

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   1991   50 - 51  1991.10

    CiNii

▼display all

Industrial Property Rights

  • ループコントローラの配置最適化方法、配置最適化装置および配置最適化プログラム

    特許4502330

    椎名 孝之

    Patent

  • ループコントローラの設置方法およびループコントローラの設置位置決定プログラム

    特許4570095

    椎名 孝之

    Patent

  • 確率計画問題求解装置及びプログラム、並びに、電源計画問題求解方法、装置及びプログラム

    特許4981559

    椎名 孝之

    Patent

Awards

  • 2004年度論文賞受賞

    2004.09   日本応用数理学会  

Research Projects

  • 確率計画問題におけるシナリオ生成法と効率的解法の開発

    学振  基盤研究(C)

    Project Year :

    2019.04
    -
    2022.03
     

    椎名 孝之

  • 投資時間の不確実性を取り入れたポートフォリオ選択問題に関する研究

    学振  基盤研究(C)

    Project Year :

    2019.04
    -
    2022.03
     

    徐 春暉

  • 鉄道の計画立案・意思決定の支援のための数理モデルに関する研究

    学振  基盤研究(C)

    Project Year :

    2017.04
    -
    2020.03
     

    今泉 淳

  • 多段階確率計画問題に対する効率的解法の開発と社会システムへの応用

    学振  基盤研究(C)

    Project Year :

    2016.04
    -
    2019.03
     

    椎名 孝之

  • 数理的最適化に基づく鉄道の計画立案に関する研究

    学振  基盤研究（Ｃ）

    Project Year :

    2014.04
    -
    2015.03
     

    森戸晋

  • 大規模確率計画問題の効率的解法の開発と投資リスク管理への応用

    学振  基盤研究(C)

    Project Year :

    2012.04
    -
    2015.03
     

    椎名 孝之

▼display all

Presentations

  • Operational Planning of Fixed-Route Buses Considering the Charging of Electric Cars

    Takuma Ohzeki, Tetsuya Sato, Takayuki Shiina, Ryunosuke Hamada

    2022 11th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2022.07

  • Solving stochastic integer-programming problems in electric bus introduction planning

    Y. Ishitani, T. Sato, T. Shiina, R. Hamada

    2022 11th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2022.07

  • Optimization of EV bus charging schedule by stochastic programming

    Tetsuya Sato, Takayuki Shiina, Ryunosuke Hamada

    2022 11th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2022.07

  • A cutting-plane solution for chance-constrained unit commitment problems

    Y. Chen, T. Sato, T. Shiina

    2022 11th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2022.07

  • Multi-product Inventory Routing Problem Considering Demand Uncertainty

    T. Kawamura, T, SatoT. Shiina

    2022 11th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2022.07

  • 消費電力量の不確実性を考慮したEVバス導入計画

    鈴木淳也, 椎名孝之, 濱田龍之介

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2022.03

  • Stochastic Programming Model for Lateral Transshipment Considering Rentals and Returns

    Keiya Kadota, Takayuki Shiina

    4th international conference on “Modelling, Computation and Optimization in Information Systems and Management Sciences” 

    Presentation date： 2021.12

  • Revenue Management Problem via Stochastic Programming in the Aviation Industry

    Mio Imai, Takayuki Shiina

    4th international conference on “Modelling, Computation and Optimization in Information Systems and Management Sciences” 

    Presentation date： 2021.12

  • Optimal Operation Model of Heat Pump for Multiple Residences

    Yusuke Kusunoki, Takayuki Shiina

    4th international conference on “Modelling, Computation and Optimization in Information Systems and Management Sciences” 

    Presentation date： 2021.12

  • 確率的な需要を考慮した配送計画問題に関する研究

    大森 椋太, 椎名 孝之

    日本経営工学会秋季大会 

    Presentation date： 2021.11

  • Solution Algorithm for The Multi-period Inventory Transshipment Problem Considering Rentals and Returns

    Keiya Kadota, Tetsuya Sato, Takayuki Shiina

    2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2021.07

  • New Methods to Solve Vehicle Routing Problem Considering Stochastic Demand

    Masahiro Komatsu, Ryouta Omori, Tetsuya Sato, Takayuki Shiina

    2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2021.07

  • Revenue management problem considering overbooking in the aviation industry

    Mio Imai, Tetsuya Sato, Takayuki Shiina

    2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2021.07

  • Operation planning for heat pump in multiple residences considering load leveling

    Yusuke Kusunoki, Tetsuya Sato, Takayuki Shiina

    2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2021.07

  • Solution methods in generator operation optimization considering market transactions

    Hiroto Ishimori, Tetsuya Sato, Takayuki Shiina

    2021 10th International Congress on Advanced Applied Informatics (IIAI-AAI) 

    Presentation date： 2021.07

  • 航空産業におけるオーバーブッキングを考慮した収益管理問題 確率計画法による座席配分モデル

    今井 美緒, 椎名 孝之

    日本経営工学会春季大会 

    Presentation date： 2021.05

  • 多期間における貸出と返却の変動を考慮した在庫転送問題の効率化

    門田 佳也, 椎名 孝之

    日本経営工学会春季大会 

    Presentation date： 2021.05

  • 需要変動を考慮した配送計画問題の解法とその効率化に関する研究

    小松 真裕, 大森 椋太, 椎名 孝之

    日本経営工学会春季大会 

    Presentation date： 2021.05

  • 市場取引を考慮した発電機運用最適化における分解法の研究

    石森 広人, 椎名 孝之

    日本経営工学会春季大会 

    Presentation date： 2021.05

  • 負荷平準化を考慮した複数住宅における蓄エネルギー機器の最適運転計画

    楠 優輔, 椎名 孝之

    日本経営工学会春季大会 

    Presentation date： 2021.05

  • 需要変動を考慮した配送計画問題

    小松真裕, 大森椋太, 椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2021.03

  • The Facility Location Problem with Probabilistic Constraints

    Atsuya Suzuki, Tomoki Fukuba, Takayuki Shiina

    SCIS&ISIS2020, Joint 11th International Conference on Soft Computing and Intelligent Systems and 21st International Symposium on Advanced Intelligent Systems 

    Presentation date： 2020.12

  • Solution Algorithm for the Vehicle Routing Problem with Stochastic Demands

    Ryota Omori, Takayuki Shiina

    SCIS&ISIS2020, Joint 11th International Conference on Soft Computing and Intelligent Systems and 21st International Symposium on Advanced Intelligent Systems 

    Presentation date： 2020.12

  • Stochastic Unit Commitment Problem in Electricity Market

    Ryusei Mikami, Takayuki Shiina, Ken-ichi Tokoro

    SCIS&ISIS2020, Joint 11th International Conference on Soft Computing and Intelligent Systems and 21st International Symposium on Advanced Intelligent Systems 

    Presentation date： 2020.12

  • Unit Commitment Problem in the Deregulated Market

    R. Mikami, T. Fukuba, T. Shiina, K. Tokoro

    The International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making (IUKM 2020) 

    Presentation date： 2020.11

    Event date：
    2020.11
    　
    　

  • The Facility Location Problem with a Joint Probabilistic Constraint

    A. Suzuki, T. Fukuba, T. Shiina

    The International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making (IUKM 2020) 

    Presentation date： 2020.11

    Event date：
    2020.11
    　
    　

  • Unit commitment problem considering market transaction

    Ryusei Mikami, Takayuki Shiina, Ken-Ichi Tokoro

    IIAI AAI 2020, International Conference on Decision Science, Theory and Management (DSTM 2020) 

    Presentation date： 2020.09

    Event date：
    2020.09
    　
    　

  • Cutting plane method for the facility location problem with probabilistic constraints

    Atsuya Suzuki, Tomoki Fukuba, Takayuki Shiina

    IIAI AAI 2020, International Conference on Decision Science, Theory and Management (DSTM 2020) 

    Presentation date： 2020.09

    Event date：
    2020.09
    　
    　

  • Branch-and-price for the Split Delivery Vehicle Routing Problem

    Kosuke Tezuka, Jun Imaizumi, Takayuki Shiina

    Operations Research 2019 

    Presentation date： 2019

  • Optimization of Rolling Stock Rostering using Mutual Direct Operation

    Sota Nakano, Jun Imaizumi, Takayuki Shiina

    Operations Research 2019 

    Presentation date： 2019

  • Operational Plan for an Energy Plant Considering the Fluctuation of the Spot Price of Electricity

    Masato Dei, Tomoki Fukuba, Ken-ichi Tokoro

    Operations Research 2019 

    Presentation date： 2019

  • 分割を許す配送計画問題の列生成法による解法

    手塚洸佑, 今泉淳, 椎名孝之, 佐藤哲也

    スケジューリング学会2019シンポジウム 

    Presentation date： 2019

  • Stochastic programming with nonlinear recourse by piecewise linearlization - Application to operation to power plant -

    Tomoki Fukuba, Masato Dei, Takayuki Shiina, Ken-Ichi Tokoro, Tetsuya Sato

    ISS2019 – International Symposium on Scheduling 2019 

    Presentation date： 2019

  • Stochastic Programming for Energy Plant Operation

    Tomoki Fukuba, Takayuki Shiina, Ken-ichi Tokoro

    The 15th Annual Conference TAMC 2019, Theory and Applications of Models of Computation 

    Presentation date： 2019

  • 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

    荒金弘司, 佐藤哲也, 椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2019

  • 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

    北村拓海, 佐藤哲也, 今泉淳, 椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2019

  • 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

    永倉 英治, 霍 艶麗, 佐藤 哲也, 椎名 孝之

    日本経営工学会春季研究発表会 

    Presentation date： 2019

  • 確率計画法による貸出と返却を考慮した在庫融通問題

    荒金 弘司, 椎名 孝之, 佐藤 哲也

    日本経営工学会春季研究発表会 

    Presentation date： 2019

  • 住宅における蓄エネルギー機器の最適運転計画

    木俣 翔太, 佐藤 哲也, 椎名 孝之, 所 健一

    日本経営工学会春季研究発表会 

    Presentation date： 2019

  • 列生成法による鉄道車両の休日運用の作成

    今泉淳, 椎名孝之

    日本オペレーションズ・リサーチ学会秋季研究発表会 

    Presentation date： 2018.09

  • 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

    Sota Nakano, Jun Imaizumi, Takayuki Shiina

    Presentation date： 2018.09

  • 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

    Jun Imaizumi, Takayuki Shiina

    スケジューリングシンポジウム2018 

    Presentation date： 2018.09

  • Solution Algorithm for Time/Cost Trade-off Stochastic Project Scheduling Problem

    Takumi Kitamura, Takayuki Shiina

    OR2018 

    Presentation date： 2018.09

  • Algorithm for vehicle routing problem under uncertainty

    Shuichi Isomura, Tomoki Fukuba, Takayuki Shiina

    EURO2018 

    Presentation date： 2018.07

  • Energy plant operation and installation plan via stochastic programming

    Tomoki Fukuba, Shuichi Isomura, Takayuki Shiina

    EURO2018 

    Presentation date： 2018.07

  • 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

    Presentation date： 2018.06

  • 分割を許す配送計画問題の列生成法による解法

    Presentation date： 2018.05

  • 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

    出井雅人, 椎名孝之

    日本経営工学会 

    Presentation date： 2018.05

  • 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

    Presentation date： 2018.05

  • 鉄道ネットワーク拡張問題に対する確率計画法の応用

    高市智章, 李宜格, 椎名孝之, 森戸晋, 今泉淳

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2017.03

  • 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

    岡紗百合, 椎名孝之, 森戸晋

    日本経営工学会秋季大会 

    Presentation date： 2016.10

  • 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

    高市智章, 椎名孝之, 森戸晋, 今泉淳

    日本経営工学会秋季大会 

    Presentation date： 2016.10

  • Optimization Problem for Installation of Power Flow Controller

    T. Shiina, J. Imaizumi, S. Morito, C. Xu

    2016 Conference on Complex Systems 

    Presentation date： 2016.09

  • 鉄道車両運用計画における交番作成の数理計画モデル

    諸岡祐太, 福村直登, 椎名孝之, 今泉淳, 森戸晋

    日本オペレーションズ・リサーチ学会秋季研究発表会 

    Presentation date： 2016.09

  • A Column Generation Approach to Multi-period Railway Rolling Stock Assignment

    S. Morito, J. Imaizumi, M. Miura, T. Shiina

    International Conference on Operations Research 

    Presentation date： 2016.08

  • Optimization Problem for the Installation of Equipment to Control Power Flow

    T. Shiina, J. Imaizumi, S. Morito, C. Xu

    International Conference on Operations Research 

    Presentation date： 2016.08

  • Optimization of railway timetable by allocation of extra time supplements

    Takayuki Shiina, Susumu Morito, Jun Imaizumi

    OR2015, international conference on Operations Research 

    Presentation date： 2015.09

  • Optimizing allocation of running time supplements via stochastic programming

    Takayuki Shiina, Yuto Agehara, Susumu Morito, Jun Imaizumi

    International Symposium on Scheduling 2015 

    Presentation date： 2015.06

  • 確率計画法に基づく列車の余裕時分配分最適化

    揚原由統, 椎名孝之, 今泉淳, 森戸晋

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2015.03

  • Unit Commitment by Column Generation

    Takayuki Shiina, Takahiro Yurugi, Jun Imaizumi, Susumu Morito

    Operations Research 2014 

    Presentation date： 2014.09

  • ロジスティクスネットワーク再編成問題に対する確率計画法の応用

    椎名孝之, 伊佐勇人, 森戸晋, 今泉淳

    日本オペレーションズ・リサーチ学会 確率モデルシンポジウム 

    Presentation date： 2014.01

  • Solution method for inventory distribution problem

    Takayuki Shiina

    International Conference on Operations Research 2013 

    Presentation date： 2013.09

  • 発電機起動停止問題に対する列生成に基づく解法

    萬木貴大, 椎名孝之, 森戸晋, 今泉淳

    スケジューリングシンポジウム2013 

    Presentation date： 2013.09

  • 需要の不確実性を考慮したロジスティクス・ネットワーク再編成問題に対する数理計画アプローチ

    伊佐勇人, 椎名孝之, 森戸晋, 今泉淳

    スケジューリングシンポジウム2013 

    Presentation date： 2013.09

  • 不確実な状況下での在庫転送問題

    Takayuki Shiina, Hidenori Shima

    スケジューリングシンポジウム2012 

    Presentation date： 2012.09

  • Inventory distribution problem under uncertainty

    Takayuki Shiina

    ISMP2012 

    Presentation date： 2012.08

  • Stochastic programming with binary second stage variables

    International Conference on Computational Science, ICCS 2010  (Amsterdam, Netherlands) 

    Presentation date： 2010.06

  • Integer and Stochastic Programming Model for Capacity Expansion Problem

    20th International Symposium on Mathematical Programming  (Chicago, USA) 

    Presentation date： 2009.08

  • 確率計画法による予防的・緊急的在庫転送併用方策の定式化

    梅田真之, 椎名孝之, 今泉淳, 森戸晋

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2008.09

  • 並列機械ロットスケジューリング問題に対する確率計画モデル

    石渡健祐, 椎名孝之, 今泉淳, 森戸晋

    スケジューリングシンポジウム2008 

    Presentation date： 2008.09

  • 分散を考慮した確率計画問題

    椎名孝之, 多ヶ谷有, 森戸晋

    日本オペレーションズ・リサーチ学会秋季研究発表会 

    Presentation date： 2007.09

  • リスクを考慮した確率計画問題の解法

    椎名孝之, 多ヶ谷有, 森戸晋

    スケジューリングシンポジウム2007 

    Presentation date： 2007.09

  • Stochastic Programming with Integer Variables,

    T. Shiina

    The 2007 International Conference on Scientific Computing, Las Vegas, USA 

    Presentation date： 2007.06

  • 固定費を含む確率計画問題の解法

    椎名孝之, 多ヶ谷有, 西岡歩美, 森戸晋

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2007.03

  • リコース関数に固定費を有する確率計画問題の解法

    椎名孝之, 多ヶ谷有, 西岡歩美, 森戸晋

    スケジューリングシンポジウム2006 

    Presentation date： 2006.10

  • Stochastic Programming via Importance Sampling

    T. Shiina

    The 2006 International Conference on Scientific Computing, Las Vegas, USA 

    Presentation date： 2006.06

  • リコース関数に固定費を含む確率計画問題

    椎名孝之, 多ヶ谷有, 西岡歩美, 森戸晋

    日本オペレーションズ・リサーチ学会春季研究発表会 

    Presentation date： 2006.03

  • 発電機起動停止問題の解法について.

    椎名孝之, 渡邊勇

    スケジューリングシンポジウム2005. 

    Presentation date： 2005.10

  • Stochastic Programming via Monte Carlo Sampling.

    T. Shiina

    International Conference of Computational Science and its Applications(ICCSA 2005), Singapore. 

    Presentation date： 2005.05

  • 不確実な状況下での最適化.

    椎名孝之

    京都大学数理解析研究所 研究集会不確実性科学と意思決定の数理と応用. 

    Presentation date： 2004.11

  • Stochastic Programming Model in Electric Power Industry.

    T. Shiina

    SIAM annual conference, Portland, USA 

    Presentation date： 2004.07

  • 電源計画への確率計画法の応用.

    椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 2004.03

  • Mathematical Programming Model for Electric Power Capacity Expansion.

    T. Shiina

    INFORMS2003, Atlanta, USA. 

    Presentation date： 2003.10

  • 確率計画法の電気事業への応用.

    椎名孝之

    日本応用数理学会年会. 

    Presentation date： 2003.09

  • Lagrangian relaxation method for price-based unit commitment problem.

    T. Shiina

    ISMP2003, Copenhagen, Denmark. 

    Presentation date： 2003.08

  • 不確実な状況下での発電機起動停止問題.

    椎名孝之

    京都大学数理解析研究所 研究集会 不確定性の下での意思決定の数理. 

    Presentation date： 2002.11

  • 確率計画法による発電機起動停止問題

    椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 2002.09

  • Stochastic Unit Commitment Problem.

    T. Shiina, John R. Birge

    IFORS2002, Edinburgh, Scotland. 

    Presentation date： 2002.07

  • Stochastic Programming Model for Unit Commitment Problem.

    T. Shiina, John R. Birge

    京都大学数理解析研究所 研究集会 あいまいさと不確実性を含む状況の数理的意思決定. 

    Presentation date： 2001.11

  • Stochastic Programming Model for Concentrator Location Problem.

    T. Shiina

    ISMP2000, Atlanta, USA. 

    Presentation date： 2000.08

  • 多期間の確率計画モデルのコンピューターネットワーク設計への応用.

    椎名孝之

    日本応用数理学会年会. 

    Presentation date： 1999.10

  • L-shaped Method for Stochastic Integer Programming Problem.

    T. Shiina

    京都大学数理解析研究所 研究集会 不確実・不確定性のもとでの数理的決定理論. 

    Presentation date： 1999.10

  • Concentrator Location Problem with Stochastic Demand.

    T. Shiina

    IFIP TC7 Conference on System Modeling and Optimization, Cambridge, England. 

    Presentation date： 1999.07

  • 集線装置配置に対する整数計画モデル.

    椎名孝之

    統計数理研究所研究集会 最適化：モデリングとアルゴリズム. 

    Presentation date： 1999.03

  • コンピューターネットワーク設計に対する確率計画法の応用.

    椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 1999.03

  • Fractional Cutting Plane/Branch and Bound Algorithm for Concentrator Location Problem.

    T. Shiina

    SIAM Conference on Discrete Mathematics, Toronto, Canada. 

    Presentation date： 1998.07

  • ネットワーク設計の多重選択問題の解法.

    椎名孝之

    情報処理学会 数理モデル化と問題解決研究会. 

    Presentation date： 1997.05

  • 電力用通信網の伝送交換方式選定における切除平面/分枝限定法.

    椎名孝之, 下門信太郎

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 1997.03

  • 多重選択条件を持つネットワーク設計に対する解法.

    椎名孝之

    統計数理研究所研究集会 最適化：モデリングとアルゴリズム. 

    Presentation date： 1997.03

  • 電力設備補修計画の解法.

    椎名孝之

    情報処理学会問題発見とモデル化—現場の実例—シンポジウム. 

    Presentation date： 1996.12

  • 電力設備補修計画における整数計画モデル.

    椎名孝之

    日本オペレーションズ・リサーチ学会秋季研究発表会. 

    Presentation date： 1996.11

  • 電力設備補修計画における切除平面／分枝限定法.

    椎名孝之

    日本応用数理学会年会. 

    Presentation date： 1996.09

  • Stochastic Electric Power Supply Planning Model.

    T. Shiina

    IFORS97, Vancouver, Canada. 

    Presentation date： 1996.07

  • 電力需要の相関を考慮した確率的電力供給計画モデル.

    椎名孝之

    日本オペレーションズ・リサーチ学会秋季研究発表会. 

    Presentation date： 1995.10

  • 確率的電力供給計画モデル.

    椎名孝之

    日本オペレーションズ・リサーチ学会特設研究部会数理計画法研究会RAMPシンポジウム. 

    Presentation date： 1995.09

  • 確率的電気事業計画モデル.

    椎名孝之

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 1995.03

  • An Estimation of Energy Saving Potential by Allocation of Co-generation Systems.

    S. Sagai, Y. Fujii, T. Shiina

    IFIP TC7 Conference on System Modeling and Optimization, Compie`gne, France 

    Presentation date： 1993.07

  • パラメトリック最適化によるコジェネレーションシステム運転問題.

    椎名孝之, 佐賀井重雄

    日本オペレーションズ・リサーチ学会春季研究発表会. 

    Presentation date： 1993.05

  • 地理的要因を考慮に入れた高信頼度電力供給システムの構成.

    佐賀井重雄, 椎名孝之

    エネルギーシステム・経済コンファレンス. 

    Presentation date： 1993.02

  • コジェネレーションシステム運転問題-東京都区部における分析.

    椎名孝之, 佐賀井重雄

    第27回SSOR. 

    Presentation date： 1992.08

  • 多段階ロットサイズ問題の整数計画による解法.

    椎名孝之, 森戸晋

    日本オペレーションズ・リサーチ学会秋季大会. 

    Presentation date： 1991.10

  • 多段階ロットサイズ問題に対する妥当な不等式と強い定式化.

    椎名孝之

    第26回SSOR. 

    Presentation date： 1991.07

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Specific Research

  • 確率計画法のエネルギーシステムなどへの応用

    2021  

    　View Summary

    　電気事業者は時々刻々と変化する電力消費量に電力発電量が合致するように電力供給を行っている．電力需給バランスを常に保ちながら発電機を運用することで電気事業者は膨大な発電コストを抱えている．　このような問題の解決策としてデマンドレスポンス(以下、DR という) が注目されている．DR は電気料金の設定によって電力の需要を変動させる価格型と、一定の条件を満たした需要家に対してインセンティブを支払うインセンティブ型に大別することが出来る．　インセンティブ型のDRの中の一形式としてネガワット取引がある．これは電力会社と需要家との間で事前に一定量の電力需要削減を契約しておき、需要家が約束した日時に契約条件を満たした場合、インセンティブを受け取る仕組みのことである．この仕組みにより、需要家は電力需要の削減によってインセンティブを得られるメリットがある．また、電気事業者はこの取引を通して電力需要ピーク時の電力需要を抑えることで発電コストを抑えることが出来るメリットがある．　本研究では電力需要量の不確実性を考慮した上でネガワット取引を契約した需要家が利益を最大にするような運用方法についての確率計画法によるモデルを提案する．

  • 確率計画法のモデリングと効率的解法の研究

    2020  

    　View Summary

    プロジェクトの遂行において，作業の所要時間は作業の工数と作業へ投入される資源数によって決定される．資源の投入数を増加することによって，所要時間は短縮される．さらに資源の投入数の増加に伴い，作業にかかる費用は増加する．このような問題は，時間費用トレードオフ問題 (The Time/Cost Trade-off Problem) と呼ばれる．本研究では，時間と費用の関係が反比例の関係にあると仮定する．作業の所要時間が確率変数によって定義されるような曲線型時間費用トレードオフ問題に対して，確率計画法による定式化と解法および数値実験結果を示した．

  • 確率計画法における変動シナリオ設定法の研究

    2019  

    　View Summary

    確率計画法の応用として、エネルギーシステムの運用計画を考えた。太陽光、蓄電池、蓄熱層等を含むエネルギーシステム（コジェネレーション＋系統電力）に太陽光の不確実性を確率的変動として導入した場合の、運用最適化を考える。この問題には確率計画法により最適化を行うことで、蓄電池や蓄熱槽の現実的な運用を可能とした。そして、不確実状況下での電源運用最適化モデルの開発を行った。需要、卸電力市場価格、再エネ電源発電量、のそれぞれの不確実性を確率的変動として導入した場合の、電源運用最適化モデルを開発した。不確実性を表すモデルにおいては、個別シナリオを条件として最適化しても、シナリオ毎に得られる運用方法に整合性が得られないことがありうる。確定的な計画要因を明らかにしたうえで、変動する条件に従って運用を最適化しなければならない。このような運用のコストを最適化することを可能とした。また、プロジェクトに含まれる作業時間と費用のトレードオフを考慮したスケジューリング問題TCTP(Time Cost Tradeoff Problem)では、納期を重要視するモデルや、費用を重視するモデルが提案されているが、工数と資源の投入を考慮したモデルは少ない。工数＝作業時間×資源投入量と仮定すると、作業時間は資源投入量の非線形関数となるため、取り扱いが難しい問題となるためである。しかも資源投入量は離散値に限定されるため、確率変動を考慮した整数計画問題を示した。

  • 確率計画法の効率的解法の研究と応用

    2016  

    　View Summary

    確率計画法に基づく鉄道ダイヤの最適化本研究では，鉄道における余裕時分配分の最適化問題を考え、遅延の期待値を最小化するように，余裕時分を最適配分する確率計画モデルとその解法を示した．ネットワーク拡張問題に対する確率計画法の応用本研究では、鉄道などの交通ネットワークへの多期間にわたる投資決定問題を対象とし、L-shaped法を用いることで計算時間を短縮することを可能にした。このような計画手法は、日本では都市の基幹交通を補完するようなLRTなどの導入計画に応用することが可能である。エネルギー供給システムにおける潮流制御機器の設置最適化手法エネルギー供給システムにおける潮流制御機器設置問題は（非線形）非凸型制約を有する組合せ最適化問題であり、通常の数理計画ソフトウェアを用いても解けない困難な問題であった。本研究では，近似手法により効率的な計算を行う手法を開発し、複数のシナリオを考慮した最適化を行うことを可能とした。

 

Syllabus

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Committee Memberships

  • 2021.06
    -
    Now

    日本経営工学会  論文誌編集委員長

  • 2018.04
    -
    Now

    日本オペレーションズ・リサーチ学会  渉外理事

  • 2017
    -
    Now

    日本オペレーションズ・リサーチ学会  渉外委員

  • 2006
    -
    2008

    日本応用数理学会  評議員

  • 2002
    -
    2007

    日本オペレーションズ・リサーチ学会  研究普及委員

  • 1997
    -
    2000

    日本オペレーションズ・リサーチ学会  機関誌編集委員

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