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Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty

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  • Lamghari, Amina
  • Dimitrakopoulos, Roussos

Abstract

Scheduling production in open-pit mines is characterized by uncertainty about the metal content of the orebody (the reserve) and leads to a complex large-scale mixed-integer stochastic optimization problem. In this paper, a two-phase solution approach based on Rockafellar and Wets’ progressive hedging algorithm (PH) is proposed. PH is used in phase I where the problem is first decomposed by partitioning the set of scenarios modeling metal uncertainty into groups, and then the sub-problems associated with each group are solved iteratively to drive their solutions to a common solution. In phase II, a strategy exploiting information obtained during the PH iterations and the structure of the problem under study is used to reduce the size of the original problem, and the resulting smaller problem is solved using a sliding time window heuristic based on a fix-and-optimize scheme. Numerical results show that this approach is efficient in finding near-optimal solutions and that it outperforms existing heuristics for the problem under study.

Suggested Citation

  • Lamghari, Amina & Dimitrakopoulos, Roussos, 2016. "Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty," European Journal of Operational Research, Elsevier, vol. 253(3), pages 843-855.
    • Handle: RePEc:eee:ejores:v:253:y:2016:i:3:p:843-855
    DOI: 10.1016/j.ejor.2016.03.007
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    References listed on IDEAS

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    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    2. M W A Asad & R Dimitrakopoulos, 2013. "Implementing a parametric maximum flow algorithm for optimal open pit mine design under uncertain supply and demand," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(2), pages 185-197, February.
    3. Haugen, Kjetil K. & Lokketangen, Arne & Woodruff, David L., 2001. "Progressive hedging as a meta-heuristic applied to stochastic lot-sizing," European Journal of Operational Research, Elsevier, vol. 132(1), pages 116-122, July.
    4. Alexandra M. Newman & Enrique Rubio & Rodrigo Caro & Andrés Weintraub & Kelly Eurek, 2010. "A Review of Operations Research in Mine Planning," Interfaces, INFORMS, vol. 40(3), pages 222-245, June.
    5. Lamghari, Amina & Dimitrakopoulos, Roussos, 2012. "A diversified Tabu search approach for the open-pit mine production scheduling problem with metal uncertainty," European Journal of Operational Research, Elsevier, vol. 222(3), pages 642-652.
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    Cited by:

    1. Noriega, Roberto & Pourrahimian, Yashar & Ben-Awuah, Eugene, 2020. "A two-step mathematical programming framework for undercut horizon optimization in block caving mines," Resources Policy, Elsevier, vol. 65(C).
    2. Alvarez, Aldair & Cordeau, Jean-François & Jans, Raf & Munari, Pedro & Morabito, Reinaldo, 2021. "Inventory routing under stochastic supply and demand," Omega, Elsevier, vol. 102(C).
    3. Franco-Sepúlveda, Giovanni & Del Rio-Cuervo, Juan Camilo & Pachón-Hernández, María Angélica, 2019. "State of the art about metaheuristics and artificial neural networks applied to open pit mining," Resources Policy, Elsevier, vol. 60(C), pages 125-133.
    4. Ramon Faganello Fachini & Vinícius Amaral Armentano & Franklina Maria Bragion Toledo, 2022. "A Granular Local Search Matheuristic for a Heterogeneous Fleet Vehicle Routing Problem with Stochastic Travel Times," Networks and Spatial Economics, Springer, vol. 22(1), pages 33-64, March.
    5. Fadda, Edoardo & Perboli, Guido & Tadei, Roberto, 2019. "A progressive hedging method for the optimization of social engagement and opportunistic IoT problems," European Journal of Operational Research, Elsevier, vol. 277(2), pages 643-652.
    6. Kamyar Tolouei & Ehsan Moosavi & Mehran Gholinejad, 2024. "Solving LTPSOP in open-pit mines using Gaussian process and human mental search," OPSEARCH, Springer;Operational Research Society of India, vol. 61(3), pages 1061-1092, September.
    7. Nelis, Gonzalo & Morales, Nelson & Jelvez, Enrique, 2023. "Optimal mining cut definition and short-term open pit production scheduling under geological uncertainty," Resources Policy, Elsevier, vol. 81(C).
    8. Noriega, Roberto & Pourrahimian, Yashar, 2022. "A systematic review of artificial intelligence and data-driven approaches in strategic open-pit mine planning," Resources Policy, Elsevier, vol. 77(C).
    9. Enrique Jelvez & Julian Ortiz & Nelson Morales Varela & Hooman Askari-Nasab & Gonzalo Nelis, 2023. "A Multi-Stage Methodology for Long-Term Open-Pit Mine Production Planning under Ore Grade Uncertainty," Mathematics, MDPI, vol. 11(18), pages 1-19, September.
    10. Menezes, Gustavo Campos & dos Santos Corrêa, Juliano, 2022. "Model and algorithms applied to Short-Term Integrated Programming Problem in Mines," Resources Policy, Elsevier, vol. 79(C).

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