IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v64y2016i4p771-793.html
   My bibliography  Save this article

Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing

Author

Listed:
  • Thomas W. M. Vossen

    (Leeds School of Business, University of Colorado at Boulder, Boulder, Colorado 80309)

  • R. Kevin Wood

    (Operations Research Department, Naval Postgraduate School, Monterey, California 93943)

  • Alexandra M. Newman

    (Department of Mechanical Engineering, Colorado School of Mines, Golden, Colorado 80401)

Abstract

The open-pit mine block sequencing problem (OPBS) models a deposit of ore and surrounding material near the Earth’s surface as a three-dimensional grid of blocks. A solution in discretized time identifies a profit-maximizing extraction (mining) schedule for the blocks. Our model variant, a mixed-integer program (MIP), presumes a predetermined destination for each extracted block, namely, processing plant or waste dump. The MIP incorporates standard constructs but also adds not-so-standard lower bounds on resource consumption in each time period and allows fractional block extraction in a novel fashion while still enforcing pit-wall slope restrictions. A new extension of nested Benders decomposition, “hierarchical” Benders decomposition (HBD), solves the MIP’s linear-programming relaxation. HBD exploits time-aggregated variables and can recursively decompose a model into a master problem and two subproblems rather than the usual single subproblem. A specialized branch-and-bound heuristic then produces high-quality, mixed-integer solutions. Medium-sized problems (e.g., 25,000 blocks and 20 time periods) solve to near optimality in minutes. To the best of our knowledge, these computational results are the best known for instances of OPBS that enforce lower bounds on resource consumption.

Suggested Citation

  • Thomas W. M. Vossen & R. Kevin Wood & Alexandra M. Newman, 2016. "Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing," Operations Research, INFORMS, vol. 64(4), pages 771-793, August.
  • Handle: RePEc:inm:oropre:v:64:y:2016:i:4:p:771-793
    DOI: 10.1287/opre.2016.1516
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.2016.1516
    Download Restriction: no

    File URL: https://libkey.io/10.1287/opre.2016.1516?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Renaud Chicoisne & Daniel Espinoza & Marcos Goycoolea & Eduardo Moreno & Enrique Rubio, 2012. "A New Algorithm for the Open-Pit Mine Production Scheduling Problem," Operations Research, INFORMS, vol. 60(3), pages 517-528, June.
    2. W. Lambert & A. Newman, 2014. "Tailored Lagrangian Relaxation for the open pit block sequencing problem," Annals of Operations Research, Springer, vol. 222(1), pages 419-438, November.
    3. Gerald Brown & Joseph Keegan & Brian Vigus & Kevin Wood, 2001. "The Kellogg Company Optimizes Production, Inventory, and Distribution," Interfaces, INFORMS, vol. 31(6), pages 1-15, December.
    4. J. T. Linderoth & M. W. P. Savelsbergh, 1999. "A Computational Study of Search Strategies for Mixed Integer Programming," INFORMS Journal on Computing, INFORMS, vol. 11(2), pages 173-187, May.
    5. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    6. Ravindra K. Ahuja & Dorit S. Hochbaum & James B. Orlin, 2003. "Solving the Convex Cost Integer Dual Network Flow Problem," Management Science, INFORMS, vol. 49(7), pages 950-964, July.
    7. Rafael Epstein & Marcel Goic & Andrés Weintraub & Jaime Catalán & Pablo Santibáñez & Rodolfo Urrutia & Raúl Cancino & Sergio Gaete & Augusto Aguayo & Felipe Caro, 2012. "Optimizing Long-Term Production Plans in Underground and Open-Pit Copper Mines," Operations Research, INFORMS, vol. 60(1), pages 4-17, February.
    8. Ramazan, Salih, 2007. "The new Fundamental Tree Algorithm for production scheduling of open pit mines," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1153-1166, March.
    9. Dorit S. Hochbaum & Anna Chen, 2000. "Performance Analysis and Best Implementations of Old and New Algorithms for the Open-Pit Mining Problem," Operations Research, INFORMS, vol. 48(6), pages 894-914, December.
    10. Kavinesh J. Singh & Andy B. Philpott & R. Kevin Wood, 2009. "Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems," Operations Research, INFORMS, vol. 57(5), pages 1271-1286, October.
    11. A. M. Geoffrion & G. W. Graves, 1974. "Multicommodity Distribution System Design by Benders Decomposition," Management Science, INFORMS, vol. 20(5), pages 822-844, January.
    12. John R. Birge, 1997. "State-of-the-Art-Survey---Stochastic Programming: Computation and Applications," INFORMS Journal on Computing, INFORMS, vol. 9(2), pages 111-133, May.
    13. W. Brian Lambert & Andrea Brickey & Alexandra M. Newman & Kelly Eurek, 2014. "Open-Pit Block-Sequencing Formulations: A Tutorial," Interfaces, INFORMS, vol. 44(2), pages 127-142, April.
    14. Henry Gabbay, 1979. "Multi-Stage Production Planning," Management Science, INFORMS, vol. 25(11), pages 1138-1148, November.
    15. C. Roger Glassey, 1973. "Nested Decomposition and Multi-Stage Linear Programs," Management Science, INFORMS, vol. 20(3), pages 282-292, November.
    16. Hummeltenberg, Wilhelm, 1984. "Implementations of special ordered sets in MP software," European Journal of Operational Research, Elsevier, vol. 17(1), pages 1-15, July.
    17. Gondzio, J. & Sarkissian, R. & Vial, J.-P., 1997. "Using an interior point method for the master problem in a decomposition approach," European Journal of Operational Research, Elsevier, vol. 101(3), pages 577-587, September.
    18. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
    19. C. Roger Glassey, 1971. "Dynamic Linear Programs for Production Scheduling," Operations Research, INFORMS, vol. 19(1), pages 45-56, February.
    20. Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nancel-Penard, Pierre & Morales, Nelson & Cornillier, Fabien, 2022. "A recursive time aggregation-disaggregation heuristic for the multidimensional and multiperiod precedence-constrained knapsack problem: An application to the open-pit mine block sequencing problem," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1088-1099.
    2. Zeng, Lanyan & Liu, Shi Qiang & Kozan, Erhan & Corry, Paul & Masoud, Mahmoud, 2021. "A comprehensive interdisciplinary review of mine supply chain management," Resources Policy, Elsevier, vol. 74(C).
    3. Cinna Seifi & Marco Schulze & Jürgen Zimmermann, 2021. "Solution procedures for block selection and sequencing in flat-bedded potash underground mines," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(2), pages 409-440, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nancel-Penard, Pierre & Morales, Nelson & Cornillier, Fabien, 2022. "A recursive time aggregation-disaggregation heuristic for the multidimensional and multiperiod precedence-constrained knapsack problem: An application to the open-pit mine block sequencing problem," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1088-1099.
    2. Jélvez, Enrique & Morales, Nelson & Nancel-Penard, Pierre & Cornillier, Fabien, 2020. "A new hybrid heuristic algorithm for the Precedence Constrained Production Scheduling Problem: A mining application," Omega, Elsevier, vol. 94(C).
    3. Chung, Joyce & Asad, Mohammad Waqar Ali & Topal, Erkan, 2022. "Timing of transition from open-pit to underground mining: A simultaneous optimisation model for open-pit and underground mine production schedules," Resources Policy, Elsevier, vol. 77(C).
    4. Zhang, Jian & Nault, Barrie R. & Dimitrakopoulos, Roussos G., 2019. "Optimizing a mineral value chain with market uncertainty using benders decomposition," European Journal of Operational Research, Elsevier, vol. 274(1), pages 227-239.
    5. Zeng, Lanyan & Liu, Shi Qiang & Kozan, Erhan & Corry, Paul & Masoud, Mahmoud, 2021. "A comprehensive interdisciplinary review of mine supply chain management," Resources Policy, Elsevier, vol. 74(C).
    6. Jonas Christoffer Villumsen & Joe Naoum‐Sawaya, 2016. "Column generation for stochastic green telecommunication network planning with switchable base stations," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(5), pages 351-366, August.
    7. Zhouchun Huang & Qipeng P. Zheng & Andrew L. Liu, 2022. "A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1919-1939, July.
    8. Jélvez, Enrique & Morales, Nelson & Nancel-Penard, Pierre & Peypouquet, Juan & Reyes, Patricio, 2016. "Aggregation heuristic for the open-pit block scheduling problem," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1169-1177.
    9. Gonzalo Muñoz & Daniel Espinoza & Marcos Goycoolea & Eduardo Moreno & Maurice Queyranne & Orlando Rivera Letelier, 2018. "A study of the Bienstock–Zuckerberg algorithm: applications in mining and resource constrained project scheduling," Computational Optimization and Applications, Springer, vol. 69(2), pages 501-534, March.
    10. O’Sullivan, Dónal & Newman, Alexandra, 2015. "Optimization-based heuristics for underground mine scheduling," European Journal of Operational Research, Elsevier, vol. 241(1), pages 248-259.
    11. Samavati, Mehran & Essam, Daryl & Nehring, Micah & Sarker, Ruhul, 2017. "A methodology for the large-scale multi-period precedence-constrained knapsack problem: an application in the mining industry," International Journal of Production Economics, Elsevier, vol. 193(C), pages 12-20.
    12. Andrew Allman & Qi Zhang, 2021. "Branch-and-price for a class of nonconvex mixed-integer nonlinear programs," Journal of Global Optimization, Springer, vol. 81(4), pages 861-880, December.
    13. W. Lambert & A. Newman, 2014. "Tailored Lagrangian Relaxation for the open pit block sequencing problem," Annals of Operations Research, Springer, vol. 222(1), pages 419-438, November.
    14. Daniel Espinoza & Marcos Goycoolea & Eduardo Moreno & Alexandra Newman, 2013. "MineLib: a library of open pit mining problems," Annals of Operations Research, Springer, vol. 206(1), pages 93-114, July.
    15. Huang, Zhouchun & Zheng, Qipeng Phil, 2020. "A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract," European Journal of Operational Research, Elsevier, vol. 287(3), pages 1036-1051.
    16. N. Edirisinghe & E. Patterson, 2007. "Multi-period stochastic portfolio optimization: Block-separable decomposition," Annals of Operations Research, Springer, vol. 152(1), pages 367-394, July.
    17. Michelle L. Blom & Adrian R. Pearce & Peter J. Stuckey, 2016. "A Decomposition-Based Algorithm for the Scheduling of Open-Pit Networks Over Multiple Time Periods," Management Science, INFORMS, vol. 62(10), pages 3059-3084, October.
    18. Allman, Andrew & Zhang, Qi, 2020. "Dynamic location of modular manufacturing facilities with relocation of individual modules," European Journal of Operational Research, Elsevier, vol. 286(2), pages 494-507.
    19. Samavati, Mehran & Essam, Daryl & Nehring, Micah & Sarker, Ruhul, 2017. "A local branching heuristic for the open pit mine production scheduling problem," European Journal of Operational Research, Elsevier, vol. 257(1), pages 261-271.
    20. Benjamin Johnson & Alexandra Newman & Jeffrey King, 2017. "Optimizing high-level nuclear waste disposal within a deep geologic repository," Annals of Operations Research, Springer, vol. 253(2), pages 733-755, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:64:y:2016:i:4:p:771-793. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.