Solving Large-scale Open Pit Mining Production Scheduling Problems by Integer Programming

Please always quote using this URN: urn:nbn:de:0297-zib-11389
  • Since the initial application of mathematical optimisation methods to mine planning in 1965, the Lerchs-Grossmann algorithm for computing the ultimate pit limit, operations researchers have worked on a variety of challenging problems in the area of open pit mining. This thesis focuses on the open pit mining production scheduling problem: Given the discretisation of an orebody as a block model, determine the sequence in which the blocks should be removed from the pit, over the lifespan of the mine, such that the net present value of the mining operation is maximised. In practise, when some material has been removed from the pit, it must be processed further in order to extract the valuable elements contained therein. If the concentration of valuable elements is not sufficiently high, the material is discarded as waste or stockpiled. Realistically-sized block models can contain hundreds of thousands of blocks. A common approach to render these problem instances computationally tractable is the aggregation of blocks to larger scheduling units. The thrust of this thesis is the investigation of a new mixed-integer programming formulation for the open pit mining production scheduling problem, which allows for processing decisions to be made at block level, while the actual mining schedule is still computed at aggregate level. A drawback of this model in its full form is the large number of additional variables needed to model the processing decisions. One main result of this thesis shows how these processing variables can be aggregated efficiently to reduce the problem size significantly, while practically incurring no loss in net present value. The second focus is on the application of lagrangean relaxation to the resource constraints. Using a result of Möhring et al. (2003) for project scheduling, the lagrangean relaxation can be solved efficiently via minimum cut computations in a weighted digraph. Experiments with a bundle algorithm implementation by Helmberg showed how the lagrangean dual can be solved within a small fraction of the time required by standard linear programming algorithms, while yielding practically the same dual bound. Finally, several problem-specific heuristics are presented together with computational results: two greedy sub-MIP start heuristics and a large neighbourhood search heuristic. A combination of a lagrangean-based start heuristic followed by a large neighbourhood search proved to be effective in generating solutions with objective values within a 0.05% gap of the optimum.

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Metadaten
Author:Ambros M. Gleixner
Document Type:Master's Thesis
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B30 Production models
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B35 Scheduling theory, deterministic [See also 68M20]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C06 Large-scale problems
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C90 Applications of mathematical programming
Granting Institution:Technische Universität Berlin
Advisor:Rolf Möhring
Publishing Institution:Zuse Institute Berlin (ZIB)
Date of first Publication:2009/07/14

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