1. Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty
- Author
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Roussos Dimitrakopoulos and Amina Lamghari
- Subjects
Mathematical optimization ,Information Systems and Management ,General Computer Science ,Computer science ,Open-pit mine production scheduling ,0211 other engineering and technologies ,Scheduling (production processes) ,Open-pit mining ,Metaheuristics ,02 engineering and technology ,Management Science and Operations Research ,Progressive hedging method ,010502 geochemistry & geophysics ,01 natural sciences ,Industrial and Manufacturing Engineering ,symbols.namesake ,Modelling and Simulation ,Metaheuristic ,0105 earth and related environmental sciences ,Lagrangian relaxation ,021103 operations research ,business.industry ,Heuristic ,Sliding time window heuristic ,Modeling and Simulation ,symbols ,Stochastic optimization ,business ,Heuristics - 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.
- Published
- 2016
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