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

Amina Lamghari and Roussos Dimitrakopoulos

European Journal of Operational Research, 2016, vol. 253, issue 3, 843-855

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.

Keywords: Open-pit mine production scheduling; Progressive hedging method; Lagrangian relaxation; Sliding time window heuristic; Metaheuristics (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:253:y:2016:i:3:p:843-855

DOI: 10.1016/j.ejor.2016.03.007

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