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Canessa, G.; Gallego, J.A.; Ntaimo, L.; Pagnoncelli, B.K. |
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Title |
An algorithm for binary linear chance-constrained problems using IIS |
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Year |
2019 |
Publication |
Computational Optimization And Applications |
Abbreviated Journal |
Comput. Optim. Appl. |
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Volume |
72 |
Issue |
3 |
Pages |
589-608 |
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Keywords |
Chance-constrained programming; Infeasible irreducible subsystems; Integer programming |
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Abstract |
We propose an algorithm based on infeasible irreducible subsystems to solve binary linear chance-constrained problems with random technology matrix. By leveraging on the problem structure we are able to generate good quality upper bounds to the optimal value early in the algorithm, and the discrete domain is used to guide us efficiently in the search of solutions. We apply our methodology to individual and joint binary linear chance-constrained problems, demonstrating the ability of our approach to solve those problems. Extensive numerical experiments show that, in some cases, the number of nodes explored by our algorithm is drastically reduced when compared to a commercial solver. |
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[Canessa, Gianpiero] Univ Adolfo Ibanez, Diagonal Torres 2640, Santiago 7941169, Chile, Email: gianpiero.canessa@edu.uai.cl |
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Springer |
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English |
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0926-6003 |
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WOS:000463792400003 |
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UAI @ eduardo.moreno @ |
Serial |
996 |
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Author |
Canessa, G.; Moreno, E.; Pagnoncelli, B.K. |
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Title |
The risk-averse ultimate pit problem |
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Year |
2021 |
Publication |
Optimization And Engineering |
Abbreviated Journal |
Optim. Eng. |
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Volume |
22 |
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Pages |
2655-2678 |
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Keywords |
Ultimate pit; Mining; Risk-averse optimization; Integer programming |
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Abstract |
In this work, we consider a risk-averse ultimate pit problem where the grade of the mineral is uncertain. We derive conditions under which we can generate a set of nested pits by varying the risk level instead of using revenue factors. We propose two properties that we believe are desirable for the problem: risk nestedness, which means the pits generated for different risk aversion levels should be contained in one another, and additive consistency, which states that preferences in terms of order of extraction should not change if independent sectors of the mine are added as precedences. We show that only an entropic risk measure satisfies these properties and propose a two-stage stochastic programming formulation of the problem, including an efficient approximation scheme to solve it. We illustrate our approach in a small self-constructed example, and apply our approximation scheme to a real-world section of the Andina mine, in Chile. |
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[Canessa, Gianpiero] Univ Adolfo Ibanez, PhD Program Ind Engn & Operat Res, Diagonal Las Torres 2640, Santiago 7941169, Chile, Email: canessa@kth.se |
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Springer |
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English |
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1389-4420 |
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WOS:000557140000001 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
1219 |
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Author |
Letelier, O.R.; Clautiaux, F.; Sadykov, R. |
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Title |
Bin Packing Problem with Time Lags |
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2022 |
Publication |
Informs Journal On Computing |
Abbreviated Journal |
INFORMS J. Comput. |
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Early Access |
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Keywords |
integer programming; algorithms; cutting planes; branch and bound; production-scheduling; cutting stock; relaxation |
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Abstract |
We introduce and motivate several variants of the bin packing problem where bins are assigned to time slots, and minimum and maximum lags are required between some pairs of items. We suggest two integer programming formulations for the general problem: a compact one and a stronger formulation with an exponential number of variables and constraints. We propose a branch-cut-and-price approach that exploits the latter formulation. For this purpose, we devise separation algorithms based on a mathematical characterization of feasible assignments for two important special cases of the problem: when the number of possible bins available at each period is infinite and when this number is limited to one and time lags are nonnegative. Computational experiments are reported for instances inspired from a real-case application of chemical treatment planning in vineyards, as well as for literature instances for special cases of the problem. The experimental results show the efficiency of our branch-cutand-price approach, as it outperforms the compact formulation on newly proposed instances and is able to obtain improved lower and upper bounds for literature instances. Summary of Contribution: The paper considers a new variant of the bin packing problem, which is one of the most important problems in operations research. A motivation for introducing this variant is given, as well as a real-life application. We present a novel and original exact branch-cut-and-price algorithm for the problem. We implement this algorithm, and we present the results of extensive computational experiments. The results show a very good performance of our algorithm. We give several research directions that can be followed by subsequent researchers to extend our contribution to more complex and generic problems. |
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1091-9856 |
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Notes |
WOS:000804384300001 |
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Call Number |
UAI @ alexi.delcanto @ |
Serial |
1588 |
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Author |
Letelier, O.R.; Espinoza, D.; Goycoolea, M.; Moreno, E.; Munoz, G. |
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Title |
Production Scheduling for Strategic Open Pit Mine Planning: A Mixed-Integer Programming Approach |
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Year |
2020 |
Publication |
Operations Research |
Abbreviated Journal |
Oper. Res. |
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Volume |
68 |
Issue |
5 |
Pages |
1425-1444 |
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Keywords |
open pit mining; production scheduling; column generation; heuristics; cutting planes; integer programming applications |
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Abstract |
Given a discretized representation of an ore body known as a block model, the open pit mining production scheduling problem that we consider consists of defining which blocks to extract, when to extract them, and how or whether to process them, in such a way as to comply with operational constraints and maximize net present value. Although it has been established that this problem can be modeled with mixed-integer programming, the number of blocks used to represent real-world mines (millions) has made solving large instances nearly impossible in practice. In this article, we introduce a new methodology for tackling this problem and conduct computational tests using real problem sets ranging in size from 20,000 to 5,000,000 blocks and spanning 20 to 50 time periods. We consider both direct block scheduling and bench-phase scheduling problems, with capacity, blending, and minimum production constraints. Using new preprocessing and cutting planes techniques, we are able to reduce the linear programming relaxation value by up to 33%, depending on the instance. Then, using new heuristics, we are able to compute feasible solutions with an average gap of 1.52% relative to the previously computed bound. Moreover, after four hours of running a customized branch-and-bound algorithm on the problems with larger gaps, we are able to further reduce the average from 1.52% to 0.71%. |
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Address |
[Rivera Letelier, Orlando] Univ Adolfo Ibanez, Doctoral Program Ind Engn & Operat Res, Santiago 7941169, Chile, Email: orlando.rivera@uai.cl; |
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Informs |
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English |
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0030-364x |
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Notes |
WOS:000574409100008 |
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Call Number |
UAI @ alexi.delcanto @ |
Serial |
1250 |
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Author |
Moreno, E.; Rezakhah, M.; Newman, A.; Ferreira, F. |
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Title |
Linear models for stockpiling in open-pit mine production scheduling problems |
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Year |
2017 |
Publication |
European Journal Of Operational Research |
Abbreviated Journal |
Eur. J. Oper. Res. |
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Volume |
260 |
Issue |
1 |
Pages |
212-221 |
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Keywords |
OR in natural resources; Stockpiling; Linear and integer programming; Mine planning; Open pit mining |
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Abstract |
The open pit mine production scheduling (OPMPS) problem seeks to determine when, if ever, to extract each notional, three-dimensional block of ore and/or waste in a deposit and what to do with each, e.g., send it to a particular processing plant or to the waste dump. This scheduling model maximizes net present value subject to spatial precedence constraints, and resource capacities. Certain mines use stockpiles for blending different grades of extracted material, storing excess until processing capacity is available, or keeping low-grade ore for possible future processing. Common models assume that material in these stockpiles, or “buckets,” is theoretically immediately mixed and becomes homogeneous. We consider stockpiles as part of our open pit mine scheduling strategy, propose multiple models to solve the OPMPS problem, and compare the solution quality and tractability of these linear-integer and nonlinear-integer models. Numerical experiments show that our proposed models are tractable, and correspond to instances which can be solved in a few seconds up to a few minutes in contrast to previous nonlinear models that fail to solve. (C) 2016 Elsevier B.V. All rights reserved. |
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Address |
[Moreno, Eduardo; Ferreira, Felipe] Univ Adolfo Ibanez, Fac Sci & Engn, Avda Diagonal Torres 2700, Santiago, Chile, Email: eduardo.moreno@uai.cl; |
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Elsevier Science Bv |
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English |
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0377-2217 |
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WOS:000396952000018 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
715 |
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Author |
Moreno, S.; Pereira, J.; Yushimito, W. |
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Title |
A hybrid K-means and integer programming method for commercial territory design: a case study in meat distribution |
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Year |
2020 |
Publication |
Annals Of Operations Research |
Abbreviated Journal |
Ann. Oper. Res. |
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Volume |
286 |
Issue |
1-2 |
Pages |
87-117 |
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Keywords |
Territorial design; Clustering; K-means; Integer programming; Case study |
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Abstract |
The objective of territorial design for a distribution company is the definition of geographic areas that group customers. These geographic areas, usually called districts or territories, should comply with operational rules while maximizing potential sales and minimizing incurred costs. Consequently, territorial design can be seen as a clustering problem in which clients are geographically grouped according to certain criteria which usually vary according to specific objectives and requirements (e.g. costs, delivery times, workload, number of clients, etc.). In this work, we provide a novel hybrid approach for territorial design by means of combining a K-means-based approach for clustering construction with an optimization framework. The K-means approach incorporates the novelty of using tour length approximation techniques to satisfy the conditions of a pork and poultry distributor based in the region of Valparaiso in Chile. The resulting method proves to be robust in the experiments performed, and the Valparaiso case study shows significant savings when compared to the original solution used by the company. |
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[Moreno, Sebastian; Pereira, Jordi; Yushimito, Wilfredo] Univ Adolfo Ibanez, Fac Engn & Sci, Av Padre Hurtado 750, Vina Del Mar, Chile, Email: sebastian.moreno@uai.cl; |
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Springer |
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English |
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0254-5330 |
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WOS:000511564300005 |
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UAI @ eduardo.moreno @ |
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1105 |
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Author |
Ogunmodede, O.; Lamas, P.; Brickey, A.; Bogin, G.; Newman, A. |
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Title |
Underground production scheduling with ventilation and refrigeration considerations |
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Year |
2022 |
Publication |
Optimization And Engineering |
Abbreviated Journal |
Optim. Eng. |
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Volume |
23 |
Issue |
3 |
Pages |
1677-1705 |
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Keywords |
Underground mine scheduling; Integer programming applications; Resource-constrained project scheduling; Ventilation; Diesel equipment; Refrigeration |
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Abstract |
Underground mine production scheduling determines when, if ever, activities associated with the extraction of ore should be executed. The accumulation of heat in the mine where operators are working is a major concern. At the time of this writing, production scheduling and ventilation decisions are not made in concert. Correspondingly, heat limitations are largely ignored. Our mixed-integer program maximizes net present value subject to constraints on precedence, and mill and extraction capacities with the consideration of heat using thermodynamic principles, while affording the option of activating refrigeration to mitigate heat accumulation. In seconds to hours, depending on the problem size (up to thousands of activities and 900 daily time periods), a corresponding methodology that exploits the mathematical problem structure provides schedules that maintain a safe working environment for mine operators; optimality gaps are no more than 15% and average less than half that for otherwise-intractable instances. |
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1389-4420 |
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WOS:000741919400001 |
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Call Number |
UAI @ alexi.delcanto @ |
Serial |
1519 |
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Author |
Rezakhah, M.; Moreno, E.; Newman, A. |
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Title |
Practical performance of an open pit mine scheduling model considering blending and stockpiling |
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Year |
2020 |
Publication |
Computers & Operations Research |
Abbreviated Journal |
Comput. Oper. Res. |
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Volume |
115 |
Issue |
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Pages |
12 pp |
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Keywords |
Stockpiling; Linear and integer programming; Mine planning; Open pit mining; Software |
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Open pit mine production scheduling (OPMPS) is a decision problem which seeks to maximize net present value (NPV) by determining the extraction time of each block of ore and/or waste in a deposit and the destination to which this block is sent, e.g., a processing plant or waste dump. Spatial precedence constraints are imposed, as are resource capacities. Stockpiles can be used to maintain low-grade ore for future processing, to store extracted material until processing capacity is available, and/or to blend material based on single or multiple block characteristics (i.e., metal grade and/or contaminant). We adapt an existing integer-linear program to an operational polymetallic (gold and copper) open pit mine, in which the stockpile is used to blend materials based on multiple block characteristics, and call it ((P) over cap (la)). We observe that the linear programming relaxation of our objective function is unimodal for different grade combinations (metals and contaminants) in the stockpile, which allows us to search systematically for an optimal grade combination while exploiting the linear structure of our optimization model. We compare the schedule of ((P) over cap (la)) with that produced by (P-ns) which does not consider stockpiling, and with ((P) over tilde (la)), which controls only the metal content in the stockpile and ignores the contaminant level at the mill and in the stockpile. Our proposed solution technique provides schedules for large instances in a few seconds up to a few minutes with significantly different stockpiling and material flow strategies depending on the model. We show that our model improves the NPV of the project while satisfying operational constraints. (C) 2019 Elsevier Ltd. All rights reserved. |
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[Rezakhah, Mojtaba] Tarbiat Modares Univ, Engn Dept, POB 14115411, Tehran, Iran, Email: m.rezakhah@modares.ac.ir; |
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Pergamon-Elsevier Science Ltd |
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English |
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0305-0548 |
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WOS:000514218600009 |
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UAI @ eduardo.moreno @ |
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1161 |
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Author |
Torres, N.; Greivel, G.; Betz, J.; Moreno, E.; Newman, A.; Thomas, B. |
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Title |
Optimizing steel coil production schedules under continuous casting and hot rolling |
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Year |
2024 |
Publication |
European Journal Of Operational Research |
Abbreviated Journal |
Eur. J. Oper. Res. |
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Volume |
314 |
Issue |
2 |
Pages |
496-508 |
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Integer programming; Large-scale optimization; Scheduling; Steel production; Continuous casting |
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In continuous steel casting operations, heats of molten steel are alloyed and refined in ladles, continuously cast and cut into slabs, and hot-rolled into coils. We present a mixed-integer program that produces a daily casting schedule and that is solved using state-of-the-art software for a 100% direct-charge steel mill; two casters concurrently produce slabs, which are rolled into coils at a single hot rolling mill. This model minimizes penalties incurred by violating plant best practices while strictly adhering to safety and logical constraints to manage risk associated with manufacturing incidents. An efficient formulation, combined with variable reduction and cutting planes, expedites solutions for small instances containing hundreds of variables and thousands of constraints by factors of at least two or three (and sometimes even 100); instances an order of magnitude larger along both problem dimensions suggest solutions that reduce costs incurred using plant best practices by as much as 40%. |
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0377-2217 |
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WOS:001165740200001 |
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UAI @ alexi.delcanto @ |
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1954 |
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