Helmut Lerchs* Optimum Design of Open-Pit Mines Joint C.O.RS, and O.RS.A. Conference, ‘Montreal, May 27-29, 1964 Transactions, C.1M., Volume LXVIII, 1965, pp. 17-24 er gee mar apn st ings or liven gr ofsmning neon fe The" online ge soa gunn oe the ral osetia Pa Introduction SURFACE mining program ts 2 ecmplex ope tion that may extend over many years, and ine ‘olve huge capital oxponditures and risk. Before un- Abortaking such an operation, it must be known what fore there Is to be mained (typos, grades, quantities fnd spatisl distribotion) and how much’ of the cre Should be mined to make the operation profitable "The reserves of ore and its spatial disteibution are estimated by geological interpretation of the informe ‘Hon obtained from aril coves. ‘The object of pit de- sign then in to determine the amount of ore to be ried, Assuming thet the concentration of ores and im- purities is known at each point, the problem is to de- ‘ide what the ultimate contour of the pit will be and {in what stages this contour ia fo be reached. Let us tote het if with zespect to the global objectives of ‘mining program, an optimum pit contour exits, and If the mining operation ie to bo optimized, then this contour must be known, if only to minimizo the total coat of mining. General Motors Open-Pit Model Besides pit design, planning may bear on questions sueh as: what market to select; = what upgrading plants to instal; = whut “quanttioe to extract, as a function of ‘Thove is an intimate relationship between all the ‘above points, and it fe meaningless t consider any fone component of planning separately. A mathera tical movel taking Into account all possible altern tives simultansously would, however, be of formidable ize and its solution would be beyond the means of present knowhow. The model proposed in this paper ‘wll serve to explore alternatives fn it design, gi 2 real or a hypothetical economical environment (market situation, pint configuration, et.). This en vironment ie described by the mine value of all ores preseut and the extraction cost of res and waste ‘materials. The objective then is to design the contour fof a pit so as to maximize the difference between the {otal mine value of ore extracted and the total extrac: ton coat of ore and seaste. The sole restrictions con cern the geometry of the pit: the wall slopes af the Dit must not exceed certain given angles that may ‘ary with the depth of the pit or with the material Analytically, we can express the problem as follows: [Let ¥, € and m be three density fonctions defined at each point of « three-dimensional space. = in an of oe pit ohne 2) = Wings) et yrs) = bet per eit ohme. ine an anglo at each point and let thelr slope, with respect to a fixed horizontal plane, exceed Lot V be the family of volumes corresponding to the family, §, of surfaces, The problem is 20 find, ‘among all Volumes, V, one thst maximizes the integral Some, 9,9) de dy de ”ve Gonoraly, there is no simple analytical representa- tion for the functions v and e; consequent, numerle rethods must be used. The traditional approach is to Aivide the whole pit into. parallel vertical sections, land to consider cach section asa two-dimensional pit ‘The oshniquo used to determine the contour of section consists in moving three straight line, Tep- resenting the bottom of the pit and two walls, at flopos «(soe Figure 1), and in evalusting the are and tho extraction cost of instorils limited by tho three lines. The configuration of lives yielding the best re sulte ig then elected. (Hore, «is taken to be constant lover the entire pit). ‘The following dynamic programming technique is sampler, {eter au mere accurate. wesre ‘Two-Dimensional Pi Lat us select the units wand u) of @ rectangular avid aystem auch that For each unit veetangle (i, }) determine the Lily my —'Va ey. Construct 4 new tableau ture 2) with the quantities ig. Mao ma eet ‘My represents the profit realized in extracting a ingle column with element (i, 3) at ita base. Tn a final tableau, add a row zero and compute the following quantities: Fa = O then, column by column starting with cota 12 = Sai ES Be jeel a Betas tpeene wd+k A) ‘The interpretation of the Py is as follows: Py is tho maximum possible contribution of columns 1 to.j to any feasible pit that contains the element Gr }) on ts contour, Ie Zalows that if the element G3) s'part of the optimum contour, then this con four, to the left of element (i,j). eam be traced by fol lowing the arrows starting fram alemeat (i, 3). Nev, any fea iid ‘mont of the first row. Ifthe maximum value of P in ‘clement. TEall elements of the first row aro ‘thon there oxicts no eontour with positive th nega prot. cy% { 2 1 ‘Three-Dimensional Pit When the optimum contours of all the vertical see- tons are assembled, it invariably turns ott that they do not ft together because the wall slopes in a vertical section and at right angles with the sections that were ‘optimized exceed the ‘permissible angle w- The walle and the botiom of the pit are then “smoothed out” ‘This takes a great amount of effort and the resulting pit contour may be far from optimum. Let us note ‘that “beoatse. the dynumle programming’ approach vields not only the optimum contour but als al alte tate optima, if such exist, as well as next best lus ‘ions, It can be of help in'“emaothing” the pit The dymamie programming appreach kecmes {orithm can be applied. ‘The model is derived te f lows: Let the entire pli: be divided into a set of vols lume elements Vi This diviaton ean be quite arbitrary, Dub may also be obtained by taking for V, the any volumes defined by a theee-dimensional grid. Assoclc fate to each volume element Va mass where v and care the mine vilue and the evtraction cost of element Vi. Let each element V, be represented by a vertex x of a graph. Draw an are (xe) if VY, in adjacont to V,, that fy, Vi and V; have at inal one Point in common, and (f the mining of Volume Vs Is fot permiseible unless volume Vs fe also mined, We Uhus'obtain a directed three-dimensionsl graph = (%, A) with set of vertioes X anda set of arce A. Any feasible contour of the pit is represented by loowre of G, that is. a set of Vortices ¥ such that its vyortor x belongs to Wand if the are (xy 5) eCst6 fn’ A'ten the vertex xy must alan belong’ to Ys If & wea” Be - closure ts mi is asociated to each vertex xy and if M, is the total mass of a et of vertices Y, then the problem of optimam pit design comes to finding in x graph G 4 closure Y with masimum mass of, shortly, 1axi- ‘mum closure of G. (Bee Figure 3) ‘This problem can be viewed as an extreme case of ho (lme-cost optimizntion problem in project nel- ‘york, to which several sslutions have beon proposed (2.84, 6) It ean also ba trensformed into s network ‘tow ‘oroblem, However, there are obvious computer tional advantages to be galned trem a direct ap- roach; these advantages become important when the ‘raphs'conadered contain a very large. number of slements, as may be the cate for an open-it model ‘An effective algoritae Us fd Que maximum clos. ture of a graph In developed in the Appendix. The Brocedure starts with the canstructlon of a tree Tt 'T in then transformed into succesive trece ‘7 folowing simple rules until no further mation is possible. The maximum closure of Gis them given hy the vertices of set of well-iden- tised branches of the final tree. ‘The decomposition of the pit into elementary vol. umes Vewill depend on the srveture ofthe pie slé fd on the function « (x,y, 2). When ais constant, a8 {s the case in most insianoes, one of the grid she. tems shown in Figure dean be taken, ith proper suloetion of units on he axis, Figure 4 Phe thre imenaonal nit mods can be hss 1 phyateal analogue. In Figure 6, each block has 8 Pad bolt at ts Star tetas wit wee ft Upward fore (the value of the oro im the Bloc). and Ardownward force (the cost of removing the of) ‘The ronulting foree in a block Is indleated with a arrow. If the ayatem islet to move frenly one unit slong a vertieal axis, some of the hocks willbe lifted, ‘The total work done inthis movement Is F Xl = Fy here P is the resulting foreo of al locks that par> Ipste in the movement. However, the moverwent of 7 fren machaniral speiom fe nach oe to Dasimise the work done, Hones, Fis the maximum rerulting force over any set of blocks thal can freely move Ope vvard in this aystem, and, returning to our mede), the ‘locks will separate along the optimum pit contour,orametric Analy ‘The’eatabished algorithm provides solutions to the ‘inal contour of a pit. There are, however, virtually unlined numbers of way of reaching a final con- tour, cach viay having a different cash flow patter tes seme of the posible cashflows. Figure 6 i + Figure 6—Cash Flow Pattorss 20 ‘An optimum digying pattern might be one im wnen the integral of the cash flow curve is maximum. The problem of designing intermediate pit contours can Eecorse exivemely complex. ‘The following analysis highlight some propertice of the pit model, and the revilts may provide a basis for the selection of {Intermediate contours, Let us add a restriction to our pit motel Supposing that we want to maximize the Profit in the rst year of operations and thal our nining capacity is limited to's tal volume V. What {the optimam contour now? To answer this question ‘we shall consider the function P-M—aV where M i the mate of a closure, V the volume of the closure and A a postive scalar. Instead of ra nizing Mf az we ld in our basic model, we now want {fo matinize P. This problom can be transformed into the baste problem by substituting each elementary ‘mass by a mew ase ‘For \ = 0 we obtain ovr old solution; when 2 in creases, P decreasos, bit for suttielently small snere- tents of \ the optimum contour and V will stay constant Pe igure Z-Step (lft and ght, Slved i detarmatna th involved ful) of Carve B= MOWith s sufficiently large a, the contour will jump to s smaller volume, The function V = V"() is’ step funetion. P = B (A) is pleswise linear and Con ‘vex; indeed, as long as V is constant, P is linear with 2 andthe slope ofthe Tne Ve Aa jumps Yo'8 ‘aller value ee dean the slope, MSP 4a¥ Hence, the value of Mf corresponding to a volume V in given hy the intersaction of the segment of slope V And the axis OP. For each line segment of PC). ve an obtain a point of the curve MC = M(V). These Doints correspond to optimum contours for given vol. times V. The total curve M = M(V) cannot be gens rated hy this process, but its shape is shown tm Pigs lure’, Hetween any” two of ite characteristic potves (Mb, VY»), (Mi Voy, the curve MCV) ie conven. Ine deed, if we go back to the curve V(a), the intermedi ste volume Vi defines the valie he The peint B on the surface Pa, representing the optium eontour for ‘Vs must te situated below the curve P(A). To obtain M, we draw, from 3, a segment of lope Vs and take fie Intersection with OP. We ean now write MAW < Me ~ ta From the equality My = avs My, Vi Ms —————____- prrenoix ‘Moximum Closu Defi A directed graph @ = (X, A) js defined by a act of lements X called the veriicee of G, together with ¢ sot A of ordered pairs of elements a, = (x, 3), ealled the arce of G. The graph G also defines « function T ‘napping Into 26 nd such thas G neambyers A path ix a sequence of area (2s, sy « «« te) auch that the terminal vertex of each are cisresponds to the initial vertex of “the succeeding’ are, A. cirowit is a path in which the inital vertex. eo- Ineldes with the terminal verter. An edge, e= Lx, 71 of G, isa set of two clements nich that Cer) «A oF (3. 3) « A, Thin concept differe from that an 820 vvhich implies an orientation. A hain e.0 sequence of edges (ey, es». ea) in which each edge has one vertex in ecmmon'with the tucceeding edge, A cycle is a ehain In which the initial and final vertices co. Stee, A axbgroph G(X) of G is a graph (Y, A) defined by a set of vertles of YCX and containing al the area ‘hat connect vertices of Yin G. A partial graph GGB) of G ts « uraph CK, B) defined by a aot of aren BSA aud containing all the vertices of G.-A clonere of a directed graph @ = CX, A) fe a ect of vertloas YCK auch that xe - T a, If Y'le a comury of G, then GCY) ig a closed subgraph of G. By definition, ‘the mull set, Y=, tn sao a cloeure of G, ‘A tree is a connected and directed graph (%, ©) containing no cycles. A\rootad tree is 8 tren with one distinguished vertex, the root, The raph of a Greph Substituting for as Memt i —vy MMe gy But point D on the segment (MV, (Vd, has Mame gy rom (1) and (2), i resulta that point C must ine dead be situated tnow point Dy The’ propscedeteph ‘gorithm canbe easly extended fo permit sich pate: metic sti. Mi = Ma + 0% = Va 1m summary, we have established the shape of the curve M(V) and shown how its characterise points fan be obtained, To each point of this curve corres, ‘ponds a contour that is optimum if the vote mined 4s exactly V. An interesting feature of the curve MCV) is that given two optimum contours Cy and Cx gprreapending to two volumes V. and Ye then, for Vs < Va, the contour Cy eompletaly enclotes the’ cone tour Cay that is, any volume element contained tn C [tas tained in Ox. Jt Solows that if no other restrictions are imposed, the orebody ean be depleted along the curve MCV), ‘This mining. pattern will maximise the integral, of cash flow with respect to total velame mined TMCV) Indeed ts a eash flow]. obtained ty suppressing an are a_i a rooted tree T ‘hae two components, The compoiat Ty '=" (Xi A) whieh dose not contain the root of the treo is called n ranch of T, The root of the brench is the vertex of the branch that is adjacent to the are a. A branch is a treo itself, and Branches of branch are called tags ‘The Problem Given a directed graph G = (X, A) and for each vertex sa numeric value m, = =O, called the mare of x find elosure Y of G with maximum mass. In other words, finds a set of elements YCX such that MY > Pe and My = mie maximum A closure with maximum mses ig alo called ¢ masi- maim eloeure. The Algorithm ‘The graph G ig fist augmented with » dummy node % and dummy ares (x, 2). Tho algorithen starts with the construction of a tree Tin GT" is then Krsatormed into nucle ing te following aiven roles, until no further ‘treniforma- ton Ts possible: The maximum closure i then given by the vertices of eset of well identified branches of the fal tree. ‘The trees constructed during the iterative process sre character by ahve nuser of oper ‘To highlight these properties and to avoid unncees: repeiions we ata ext develop some additonal aa (aera oy t r@ 1 eae tt 1 Fi 1 ‘I \ ‘ “ Neil oan \ Taetin | ¥ ¥ \ \ § pd . V Ne ct \ 1 \ ted See, ro Soe ie Figure 1. Definitions Each edge a (are ay) of a tree 9 def noted as Te = (a, Av for the toot of the branch Ty The edge {e tald to support the beach ‘s, ‘The tase Draneh is the sum of the masses of all vertices of ‘Tu This mats is associated with tho edge oy (are a5) ‘and we say that the edge ex (are a4) supports a mas in In a tree T with root 24, an edge e (branch Th) is characterized by the orienlation of the ares with re spect tox; eis called a pega (plus-edge) if the are the branch Ty, that Is if the er sof the branch Ts. Te then Te are a, points eway from Beansh ‘Ty then on is calcd an m-edge (minus-edge) and T. sn m-branch. Similary, all twigs of a branch ean be vided Tato two classes: p-twigs and m-twrige. We ‘hall also distinguish between strong and weak edges (branches). A'pedge (branch) Js strong if It sup- ports a mass that is strictly peettive: an mode (ranch) fs strong if i€ supports a mass thet Ie pul or negative, Badges (branches) that are not strong fire aad to be weak. ‘A verter min ald to be shone if there existe atleast one strong edge on the chain of T joining x to the root xe Vertioes that are not strong are anid to be weak. Finally, « tree ts normal. fod If the foot xis common to all strong edges. Any tree T of a graph G can be normalized by replacing the are (um) of a strong pedge with a dummy are (Gu, x); the ere CZ, ) of a strong medge with a Alay are (sy %) and repeating the process unt all strong edges have xs as one of thelr extremities. ‘The trea in Figure 2 has boon obtained by normal: ining the tree in Figure 1, Note thet as sil dummy edges are podges, all strong edges of « normalizad free will elo be p.adges. ‘The graph G considered In the sequel will be an augmented graph obtained by adding to the original 2 Figare 2. seraph a dummy vortex xs with nogative mass and dummy ares (xy x), joining x. to every vertex x. Be- ‘ause x, canoot be part of any maximum elosure of ‘the introduction ‘of dummy ares (ta) does not attest the problom. Tho vortex 2y Will bo the Poot Of ll trees considered ‘We shall next ectabligh properties of normaiized tees These properties vill fend us to baste theorem ‘on maximum closures of a directed graph. Property 1 It a vertex x. belongs to the maximum closure 2. of a normalized tree 7, then all the vertices Xy of the ‘ranch Taleo belong 0 7 Proof: We shall show that if x vertex, any x, of the branch Ts does not belong to Z, then Zi nol a maxi ‘mum elonare. et (Figure 3) 7(Z) and T(%-2) be the subgraphs of T defined by the vertices of Z and XZ, reapec: tively, and assume i eK Z iguee 3‘All ares A® of T that join vertices of Xz with vertices of Z have their terminal vertex in Z ta Z fog slosure of T. AL least one of tho edges of A® fs an smveige because the chain joining ‘to x must 4o over 2 and thus contain a leuat one of the ages of Sjclig et s0 lee eprom ara age ge, Leben = Cen ‘m-cige with 32 and %uXZ (pony x = xy and/or xy =). Te fe ao branch of T. Let Ty bo the component of ORD) Containing the vertex x. Tho edges of A® concting Upc af Ty to erties 22 with the exception (fC 3], are all prods in 7, otherwise there would by a Gye in T. Hence Ty te a braneh obtained hy re ‘moving p-tvige trom the m-branch Ty of T. Because Is normalized, the ruse of Ty is stil positives he use of any telwig of ‘Ty'te megaiive or nu Hence, the mass of Ty ts strictly positive end Zio not a fhaximium closure‘ (the ciosare 2 +X’ has arse er mass). This complete the proof Property 2 ‘The maximum closure of a normalized tree ‘T is the set of its trong vertices, I we note that any p-branch of Tie a closed sub- graph of tut that tin Mmbranch is not a losed subgraph of , this property follows dieectly from property 1. If the tree hae no strong vertex, that 1s tho strong edge, then the maximum closure fa: the empty sat 2 — 4. Theorem 1 16 in a divested graph G, a normalized tree T ean, be constructed auch that tho got Yf stsong vertcer of © te 8 closure of G, then ¥ is a maximum lore oG Proof: We ah e=G fare masitmam dlotures of Sand G, then obviounly use the following argument: If ‘is a partial graph of G and if Z and ¥ respectively, Ma> Me closure ¥ of G and a partial graph 8 of G for which ¥ {3 a maximums Govure ‘hen, because of the above relation, Y. must. also be 4 maximum closure of G, Because Tis pertial -Kcaph of G and beetuse (property 2) Y is « maximum closure of the theorem fellows” immediately. Ie in particular, the set of strong vertices of @ normal’ led tree of G Is empty, thea the maximum slesure OF G is the empty sat Y= Te then we find ‘Steps of the Algorithm Gonstruct x normalized tree T* in G snd enter the Iterative process, Iteration t ++ 1 transforma 4 nor. malized tree T Into a new normalized tree Tet Bagh tree T* = (X, AD is characterized by tte ant of ance Aad ite ool of strong vertices Y". The procens tor, ‘oinates when ¥ js a closure of G. [tration tT ‘the following steps exists an are Guy 25) Im G such that Woe and xic-¥ then go to atop 2 Otherwise so to step 4 oo Bemenie fhe rtf the sng anh on taining x. Construct the tree. by replacing the are (xs, x2) of T with the ere (xu x), Go te step 8. Normalize 1, This yields T”*, Go to stop 1. 4. Terminate. ¥* ig a maximum eosute of G. (See Figure 4) Constraction of T* T* can be obtnined by constructing an arbitrary {rea in G and then normalizing this treo ts outline? carer. A much ‘simpler procedure, however, to construct the graph (X, Al) where Ay isthe set for al dummy ares (ra x). This graph’ is a tree and 51s, of course, normalized. Transformations ‘The steps outlined above donot indicate the amount of calculation involved In each iteration noe do they establish that the process will terminate in 4 finite ‘number of steps. Tu cluity. these poaats Ie shall analyze, in more decal, the transformations taking place in stepe 2 and 3 of the algortaia (a) Construction of Ts ‘The tree T" is obtained from 1 by replacing the fare (Gs, X=) with the are (i x). he are (xs, xa) supports in Ta branch Ty! with mass Mat>0."Let (Figure 4)" [xa 5 My ty sn a xu) be the chain of linking ta to Ze Base fo? itis chain, the status of an edge of T° and the mane Supported by the edge are unchanged ty this tion. formation, On the chain [xa So) of T* we have ‘the following transformation of’ masses Foran ede 0m the chin ee, My = Mas — 26 a) For the edge i, Mat = Mas @ Foran cage eon the chin bu, . - xp My = Me My © In addition, all the" edges on the chain » Xe] have changed thelr status: a edge in ‘T becomes an madge in T* and vice versa, Ow the » Xs] and Cay. x9] in Tall regen Support Zero) ‘Gr negative’ maiace and. all mredges support attitly poettive mastey.ae Tis norms ‘ed, Henoe, we obtain the following dlstribation of ‘masses in eine ge 0 Iz, My < Me Gy tee.) 6 ‘dee 00, Mrs Ms 6) 1 results from theee relations. 29Property 3 tn Tee ie an meeige on the chain (say « 2] then'the mass BL fs surely poaitive and larger than ‘any mass supported by a pede that precedes on the chain (xe ++ 4 4) (b) Normalisation of 7; ‘Ag T* was normalized, all strong edges must be con the chain (xq » 9 3. We remove strong edges fone by one starting’ from the fst strong edge en: countered on the chain (i » xi). This edge, say = (i aa], must be a pedge (bectuse of property 5 all m-ddges are weak). We replace e, with & strong aummy edge (xa x.)- Thus, we remove a. twig from the Deanch Tyr and must subtract ite mase from all'the edges of the chain (Xi). Bee Shame of property by property 3 wil Femail wid on ‘he chain’ [xe Su], We now soareh for the next strong peedize on the chain (xy. 24) and repeat the process intl the last atcony pledge has Deen re- moved from the ebatn Ii practice, transformations (8) and (6) can be carried out simultaneously; we have analyzed them separately to eotablish the following: Theorem I In following the steps of the algorithm, a maxi mum closure of G is obtalued in a flnte number of steps Proof: AAs the mumber of trees in a finite graph is finite, ‘we only have to show that no tree cen repeat iteelf in the sequence P, TY, .., 1 Bach normalized tee i characterized by ite xe! of strong vertices and the mast M, of this set. We shall show that elther 1M, decreases during an iteration or else M, stays fonstant but the set Y increases, so that any two trees in the sequence TY, 1... Twill difter ether In thor meses My or in thor sets of strong vertices. Indeed, lot us see how M snd Y transform during an iteration. Boeause, in the normalization proces, Wwe never generate 2 strong medge it is clear that ‘tho last p-edgo romoved from the ehain [Xn .» %) fs the p-eige that supports the largest posilive mace in Tr Let es bg this edge and si the vertices of the va result of steps (a) and (b), we now erred © M1 = By = Mt + Ma ® Tn any case, M.* << Mat because of (4) and (8) TEM < Ma then My! < Ms Hebe: S Mobeni S ‘The latter case can only occur if the equality plios in (6), end thus must be situated on the cha {ity vs Sp xe] of Then, however, the act X' con tins 2nd the See Y"" 5 larger then the set Y". "This completes the proof. References 1) Bggy fh Ehory af rhe a8 He Api gery gant ate ant Ar (team Ra yuan Bln, Sonrtin Se Bre Oot sburyes. ‘Management Science, Vol, (> Geen at OR Tat ort ap Alp tor Srecera ein Lari ts Aa tr See See een roe ee Sth 5 Comin ‘Seton Ape, u