Helmut Lerchs* Transoctions, C.1.M., Volume LXVIII, “AssTRACT cm ae oe ihe i conting program ine ‘ral lope): igi total prafit = ola mine ‘ztractedminue teal exraction cost, gle verfieal section laberate Eran algorithm for the reneral Gree-dimensional pt Introduction SURFACE mining program fs = complex opera- ton that may extend over many yeurs, and in. yolve huge capital expenditures and risk, Before un dertaking such an operation, it must be known what fore there is to be mined Clypes, grades, quantities fand spatial distribution) and how much of the ore Should be mined to make the operation profitable ‘The reserves of ore and its spatial distribution are catlmated by gealogicl Interpretation of the informa ton obtained from drill cores, The object of pit de- sign ‘then is to determine the amount of ore’ to be mined. ‘Assuming that the concentration of ores and im- purities ie known at each point, the problom ia to de ‘ide what the ultimste contour of the pit vill be and in what stages this contour is to be reached. Let us note that if, with respect to the global objectives of a ‘mining program, an optimum pit contour exists, and if the mining operation is to be optimized, Uhen this contour must be known, if only to minimize the total oat of mining Now Senior Research Mathemati Recourch Laboratory, Warten, Mich General Motore Optimum Design of Open-Pit Mines Joint CO.RS. ond O.RS.A. Conference, ‘Montreal, May 27-29, 1964 1965, pp. 17-24 Open-Pit Model Bosldes pit design, planning may bear on questions ich ast Sa whnt market to select; = what upgrading plants to instal; what ‘quantitis "to extract, 25a function of time; — what mining methods te use; = what transportation facilities to provide ‘There is an intimate relationship between all the above points, 2 9 consider any fone component of planning soparately. A mathoms- leat model taking into account all possible altern Lives simultaneously would, however, be of formidable (market situation, plant configuration, ete). This en vironnant ig described by the mine value of all ores Prevent and the extraction cost of oreh and. waste Taterias. The objective then Is to design the contour af «pit so ‘the difference between the {otal mine valve of ore extracted and the total extrnc- tion cost of ore and waste, The sole restrictions eon: cern the geometry of the pits the wall slopes of the Dit must not exceed certain given angles that may ‘ary with the depth of the pit or with Use materia Analytical, we ean express the problem as follows Let, © andm be three density funetions defined at ich point of & three-dimensional space. ‘(89,21 = mine vain of oe pe al volume Eaista) eaten ate eta ‘ati3) = Hee ya) ete 72) = Boo praia, Lat « (x x, 2) define an angle at each point and let 8 be the fami of surfaces sich that at no point does their slope, with respect to a fixed horizontal plane, exceed Let V be the family of volumes corresponding to the family, §, of surfaces, ‘The problem ls to find, among all volumes, V, one that maximizes the intagral Smbiye2) dedy de ”ve igure 1 Generally, there is no simple analytical representa- tion for the functions y and.e; comequently, numeric methods must be ved. The traditional approach is to Aivide the whole pit Into. parallel vertical sections, land to consider each section as a two-dimensional pit. ‘The teshmigue used to datermine the contour of & section consists in moving thres straight lines, rep- resenting the bottom of the pit end two walls, at Hopes « (see Pigure 1), and in ovaluating the ore and the extraction cost of inaterias limited by the three Tinea. The configuration of lines yielding the best re. lover the entire pit) ‘The following dynamic programming technique is simpler, faster end more accurate ‘Two-Dimensional Pit Lt up select the units wand uy of a rectangular sid eystom such that For each unit rectangle (J, ) determine the quan- ty my = Va — oy. Construct anew tableau (Fig ture 2)" with the quantities My = =m My represents the profit realized in extracting & single column with element (i,j) at its base, In a final tableau, add a row zero and compute the following quantities: a = Qjthen columa by column artnet MyPage RS wh coer Todas the maximum by an arrow goog from (3) todt ki) ‘The interpretation of the Py is as follows: Pu is the maximum possible contribution af columns 41 t0'} to any feasible pit that eontaing the element (J) on ite contour. Te follows that If the element (3) ierpart of the optimum contour, then this con tur, to the lft of element (i 3), ean be traced by fol lowing the arrows starting from element (i 3). Now, any feasible pit contour must contain at Teast one ele- tment of the first row. Ifthe maximum value of P in the first row is pestive, then the optimum contour is obtained by following the arrows from and to the left ‘of ths element. Tf all elements of the flrst row aro negative, then there exists no contour with postive profit. ot $ Pano : Pun Prem Mesmax {Pert} tte 8 Pa = max Pe 3 x ; 18wieght ‘Threc-Dimensional Pit ‘When the optimum contours of all the vertial sec- tions are assembled, it invariably turns out thet they do not ft together Because the wall slopes ina vertical section and at right angles with the sections that wore optimized exceed the permissible angle ». The walle ‘and the bottom of the pit are then “amoothed out" ‘Thin taken a great amount of effort and the resulting pit contour may be far from optimum, Let us note that ‘because. the dynamic programming. spproseh Yields not only the option eantour but alo all slter- ‘ate optima, if such exist, ag well as next best solu ‘ons, tt can be af help In “emoothing” the pit ‘The dynamic programming approach becomes im- Dractical in three dimensions. Thatead, w graph a gorithm can be applied, ‘The todel ovis: Let the entive pit be divided bnto a set of Yolo lume elements Vs, Thi division ean be quite arbitrary, Dut may also be obtained by taking for V, the uni volumes defined by a theee-dimensional gr. Assos ate to each volume element Via mass where wand care the mine value and the extraction cost of element V. Lat each element V; be represented by a vertex x of a graph Draw an ate (i, x) if Vy is adjacent to V,, that fs, Vs and V, have at least on Polat in commen, and if'the mining of Volume Vy Is hot permissible unless volume’ Vs tg also mined. We hus obtain a directed threo-dimensional graph @ G%, A) with a set of vertices X and a set of ares A Any feasible contour of the pit is represented by a loner of G, that i, sot of vertices Y auch that If 3 vertex xi belongs to Y and if the are (3, x) exists Iv Athen the vertex xy must aleo belong’ to Y. if a eas" -l 2 a +1 i | 3 \ I 3 1 - 27 esd tats m, is associated to each vertex x, and if M, Is the total maes of a set of vertices Y, then the problem of optimum pit design comes to finding in « graph G ‘closure Y with maximum mass or shorty, @ maxi- ‘mum closure of G. (See Figure 3) ‘This problem ean bo viewed as an extreme case of the time-cost optimization problem in. project not ‘works, fo which severs! solutions have been proposed (2, 8,4, 6). It ean also bo trens(ormed into a network flow problem. However, there are ebviou computa: tional advantages to be galned from a direst ap- broach; these advantages become important when the xraphs’ considered contain a very large. number of flements, as may be the case for an open-pit mods, An effective algorithm to find the maximum clos- re of a graph i ‘Appendix. The ofa tee then transformed into successive trees ‘1, T . .. ge folowing simple rules until no further transformation fg possible. ‘The maximum clorure of G is then given by the vertices of a tt of well iden- tified branehes of the final tree. ‘The decomposition of the pit into elementary vole umes’ Vi will depend on the structure of the pit itself and on the function « (x,y, 2). When « is constant, a is the case in most Instances, one of the grid aye~ tems shown in Figure dean be taken, with proper section of units on the axis, Figure 4. ‘Tho three-dimensional pit model can be illustrated hoy a physical analogue. In Figure 6, each block as 8 arid point at its canter through which there is an “pward foree (tho value of the ore in the Block) and A downward force (the cost of removing the ore), ‘The resulting force in a block Is Indicated with at arrow. If the eystom is loft to move freely one unit along a vertical axis, some of the blocks will be lifted, ‘The fatal work dene in this movement is F< I= PF where F is the resulting force of all blocks that par tpt he mera. Hower, th movment of any’ fee mechanical systom le such ax to taximiae the work done. Hence, Fis the moaximtm resulting forea over any’ set of Blocks that can freely move Up ‘ward in this system, and, returning to our modl, the ‘beks will separate along the optimem pit contour.rarametric Analysis ‘The’ established algorithm provides solutions to the final contour of a pit. There are, however, virtually ‘limited numbers of ways of reaching. a final eon- tour, each way having ® different cash flow pattern. Figure 6 ilstrates some of the possible cash flows. + Figure 6—Cash Flow Patterns ‘An optimum digging pattern might be one in whiee the Integral of the cath flow curve is maximum. The problem ef designing intermediate pit contours can become exteemely complex. ‘The following analysis ‘wll highlight some properties of the pit mods), and ‘he reaults may provide a basis for the selection of Intermediate contours, Let us add a restriction tout pit model Supposing that ve want to maximize the profit in the frst year of operations and that oar {nining capacity is Umited to's total volume V. What is the optimum eontour now? To answer this question We shall consider the function P-M—-wW where M is the mass of a closure, V the volume of the closure and Aa positive scalar. Instead of maxt- Imiaing Nas we did i our basic model, we now want to maximize P. This problem can be transformed into the basic problem by substituting each elementary sass by @ new mass For ) = 0 we obtain aur old solutions when } in- creases, P decresaes, but for sufficiently small inere- ments of \ the optimem ‘contour and) V- will stay constant. P. re 7S Folie in getermising the ‘Sr het) at Carve B= (ett and right, above) peteWith a sufficiently large 2, the contour will jamp to a smaller volume. ‘The futetion V = V (a) is a ‘step function. P = P (A) is plecawse linear tnd con. vex; indeed, as long as V is constant, D is tinear with A and the slope of the Tie fg V. As V jumps to a ‘mall value 80 doos the slope, M=P4av Hence, the valie of Mf corresponding to a volume V fs given by the intersection of the segment of slope V and the axis OP. For each line segment of PO, we an obtain a point of the curve Mf = MCV), ‘These Doints correspond to optimum eontours for given val tumes V. The total curve M'= M(V) cannot be gen erated by this proces, but ity shape ie shown fn Fig: tre 1, Hetween any two of its characteriatc. points Gt, Vs), (Ms, Voy the curve MCV) Je sonvers Tie eed if we go backto the eurve VA}, the intermedt ste volume Vi defines the vale sh point H on the surface Py, ‘representing the optisum contour. for ‘Vs must be'situated below the curve P(A). To obtain 1M; we draw, from B, a segment of slope Vi and take its intersection with OP. We ean now write Mi = 29Vi < Ma = 2aVe = Ms = From the equality Ms — My SE ‘Maximum Cloture of a Graph Definitions A directed graph G = (X, A) is detined by a et of lements X called the verticer of C, together with a sot A of ordered pairs of elements a = (x,y). called the arcs of G. The graph G also defines « function T° ‘mapping X into X and such that Gneagtyers, A path in a sequence of ares’ (Si «« . te) auch that the terminal vertex of each are’ corresponda to the initial” vertex of “the” aucceading’ are. A. cirouit isa path in whieh the intial vertex co: incldes with the terminal vertex. An edge, = (x, y] of G, is a set of two elemants such that (3,3) ¢ A or (2) cA. This concept diffore from that of an are, which impites an orientation. A chain is-a aaquence af edges {es, en» «» ta] im which each edge has one vertex in common’ with the auocooding edge. A evele is chain in which the Snitial and final vertices ‘co: Ineide, A suboroph GC) of G 56 a graph (Y, Ay) defined by a set of vertices of YCX and containing all the ares that ‘comoct vertices of Yin G. A. partial groph G(B) of G is a graph (X, B) defined bys at of ares BEA and containing all dhe vertices of G. A closure of a directed graph @ = (XA) le a set of vertices YX such that xY -+ T x.¥, If Yig a clogure of G then G(X) is a closed ewboraph of G. By definition, ‘the mull set, Y= g, 4a alao'a losure of ‘A (tee is connected and directed graph T (&, ©) containing no cycles. A rooted tree ls x treo with one distinguished vertex, the root, ‘The graph Substituting for de Memecnw Bote Bat s point D on the segment (My Vi), (By Vs has My — ate rom (1) and (2), it resulta that point C must in- deed be situated below point D. The proposed raph ‘gorithm cane euly extended to permit such pater ‘metric studies, Mi = Me + OV = Val e In summary, we have established the shape of the curve M(V) and shown how ite characteriate points ‘ean be obtained. To each point of this curve corres. ponds a contour that is optimum if the volume mined 4s exactly 'V. An interesting feature of the curve MCV) is that given two optimum contours C, and Cy corresponding to two volumes ‘Vs and Vs then, for ‘Vs < Yo, the contour Cy completely encloses the con {our Cy that is, any solume element contained in Cy is also Contained in Gx 1 follows that if no other restrictions are imposed, the orebody ean be depleted along the curve M(V), Dip nag. pet wl mace th Ill cash flow with respect to tatal volume mined [Bf Indeed is a cash flow], ‘APPENDIX, ——_____ obtained by suppressing an arc a,in a rooted tree T has two components, ‘The campoint Ty = (X, A.) ‘whieh does not cantain the root of the tree is called x branch of. The root of the branch is the verten of the branch that is adjacent tothe are a. A branch fs 4 treo itself, and branches of a branch are called bigs ‘The Problem Given a directed graph G A) and for each set of elements YEX auch that MY > Pee and My = mis maximum ‘A closure with maximum mast fa alao called 8 mas sin clocure, ‘The Algorithm ‘The graph G is first augmented with dummy node xe and dummy arcs (xs x). The algorithm starta with the construction of a’tros T" in @. Tia then Kransformed Into suc tag following. given rules, until no further ‘fanéforma- tion is possible. The maximum closure Ie then given by tho vortiogs of a set of well identified branches of ‘he final tree. ‘The trees constructed during the iterative process are characterized by a given number of proper ‘To highlight these properties and to avoid unneces- sary repoitions we shall next develop some additional terminclogy. apaves ay, [f) Figure 1. Definitions Bach edge «(are 4) of a treo T defines & branch, noted as Tk — (Xu As). It Is also convenient to write 1. for the Foot of the branch "Ty. ‘The edge o (are &) ‘ig sald to support the branch Ty. The mats Mi of 3 branch TY, fs the sum of tho masses of all vertices of ‘Ta This macs is associated with the edge ew (are) and wo sty that the edge ey (are a,) supporte a mace M. Ina tree T with root x an edge e (branch 73) is characterized by the orlentation of the are a. with pect to Xu; & i called a edge (plus-edge) if the ate 8. points foward the branch "Ty, that is, if the r= ‘minal vertex of ay i part of the branch Ts ‘Te then is called a pbronch, If are a points away from branch ‘Ty then oy is ealed an m-edge (minus-edge) and Ts an m-braneh. Similarly, al twigs of branch ean be AIvided Into two clases p-twigs and. m-twige. We shall also distinguish between strong and weak edges (branches). A pedge (branch) ls strong if it sup- ports a masa thats strictly” pecitive; an madge (ranch) i strong if it supports a mass that i null or negative, Edgea (branches) that are wot strong Ae sald to be weak. A verter x fe asid to be strong if thore exists atleast one strong edge on the chalt of T joining x to the root x= Vertices that are not trong are ¢ald to be weak. Finally, a tree ts normal: ‘zed if the root xs is common to all strong edges. Any tree T of a graph G can be normalized by replacing the are ‘(a x) of a strong pedge with a dummy are (Gu x0), the are (Sy x) of m strong medge with a Aluramy are (Xe %) and repeating the process until ll trong edges have 2 as one of thelr extremities, "The trea in Figure 2 has been obtained by normal~ w the tree in Figure 1, Note that as all dummy edges are predges, all strong edges of 1 normalized free will also be p-edges ‘The graph G considered in the soquel will be an augmented graph obtained by adding to the original 2 igure 2. ‘graph « dummy vertex x with negative mass and dummy ares (2m 2), joining m to every vertex x. Be- fause x cannot be part of any maximum closure of the introduction of dummy ares (tw %) does not affect the problem, ‘The vertex x wil be tho root of ‘ll tree considered, We shall next establish properties of normalid trees, These properti will lead us toa basie theorem fon maximum closures of divested graph. Property 1 Ifa vertex x belongs to the maximum closure Z ‘of a normalized tree T, then all the vertices Xs of the ‘branch Ty sso belong *0 2, Proof: We shall show that ifs vertex, aay x, of the branch T. does not belong to Z, then'Z Is not max sim cloture. [Lot (Figure 8) 1(Z) and T(X-2) be the subgraphs of T defined by the vortices of Z and X4 tively, and assume eX LL Figure 3All area A® of T that join vertices of -2 with vertices of Z have thelr terminal vertex in Z,s4 Ze 2 closure of 7. At least one of the edges of A® is an sedge because the chain jolning av to x- must to ver 3s and thus contain at least one of the edges oY A* The first such edge between ‘a and xis an me 80, Let o4 = [am Su} bo thie m-adge with ay aod %uXZ (pecably x = x and/or ay = 5). Te sn branch of T. Lat Ty’be the component of FOLES contalning the vertex i. The edges of A* connecting Vertes of Ty to vertices of 2 with the encostins (of [aX], ae all edges in 7, etherwige there would by a cycle in T. Hence Ty fa a branch obtained by re, ‘moving p-twigs from the m-branch "Ty of . Because ie normalized, the mass of ‘1s steicty poitives the muss of any p-tvig of Ty"is negative or aul, Hlonce, the mass of Ty is strictly positive and 2 is not & meximum closure (the closure Z + XY has larg. ‘er mass). Ths completes the prea, Property 2 ‘The maximum closure of a normalized tree 1 ix the set Zof Its atrong verde Tt we note that any p-branch of 7 is closed sub- raph of T, but that an mbranch is not a elored Subgeaph of this property fellows. directly trom roperty 1. 1¢ the tree has no strong vortex, that In to strong edge, then tho maximum closure isthe empty set 2p. Theorem 1 Uf, in s directed graph Q, a normalized tree T can be constructed such that the aot ‘Y of strong vertices of Ts a cloure of G, then ¥ is 4 maximum close of G. te the following argument: If (4°) ia a partial graph of G an if Z and Y fare maximam closures of Sand” G, respectively, ‘hen ‘bviously M2 My If then we find a closure ¥ of G and a partial graph 8 of G for which Y {3 a maximum docute then, because of the above relation, must alse he 4 maximum closure of ©. Because Tis a partie] raph of G and bocause (property 2) Y ie a maximum closure of , the theorem ‘follows immediately. Tf, ‘in particular, the set af strong vertices of w normal: inod tree of G is empty, then the maximum closure Of G in the empty set Y=. Steps of the Algorithm Construct & normalized tree T* in G and enter the lterative process. Iteration t+ 1 transforma 8 non, malized tree 7" into a now normalized tree T'"" Each tree T* = (X, A} is characterized by fee set of ures AY and ita se of strong vertices Y*, The process tors ‘minates when Y ig a closure of G. Iteration tf contains the following steps: ASAE there exists an are (x, x) in G such that Yue, and xuX-¥%, thon go to step 2. Otherwias 0 to step 4 2-—Determine xa, the root of the strong branch con: taining x, Construct the tree T™ by replacing the aze (3, x0) of T with the are (sm x1) Go to step 3. Figure 4, ite TY, This yields TG to step 1. 4—Terminate. ¥* is a maximum closure of G. (See Figure 4). Construction of T* 1T can be obtained by constructing an arbitrary tree in G and then normalising this tree 28 outlined ‘arlier. A ‘much simpler. procedure, constrict the graph (X, Au) whe all dummy ares (xo 2). Thi its, of course, normalized. Transformations steps outlined above do. not indi lation involved in each iteration or do thoy establish that the process will terminate fn 4 finite number of steps, To clarity these points Me shall analyze, in more dotall, the transformations taking place in steps 2 and 8 of ‘the algoritaan (8) Construction of The tree T* is obtained from T* by replacing the re (Xa X=) with the are’ Cen ‘The are (x, x.) supports in Ta branch Tat with mass Ma'>0."Let (Figure 4)" [ev ty tee 31] be the chain of I linking Xa to Xx Bacepl for this chain, the status of an edge of * and the mass ‘supported by the edge are unchanged by this trans. formation. On the chain [eu to] of we have ‘the following transformation of masse Foran edge e.0n the chit es x My = Me a) or the edge fe, My = ys ® Foran edge ej on the ain bsp Ll Mp = Bae My o In addition, all the’ edges a on the chain Lie. - » x) have changed their status: a predge in T'"becomen an medge in T* and vee versa, Ow the chang ay vy Sa and Es, «4 XG] im Py al peedges support ero) or ‘negative’ mnassee and. all madees ‘support strictly positive masses. as Tia ‘normals ized, Hence, we obtain the following distribution of masses in T+? aise pease else con lim. sa] Me Mt ; Ag Twas normalized, all strong edges must be fon the chain (xe. » 2s). We remove strong edges fone by one starting’ from the first strong edge en countered on the chain (x .. » ]. This edge, say fe. = [ey xa], must be a prdgo (because of property 8, all m-edges are weak), We replace ea with & strong Gummy edge (iy xa). Thus, we remove api from the branch ‘and must subtract its) mas from all the edges of the chain Be cause of property 8, property 3 wi ja'on the chain’ [xy Xa]. We now search for the next strong padge on tho chain (x. xe) und repeat ‘the process until the last strong p-edge has been re- roved from the chain In practice, transformations (a) and (b) can be atrial out a seperately to In following the steps of the algorithm, a maxi ‘mum closure of @ is obtained in a finite number of steps Proof: ‘Aa the number of trees in a finite graph fs finit, ‘we only have to show that no tree ean repeat itsel In the sequence TT .., T. Bach normalized tree {characterized by ite set” Y of strong vertices and ‘the mass My of this sot. We shall show that either ‘MM, decreases during an iteration or else M, stays fonatant but the set Y increases, so that any’ two ‘rece in the sequence TY, ',.., T+ will difer either I hale masses My or i thal sets of strong vertices. Indeed, ot us sce how M, and Y transform during an iteration. Because, in the normalzation process, ‘we never generate a strong medge it is clear that the last p-edge removed from the chalt (Xm. a) fs the peige that supports the largest positive Mase in Tr Let ev be this edge and Xo" the vertices of the branch TAs result of stops (a) and (b), we now have Ye a et Ge o My = My = Ma + Mt 8 Tn any case, Met © Mat because of (4) and (6) TEM < Ma! then My! < 46! UM = Ms then Moet = 3 ‘The lattor case can only oceur if the equality ap- plies in (8), and thus o, must be situated on the chain Try Xn 2] of ‘Then, however, the set X con- tas ahd 'tho Set Vip Ianger than the sot Y ‘This completes the proof References (1) 6; Beras the Theory of Graphe and is Applie- Sonat Winey eee (2) Pulterson, B. R,, "A. Notwork Flow Computation for Projo Got Duran Bfonngemant Sete, Val Fone Suptar, (8) Gta TB and Larcha, Aw Algorithn for Bircnd tapi wn Apel the Hrnet Gt Curves Te-Proseae Invantary, Prosedinge of the ‘Third Anon! Conference af the Canadian Operation gL Respect Sonmty, Ota, Ma 6 299 co Rasp secre tk nine as Bo RE Gre ne Bees OE comer 6) En