10.1007@s11081 019 09479 6 PDF

Optimization and Engineering
https://doi.org/10.1007/s11081-019-09479-6
RESEARCH ARTICLE
Strategic planning of an underground mine with variable

cut‑off grades
Rafael Martinelli1 · Jean Collard2 · Michel Gamache2,3
Received: 2 November 2017 / Revised: 30 September 2018 / Accepted: 5 December 2019

© Springer Science+Business Media, LLC, part of Springer Nature 2019
Abstract
We present a mixed-integer programming model for solving the long-term planning
problem of an underground mine. This model, which establishes the sequence of
mining for a horizon of 20 years, determines which lens of the geological model
will be mined and in what order, while respecting the operational constraints. For
each lens to be mined, a specific cut-off grade has to be selected to maximize the net
present value. The choice of a cut-off grade affects the volume and the average grade
of each lens, which increases the size of problems to be solved. To reduce the com-
putation time, different acceleration strategies and a Fix-and-Optimize heuristic are
proposed. Computational experiments on instances of different sizes are performed
to (1) assess the quality of the solution found by each method and (2) present the
impact of the variable cut-off grade.
Keywords Long-term planning · Scheduling · Optimization · Underground mining ·

Mixed integer programming model · Cut-off grade
* Rafael Martinelli
martinelli@puc‑rio.br
Jean Collard
jean.collard@polymtl.ca
Michel Gamache
michel.gamache@polymtl.ca
1
Departamento de Engenharia Industrial, Pontifícia Universidade Católica do Rio de Janeiro
(PUC-Rio), Rua Marquês de São Vicente, 255 – Gávea, Rio de Janeiro, RJ 22451‑900, Brazil
2
Department of Mathematics and Industrial Engineering, École Polytechnique de Montréal,
C.P. 6079 succ. Centre‑Ville, Montréal, QC H3C 3A7, Canada
3
Groupe d’Études et de Recherche en Analyse des Décisions (GERAD), HEC Montréal 3000
chemin de la Côte-Sainte-Catherine, Montréal, QC H3T 2A7, Canada
13
Vol.:(0123456789)
R. Martinelli et al.
1 Strategic planning in underground mines
Raglan Mine, owned by Glencore, is located in the Nunavik region in the north of
the province of Quebec (62nd parallel) about 1800 km from Montreal. The nickel
ore resources of the mine are grouped into several small deposits of elongated
and finite shapes called lenses. The lenses are distributed over the entire property
(which stretches about 70 km from east to west) and have different tonnages and
grades. Due to the lens dispersion on the mining property, more than one mine
is required to extract the ore. Lenses assigned to a mine are interconnected by a
main ramp and a network of drifts (horizontal tunnels) and share the same infra-
structure (such as shelters and ventilation systems).
The long-term or strategic planning in mining operations consists of schedul-
ing the mining activities to maximize the net present value of profits over a plan-
ning horizon, which is estimated based on the geological reserves. This problem
is often called the Life Of Mine (LOM) planning by mining engineers. At Raglan
Mine, the long-term planning horizon extends over 15–20 years. The long-term
planning involves several strategic decisions including, among others, the open-
ing and closing of a mine, the choice of cut-off grade (to be explained later), the
decision whether or not to exploit a lens (and, if so, when it should be exploited),
the determination of the rate of production of lenses, the start of ramp and drift
excavation, etc.
The cut-off grade is a concept used by mining engineers to determine if a block
of material should be considered ore (so exploited and sent to the ore process-
ing plant) or waste (rock without economic value that preferably should remain
in place). To achieve this ranking, geologists divide the deposit surrounding
each lens in cubic blocks of 125 m 3 (i.e., 5 m × 5 m × 5 m). Based on the data
of exploration drilling, a geostatistical approach is used to estimate the various
geomechanical and geochemical characteristics of each block, among them the
ore grade. After that, all blocks with a grade higher than or equal to the cut-
off grade will be considered as a block of ore, while other blocks will be waste
blocks. For the Raglan Mine deposit, given that the blocks of higher grade are at
the center and bottom of lenses and those of lower grade are at the periphery, the
choice of the cut-off grade will impact the morphology of lenses. When the cut-
off grade increases, the average grade of the lens also increases, but the tonnage
of the latter decreases.
Usually, the selection of the cut-off grade and strategic planning are performed
sequentially. The value of cut-off grade is first selected, then the mine design and
the long-term planning are carried out according to this cut-off grade. In this
paper, we propose a mixed-integer programming (MIP) model for solving the
strategic planning at Raglan Mine. This model takes into account all the opera-
tional constraints of the mine deemed essential for long-term planning. In addi-
tion, the MIP model lets the optimizer determine the best cut-off grade for each
lens to maximize the net present value of profit.
This paper contributes to fill a methodological gap as (1) it introduces the
notion of flexible and independent cut-off grade for each lens; (2) it takes into
13
Strategic planning of an underground mine with variable cut‑off…
account different development activities to be done according to the selected cut-

off grade; (3) it takes into account different production rates according to different
mining methods in each lens and precedence constraints in the exploitation of
these lenses due to different mining methods; (4) it introduces variables to take
into account the management of the backfilling of the exploited sites in order to
reuse the material extracted during the development of the drifts and the ramps
(because of the scarcity of the backfill material present in this part of the great
north Canadian); (5) it determines the opening of new mines, works related to
this opening, and synchronizes the operation of mines in operations to ensure a
sharing of mining equipment common to these mines, which involves local and
global constraints; (6) it determines the closing time of the mines and the con-
straints related to this closure, such as the non-availability of the lenses that were
not exploited.
This paper is organized as follows. In Sect. 2, details about the mining methods
and operations development in Raglan Mine are explained. Section 3 describes all
the elements of the mathematical model devised to build the long-term planning. In
Sect. 4, some strategies which are used to accelerate the resolution of the mathemat-
ical model are presented. The computational experiments done for each strategy are
shown in Sect. 5. Finally, Sect. 6 concludes the paper.
2 Mining methods and development
The operations of underground mines can be divided into two groups of activities:
development activities and production activities. The details of the activities in each
group vary significantly from one underground mine to another. In this paper, we
describe only the activities encountered at the Raglan Mine. The explanation of
these activities is essential to better understand the description of the mathematical
formulation, which will follow in the next section.
To access the lenses, engineers must excavate ramps, also called inclines, and
drifts, which are horizontal cuts that allow access to the lenses from the ramp. These
excavation activities are carried out in areas of waste rock, yielding no income, and
they generate considerable expenses. However, these development activities are
essential to exploit the lenses. Development activities are divided into two catego-
ries: the development of common infrastructure (CAPEX, which stands for CAPital
EXpenditure) and operational development (OPEX, which stands for OPerational
EXpenditure). CAPEX activities consist of infrastructure that will be used through-
out the life of the mine, while OPEX activities consist of the development of drifts
giving access to lenses from the main ramp. If the ore of a lens is not extracted,
the OPEX development associated with this lens will not be made. The number
of meters of OPEX development done for a lens depends on the size of the lens.
Indeed, a lens with a high tonnage requires more OPEX development. Both types of
development are shown in Fig. 1.
Several mining methods can be encountered in underground mines. The choice
of the mining method depends mainly on the mechanical properties of the bedrock.
At Raglan Mine, two mining methods are used to extract the ore from lenses: the cut
13
Surface
1
mp
Ra
Lens 1 drift
drift
CAPEX
Lens 2
drift Cuts for long hole
Ra
mp
2
Long hole stopes

1
p
OPEX
m
Ra
Cut and fill
Lens 3 Ra
mp
4
Fig. 1 Mining operations
and fill method and the long hole method. Cut and fill mining is a selective method
of mining in which horizontal cuts (slices of ore) are removed advancing upwards.
Upon completion, the cut is filled back to the access ramp with backfill mate-
rial, which is often composed of waste material excavated from ramps and drifts.
Another drift is driven on top of the filled cut. This process continues until the top of
the stope is reached. The method is shown at the bottom of lens 2 in Fig. 1.
The long hole method consists first of drilling horizontal cuts through the ore
(see cuts for long hole in Fig. 1). These cuts separate the orebody into sublevels, and
each sublevel is divided into stopes. These cuts, which are used to enable the miner
to blast off vertical slabs of ore, are similar to those done by the cut and fill method,
and, for this reason, they are considered in the MIP model as being part of the cut
and fill activities. Using these cuts, the miner drills a set of parallel vertical holes,
with a height equal to one sublevel, and fills them with explosives. Blasted slices
of ore run into an open void within the open stope and are mucked out with load-
ing equipment to the surface using ramps. Stopes are typically backfilled after they
are mined out. Between stopes, ore sections are set aside for pillars to support the
hanging wall. These pillars are generally shaped as vertical beams across the ore-
body. This method of mining is very cheap compared to cut and fill mining because
it facilitates the extraction of high volumes of ore in a shorter time and with fewer
pieces of equipment.
13
At Raglan Mine, the cut and fill method is used at the bottom of the lens, when
the dip of the lens is low and prevents the use of the long hole method. This tech-
nique operates a small proportion of each lens. The remainder of the lens is operated
by long hole method. The proportion of the two methods varies from one lens to
another. It depends on the characteristics of the lens and also on the selected cut-off
grade. It is essential to know the proportion of each lens to be operated by each min-
ing method given that their production rates differ significantly: the long hole min-
ing method has a much higher production rate than the cut and fill mining method.
Mining seldom recovers all resources present in an ore deposit. The amount
of ore extracted from a deposit is referred to as the mining recovery rate and is
expressed as a percentage. In addition, a certain amount of waste is usually mixed in
with the ore during mining. A dilution factor is used to take into account this phe-
nomenon. Finally, the amount of nickel in the ore cannot be recovered at 100% at the
processing plant. A recovery factor at the processing plant should also be considered
to more accurately estimate the amount of extracted nickel. All these factors were
provided by the engineering team at Raglan Mine.
When a stope is excavated, the void left by the excavation creates pressure on
the rock that surrounds it, and this may cause subsidence. To avoid subsidence,
the stopes must be backfilled, and engineers use waste rock from the excavation of
ramps and drifts as backfill material. During a year, if more waste is extracted than
ore, the surplus that is not used for backfilling stopes must be transported to the
surface. Conversely, if more ore was extracted in a year, waste material stored on
the surface will have to be descended into the mine to compensate for the lack of
backfill material. Both operations raise operational costs, and these costs must be
considered in the MIP model for each year of the planning.
Mining operations involve some precedence constraints between activities. For
example, in Fig. 1, ramp 1 must be done before ramp 2, and ramp 2 before ramp 3,
etc. The OPEX development of lens 1 can be done only if ramp 1 is constructed.
Moreover, the ore extraction by the cut and fill mining method can begin only if a
proportion of OPEX was performed. As shown in Fig. 1, all OPEX development
does not need to be performed before starting the extraction of ore by the cut and fill
method. Similarly, the extraction of ore by the long hole mining method may begin
if the development of cuts for the long hole was made. To allow the overlapping
of certain mining activities with certain development activities, in the MIP model,
OPEX development, cut and fill, and long hole mining activities of each lens were
split into two parts. This separation reflects the percentage of OPEX development
needed before starting mining by the cut and fill method, and similarly, the percent-
age of the cut and fill method (which, as stated before, includes the long hole cuts)
that must be done before beginning long hole mining activities. However, there is
no precedence constraints between the lens. For example in Fig. 1, lens 2 can be
extracted before lens 1.
Figure 2 presents the precedence relationship between all activities of a mine m
using a graph denoted Gm = (Nm , Am ) . In this graph, each node r𝓁m represents the
ramp segment whereby development that gives access to lens 𝓁 will be made, while
nodes o1𝓁,m , o2𝓁,m , c1𝓁,m , c2𝓁,m , h1𝓁,m , and h2𝓁,m represent the first and second parts of the
OPEX development, the first and second parts of the cut and fill method, and the
13
lens 1,m
r1,m o11,m o21,m h11,m h21,m
c11,m c21,m
lens 2,m
r2,m o12,m o22,m h12,m h22,m
lens k,m
h2k,m h1k,m o2k,m o1k,m rk,m ... c12,m c22,m
c2k,m c1k,m rk+1,m rn,m o1n,m ...
Fig. 2 Example of a graph of predecessors in mine m: Gm = (Nm , Am )
first and second parts of the long hole mining method associated with lens 𝓁 , respec-
tively. Each arc (i, j) ∈ Am indicates that activity i must be done before activity j.
3 Mixed integer programming model
Over the last two decades, the use of Operations Research techniques for under-
ground mine planning has increased, but it is still more common in open-pit mines.
As mentioned in Newman et al. (2010), the fact that underground projects vary sig-
nificantly from one operation to another, because the set of constraints and the min-
ing method are proper to a deposit, explains the singularity of each underground
project. Most models in the literature for medium- and long-term planning in under-
ground mine are based on integer linear programming approaches. Due to the com-
plexity of solving this problem optimally, most of them must either relax some con-
straints (especially those on the integrality of the binary variables), aggregate tasks
or group them to reduce the number of variables and constraints, or solve the prob-
lem sequentially.
In the literature on long-term planning in underground mines, two groups of
problems can be distinguished. The first group of problems deals with a shorter time
horizon (between 3 and 7 years) than the Life of Mine.
Dagdelen et al. (2002) work on a seven-year horizon, and since the deviation
between the target and the production is minimized for each month, the number of
variables is very high. To reduce its size, the problem is divided by year, and the
seven problems are considered independently of each other.
Kuchta et al. (2004) describe the use of mixed-integer programming to schedule
the operations of an iron ore underground mine in Sweden over a five-year hori-
zon. The objective function consists of minimizing each month the deviation from
specified production levels. Using preprocessing and judicious choice of variable
13
definition (which permits to aggregate blocks), they can develop a tractable solution
approach. The presence of lens in the geological model at Raglan makes it more
challenging to do such aggregations.
Martinez and Newman (2011) minimize the difference between the monthly pro-
duction of the mine and the monthly targets over a planning horizon of three years.
The model also positions the equipment on their level of work. To reduce computa-
tional time, the authors have developed a heuristic decomposition method.
The second group of problems deals with Life of Mine planning, and their objec-
tive consists of maximizing the net present value of profits.
In their model, Rahal et al. (2003) optimize the sequence of a mine using a block
caving method. The deposit nature is used to create links between the sites, and a
relaxation of the linear program obtains a good approximation of the solution.
Smith et al. (2003) attempt to maximize the Net Present Value (NPV) of the
three mines of Mount Isa Mines. In this article, the cut-off is fixed beforehand. The
authors merge the existing 1500 sites in 34 zones. The purpose is to reduce the
number of variables and constraints. To reduce the computation times, the authors
stopped the solution process when the gap between the best solution and the best
node in the branch and bound tree is lower than 10%.
Sarin and West-Hansen (2005) propose a Benders’ decomposition approach to
solve a mixed binary programming model for the long-term planning of an under-
ground coal mine. The model proposed by Nehring and Topal (2007) has similari-
ties with the model of this paper. Indeed, the authors divide each work into sev-
eral tasks that must be performed sequentially. In addition, they maximize the net
present value of their deposit. However, the investments are not considered in their
paper, and the proposed example is too simple, which makes it unclear whether the
model is applicable to real situations.
In more recent papers, a trend is to implement resource-specific constraints. Ter-
blanche and Bley (2015) then propose a united formulation for the long-term plan-
ning problem with simpler notation for resources and a modified version that opti-
mizes concerning a block selection within the mine. Epstein et al. (2012) maximize
the net present value of the largest copper deposit in the world. Two mining methods
are used: open pit and underground by a block caving method. Some binary vari-
ables are relaxed, and a heuristic is used to round fractions, reducing the compu-
tational time. This model also tracks tonnes mined along the production network.
However, the authors do not seem to take account of OPEX and CAPEX operations
in their model. Nehring et al. (2012) present a mixed integer programming formula-
tion of the long-term planning model that assigns the different resources and equip-
ment needed for every site. The model assigns a binary variable to every activity to
be done in every stope, and a variation of this model uses a single binary variable for
all activities under a more restrictive hypothesis. Little et al. (2013) present a model
to optimize stopes shape in parallel with planning. Their results showed that consid-
ering both aspects increases the NPV.
Finally, some authors opt for a heuristic approach; for example, Riff et al. (2009)
propose a GRASP (Greedy randomized adaptive search procedure) meta-heuris-
tic to optimize the sequence of operations of an underground mine. The method
maximizes the NPV keeping all constraints and all variables. This approach is a
13
considerable advantage over methods that generally require the ILP relaxation of
certain constraints and removal of variables to allow for resolution of the problem.
This model does not select the cut-off grade but could be adapted to take it into
account.
In all these papers, the cut-off grade is fixed to a specific value for the entire
deposit. Some authors, Horsley (2005) and Wang et al. (2008), have sought to opti-
mize the cut-off grade using a pre-established mining sequence. In the current paper,
we try to deal with both aspects simultaneously: looking for an optimal mining
sequence and determining the optimal cut-off grade for each lens. The mixed-integer
program presented joins the idea proposed by Smith and O’Rourke (2005), claiming
that when the cut-off grades are variable, the solution will explore the parts of the
mines with the highest NPV first, considering all the constraints imposed, with no
need to follow any fixed cut-off policy beforehand.
In the remainder of this section, we describe the mixed-integer program (MIP)
used to solve the problem of long-term planning. First, we define the sets, param-
eters, and variables used. Then, the objective function and the constraints of the
model are detailed.
3.1 Sets, parameters and variables
Based on the description previously given, we can define sets and subsets per
mine for each type of activity, as shown in Table 1. In this table, a set G of cut-off
Table 1 List of sets
Set Definition
M Mines
T Periods
G Cut-off grades
Lm Lenses of mine m ∈ M
L ∪m∈M Lm
Rm Ramp segments (CAPEX) of mine m ∈ M , i.e. Rm = {r1,m , r2,m , … , r∣Lm ∣,m }
R ∪m∈M Rm
Om OPEX development segments of mine m ∈ M , i.e. Om = {o11,m , o21,m , … , o2∣L }
m ∣,m
O ∪m∈M Om
Dm Development activities of mine m ∈ M , i.e. Dm = Rm ∪ Om
Cm Cut and Fill activities of mine m ∈ M , i.e. Cm = {c11,m , c21,m , … , c2∣L }
m ∣,m
C ∪m∈M Cm
Hm Long Hole activities of mine m ∈ M , i.e. Hm = {h11,m , h21,m , … , h2∣L }
m ∣,m
H ∪m∈M Hm
Pm Production activities of mine m ∈ M , i.e. Pm = Cm ∪ Hm
A𝓁 Activities of lens 𝓁 ∈ L
Am Activities of mine m ∈ M , i.e. Am = Dm ∪ Pm
A ∪m∈M Am
13
grade values has been created. The lens cut-off grade choice has an impact on
both its volume and its average grade. Two non-linear functions usually represent
the relations between the cut-off grade and the volume and the average grade of
a lens. We could have approximated these functions by a set of tangent lines in
order to insert them into the linear programming model. However, since the infor-
mation provided by these functions represent estimations of volume and aver-
age grade, the accuracy provided by these curves does not allow a careful choice
of cut-off grade; which is why we opted for a set G of discrete values of cut-off
grades taken at regular intervals.
Table 2 shows the parameters used in the MIP model.
The factor f t = (1 + d)t , where d is the discount rate, is used to discount the
cash flows from the net present value. Furthermore, the selling price of nickel
St at period t, the treatment cost CP and the recovery factor F R at the processing
plant can be used to calculate the revenue per ton of metal as Rt = F R (St − CP ) .
Notice that the mining recovery rate and the dilution factor are not specified
because they are already included in the parameters Tag and Nag for a ∈ Pm for
each m ∈ M . Finally, the swelling coefficient of waste rock F S and the loading
factor of an excavated lens F L must be considered for backfilling, and the cost
Table 2 List of parameters
Name Definition
CmI Investment ($) needed to start production in mine m ∈ M

CmC Investment ($) needed to close mine m ∈ M
CmM Maintenance cost ($/year) to keep mine m ∈ M opened
CP Treatment cost at the processing plant ($/tons)
CW Transportation costs ($/m3 ) of surplus waste material
St Selling price ($/tons) of nickel at time t ∈ T
ft Discount factor at time t ∈ T
Tt Maximal mass of ore (tons) that can be extracted at period t ∈ T

Nt Maximal mass of nickel (tons) that can be treated at period t ∈ T
Lt Maximal length (meters) of development that can be done during period t ∈ T
Tag Mass (tons) of ore contained in mining activity a ∈ A , based on a cut-off grade g ∈ G
Nag Mass (tons) of nickel contained in mining activity a ∈ A , based on a cut-off grade g ∈ G
Lag Length (meters) of activity a ∈ A , based on a cut-off grade g ∈ G
Vag Volume ( m3 ) of rock contained in activity a ∈ A (i.e. ore for a ∈ P and waste for a ∈ D ), based
on a cut-off grade g ∈ G
Cag Cost ($) of activity a ∈ A , based on a cut-off grade g ∈ G
Qag Maximum annual mass of ore (tons/year) that can be extracted from mining activity a ∈ A ,
based on a cut-off grade g ∈ G
Dag The duration of activity a, expressed as a percentage of a year, if the cut-off grade g is considered
FR Recovery factor at the processing plant (%)

FS Swelling coefficient of waste rock
FL Loading factor of excavated lens
13
of transporting the surplus or the deficit of material is given by the parameter

CW .
The choice of cut-off grade does not influence some parameters in Table 2; how-
ever, for the simplification of the notation in the MIP model, we have introduced an
index g for these parameters. For example, the length of a ramp segment a ∈ R is
constant whatever the choice of the value of the cut-off grade. In this case, we have
La1 = La2 = ⋯ = La∣G∣ . Similarly, for a ∈ R the following parameters Vag , Cag , Nag ,
and Qag remain constant for any g ∈ G . Finally, in the same spirit, some parameters
have been defined for all activities even if they are useless for some of them. For
example, defining the tonnage of nickel for CAPEX and OPEX activities is not use-
ful since these excavation activities are done in non-mineralized rock. In such cases,
the parameters are set to zero.
The variables can be separated into two groups, the binary variables, and the con-
tinuous variables. Most binary variables in the MIP model are used to define the
beginning of each activity, with the only exception being the binary variables v𝓁g
used to select the cut-off grade for each lens. The three groups of binary variables
are defined as follows:
{
1 if the mining activity a ∈ A starts at time t ∈ T
yat =
{ 0 otherwise.
1 if mine m ∈ M is closed at time t ∈ T
zmt =
{ 0 otherwise.
1 if cut-off grade g ∈ G is used for lens 𝓁 ∈ L
v𝓁g =
0 otherwise.
Note that there is no need to define variables that represent the opening of mines
because each mine m ∈ M is always started by a single CAPEX development,
which is represented by the variable yr1m t.
Besides the binary variables, the MIP model also includes two groups of continu-
ous variables, which are defined in Table 3.
3.2 Objective function
The objective is to maximize the net present value of Raglan Mine over a fixed plan-
ning horizon. With this aim, the objective function is divided into several parts. Part 1
shows the income obtained from the sale of nickel. The amount of nickel reflects the
Table 3 Continuous variables
Name Definition
xagt Fraction (%) of mining activity a ∈ A , based on a cut-off grade g ∈ G , completed at time t ∈ T
wout
mt Volume ( m3 ) of waste material from mine m ∈ M to be stored at the surface at time t ∈ T
win
mt Volume ( m3 ) of waste to be descended from the surface to backfill a stope of mine m ∈ M at
time t ∈ T
13
percentages of dilution and recovery. Part 2 shows the total cost of both developments
and the sum of the production costs of the two mining methods. The costs of opening
and closing a mine are included in Part 3, while fixed costs to maintain a mine open are
in Part 4. Finally, the costs of additional handling for backfill material (waste material)
are represented by Part 5.
Part 1 Part 2 Part 3
⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞ ⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞ ⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞
∑ ∑ [ ∑∑ ∑ ∑
t
max Z = f Rt Nag xagt − Cag xagt − (CmI yr1m t + CmC zmt )
t∈T m∈M a∈Pm g∈G a∈Am g∈G
Part 4
⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞ Part 5
∑ t ⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞⏞ ]
− CmM (yr1m u − zmu ) − CW (win out
mt + wmt )
u=1
(1)
3.3 Constraints
Constraints can be grouped into eight main sets. Each set is described in the following
sections.
3.3.1 Global constraints
Three global constraints apply to all mines in production or development. Con-

straints (2) limit the amount of ore extracted annually. This limitation is due to a provi-
sion of the Raglan Agreement—signed in 1995 by Société Minière Raglan du Québec
(now Raglan Mine) and five Inuit partners—Makivik Corporation and Salluit and
Iqaluit supported by their respective landholding corporation—indicating that the max-
imum annual quantity of ore handled at the processing plant must not exceed 1.32 mil-
lion tons. Constraints (3) limit the amount of metal extracted per year due to the capac-
ity of the ore processing plant. Finally, Constraints (4) limit the amount of development
in meters per year. These constraints are due to the limited drilling equipment and the
number of working teams available on the site.
∑∑
Tag xagt ≤ Tt t ∈ T
(2)
a∈P g∈G
∑∑
Nag xagt ≤ Nt t∈T
(3)
a∈P g∈G
∑ ∑
Lag xagt ≤ Lt t∈T
(4)
a∈A�H g∈G
13
3.3.2 Beginning of activities
Constraints (5) limit the tasks to start at most once. They are inequalities because if
a lens is not economically exploitable, it will be left behind. However, this additional
freedom increases the difficulty of the problem. Indeed, the number of combinations is
higher when tasks can be performed or not.
∑
yat ≤ 1 a ∈ A (5)
t∈T
3.3.3 Links between production and binary variables
Constraints (6) link production variables to binary variables. If the decision is made to

start an activity, the binary variable associated with this activity will have a value of 1
at time t, and the continuous production variables associated with this activity can be
greater than 0 during all periods u ≥ t.
t t
∑∑ ∑
xagu ≤ yau a ∈ A, t ∈ T (6)
g∈G u=1 u=1
3.3.4 Precedence constraints
Constraints (7) and (8) represent the precedence between different activities. Con-
straints (7) ensure that a mine can only be closed if it was opened before. Con-
straints (8) ensure that each precedence constraint associated with each arc in graph
Gm = (Nm , Am ) , for each mine, is verified. It ensures that the activity associated with
the initial node is completed before the activity associated with the terminal node
begins.
t t
∑ ∑
zmu ≤ yr1,m u m ∈ M, t ∈ T (7)
u=1 u=1
t t
∑ ∑∑
ybu ≤ xagu m ∈ M, (a, b) ∈ Am , t ∈ T (8)
u=1 g∈G u=1
Table 4 The three paths Name Definition

describing the consecutive
activities associated with lens 𝓁
A1r {r1,m , r2,m , … , r𝓁,m , o1𝓁,m } ∪ {o2𝓁,m , h1𝓁,m , h2𝓁,m }
1,m →h𝓁,m
2
A2r →h2 {r1,m , r2,m , … , r𝓁,m , o1𝓁,m } ∪ {c1𝓁,m , h1𝓁,m , h2𝓁,m }

1,m 𝓁,m
A3r {r1,m , r2,m , … , r𝓁,m , o1𝓁,m } ∪ {c1𝓁,m , c2𝓁,m , h2𝓁,m }

1,m →h𝓁,m
2
13
3.3.5 Constraints on successive tasks
Constraints (9) check, for each year, that the time required to perform successive
activities does not exceed one year. For each lens 𝓁 in Fig. 2, it can be shown that
there are three sets of consecutive activities from r1,m to h2𝓁,m , which are represented
by three paths that can be distinguished by their last three activities as shown in
Table 4.
∑ ∑
Dag xagt ≤ 1 m ∈ M, 𝓁 ∈ L, p ∈ {1, 2, 3}, t ∈ T
a∈A
p
g∈G (9)
r1,m →h2
𝓁,m
3.3.6 Closure of a mine
Constraints (10) ensure that each mine closes at most once. If these constraints were
not present, the model could temporarily cease operations at a mine and return to
it later. This option is possible in practice, but it is not part of the mandate. In this
situation, other costs would be required. Indeed, temporarily closing a mine does
not eliminate all fixed costs. A cost of reopening should also be added. In this paper,
if the decision to close a mine is taken, then all related activities must stop. This
behavior is obtained using constraints (11).
∑
zmt ≤ 1 m ∈ M (10)
t∈T
t
∑ ∑
xagt ≤ 1 − zmu m ∈ M, a ∈ Am , t ∈ T (11)
g∈G u=1
There is no need to add to the MIP model constraints regarding the opening of a
mine, as all the production variables xagt are bounded to the first CAPEX develop-
ment of each mine by the constraints described in Sects. 3.3.3 and 3.3.4. Moreover,
we can always expect a mine to close as soon as its operations finish since, in prac-
tice, one year of operational costs is larger than the mine closing cost.
3.3.7 Cut‑off grades
Constraints (12) ensure that only one cut-off grade is selected per lens. Unlike pre-
vious constraints, it is an equality constraint. This restriction does not change the
solution since the lens can be assigned a cut-off without being exploited. However,
it slightly facilitates the resolution of the MIP model. Furthermore, Constraints (13)
bind activities variables with the cut-off grade. In a first version of the mathemati-
cal formulation, instead of using the v𝓁g variables, there were binary variables to
choose when to start an activity with a given cut-off grade. With the inclusion of the
v𝓁g variables and by using the binding constraints, the number of binary variables
13
was reduced by about 30% for an instance of 20 lenses, seven cut-off grades, and
a period of 15 years. This proportion is larger with the increase in the number of
lenses and years. However, the number of constraints increases in the order of 10%
for an instance of the mentioned size.
∑
v𝓁g = 1 m ∈ M, 𝓁 ∈ Lm
(12)
g∈G
∑
xagt ≤ v𝓁g m ∈ M, 𝓁 ∈ Lm , a ∈ A𝓁 , g ∈ Gown (13)
t∈T
3.3.8 Flow conservation for backfill material
Equation (14) is a flow conservation constraint for the amount of waste material pro-
duced and used. To meet this requirement, it is necessary, for each year, that the sum
of the amount of waste rock extracted from development activities and the amount
of waste material transported from the surface is equal to the sum of the amount
of waste material used as backfill in the stopes and the amount of waste mate-
rial transported to the surface. Given that the additional quantities of waste mate-
rial descended from the surface or transported to the surface generates a cost, it is
impossible to obtain a positive value for these two quantities in the same year.
[ ] [ ]
∑ ∑ ∑∑
S in L
F Vag xagt + wmt − F Vag xagt − wout
mt
= 0 m ∈ M, t ∈ T
a∈Dm g∈G a∈Pm g∈G
(14)
4 Acceleration strategies
Despite the performance of solvers available on the market, the MIP model
described in the previous section is still challenging to solve. As a result of this, dif-
ferent strategies were devised to reduce the computation time. This section describes
some of the most successful we have found.
4.1 Preprocessing
The preprocessing strategy uses a pretreatment procedure to calculate the earliest

starts of each activity. This strategy is not new. To our knowledge, it was first pre-
sented by Pritsker et al. (1969) for solving the Resource Constrained Project Sched-
uling Problem. It has also been used in the past for the Long-Term Planning Prob-
lem in Open-Pit Mines (e.g. Caccetta and Hill 2003; L’Heureux et al. 2013) and
in underground mines (e.g. Kuchta et al. 2004; Martinez and Newman 2011). Bley
et al. (2010) also use a similar strategy to strengthen their integer linear program-
ming formulation for the Open-Pit Mine Production Scheduling Problem.
13
In the procedure that calculates the earliest start, we consider the global con-
straints (2)–(4), precedence constraints (8), and the constraints on successive tasks
(9). For each activity, the procedure simulates the building of all required precedent
activities and then calculates the earliest period the activity may start. With this
information, all variables associated with the activity whose index t is lower than the
earliest moment found can be set a priori to zero. We also tested the use of the latest
start of a task as a preprocessing strategy. However, since it led to almost no impact
on the solution time, we decided not to use it.
4.2 Constructive heuristic
The constructive heuristic is a method that aims to find high-quality and feasible
solutions quickly. The solutions produced by this heuristic can then be used as hot-
start for the formulation or any other more refined heuristic. The idea to construc-
tively build a lens is that there is a natural activity order which attempts to maximize
the profit. Based on the precedence constraints, this ordering would be to start with
the Capex(es) development(s) needed to reach the lens ( r𝓁,m in Fig. 2), then to build
the first part of the Opex development ( o1𝓁,m ) in order to promptly start the profitable
cut and fill production ( c1𝓁,m ). Then, the second part of the Opex development ( o2𝓁,m )
should be performed to allow the start of the first part of the very profitable long
hole production ( h1𝓁,m ). Finally, the second part of the cut and fill production ( c2𝓁,m )
should be performed, which will allow the second part of the long hole production
( h2𝓁,m ) to start.
The heuristic creates a solution using the procedure described above over a given
ordering to the lenses. Since the procedure is quite fast, it is possible to test several
different orderings, resulting in a better feasible solution. The first strategy to obtain
an ordering considers all lenses as candidates and, at each iteration, selects the best
lens among the ones not built yet based on its estimated profit. This estimated profit
can be calculated simulating the construction of a lens for all cut-off grades over the
current partial solution as early as possible. Note that this value is not always the
same because the partial solution may differ for different given iterations, resulting
in different estimations. After the best lens is selected, it is built over the current par-
tial solution and marked as not available for future iterations.
The second strategy considers only one mine at each time. This is done because
it is very costly to maintain a mine opened, therefore in optimal solutions, usually
a mine is opened just after or just before the closing of another mine. It remains to
choose in which order to explore the mines. Since the number of mines is not large,
we decided to test all possible combinations of mines. For example, a case with five
mines, this procedure tests 5! = 120 combinations. We can reduce this number sim-
ulating the best construction of each mine independently and calculating its profit. If
the profit is not positive, the mine is not considered. Hence, for each combination, at
a given iteration, this strategy considers only the lenses of the current mine. It then
chooses the next lens to build using two different policies. The first one is the same
as used by the first strategy, choosing to build next the lens with the best estimated
profit. The other policy is to choose the lenses in the natural ordering of the mine.
13
4.3 Fix‑and‑optimize heuristic
The Fix-and-Optimize Heuristic is a matheuristic that explores parts of a feasi-

ble solution trying to obtain small improvements on the objective function. The
exploration is done using a set of decompositions that fix different parts of the
current solution, rebuilding it by solving the MIP for the non-fixed variables. This
method is iterative and repeats until no decomposition finds a new improvement.
It was first proposed as an improvement over the relax-and-fix heuristic (Wolsey
1998), by both Gintner et al. (2005) and Pochet and Wolsey (2006) separately.
Some different types of decomposition may be devised to fix parts of the cur-
rent feasible solution. After some tests, we present five types, which are described
as follows:
1. Decompose-periods This decomposition fixes the solution except for a range

of periods. The size of the range is given by a parameter o1 , and the base period
is t, i.e., from which the solution should not be fixed. Therefore, at each iteration,
a range of periods ̂t ∈ [t, t + o1 − 1] is used, and all binary variables in this range
are not fixed. This includes variables yât and zm̂t , but no variables v𝓁g.
2. Decompose-lens This decomposition fixes the solution except for all the
activities of a lens 𝓁 . At each iteration, all binary variables associated with each
activity a of lens 𝓁 are not fixed. This also includes variables zmt for m such as
a ∈ Am and for all t ∈ T .
3. Decompose-cutoff-grades This decomposition fixes the solution except
the cut-off grades for all lenses. The decomposition has no other parameters
besides the current solution, and it is used only once in each iteration of the main
procedure. It does not fix the binary variables v𝓁g for all lenses 𝓁 and cut-off
grades g.
4. Decompose-mine Unlike the name may suggest, this decomposition does not
fix the solution except a whole mine m, because the task to rebuild the solution
when allowing a whole mine to change would be very time consuming. Instead,
this decomposition fixes the solution except each activity a of a mine m in the
way it is only allowed to move o4 periods back and forth, i.e., it does not fix the
variables yat for all a ∈ Am and t ∈ [̂t − o4 , ̂t + o4 ] , where ̂t is such as yât = 1.
5. Decompose-lenses-pair This decomposition fixes the solution except pairs
of lenses 𝓁1 and 𝓁2 . It performs the same operation as decomposition decom-
pose-lenses for both lenses. In order to reduce the number of combinations,
the heuristic only applies the decomposition to lenses 𝓁1 and 𝓁2 , which have at
least one activity starting in the same period. Nevertheless, this decomposition is
only used when no other decomposition is able to improve the current solution.
It is important to note that for every decomposition presented, the continuous var-
iables xagt , wout
mt
and win
mt
are never fixed, since they do not impose a large decline
on the solution performance. Instead, this decision improves the solution quality.
Moreover, since all the decompositions do not operate over a large part of the
solution, there is no need to limit the formulation’s execution.
13
The complete procedure is as follows. The procedure starts by running the Con-
structive Heuristic described in Sect. 4.2 to obtain a set of initial feasible solutions.
From this set of solutions, the Fix-and-Optimize Heuristic then performs a solution
polishing on the five best solutions to decide which one will be the initial solution.
The solution polishing is done by using the first four decompositions for all possible
periods, lenses, and mines. At the end of the solution polishing, the heuristic selects
the solution with the best net present value.
The main procedure is presented in Algorithm 1. After selecting the initial solu-
tion, the heuristic starts to explore the decompositions through a variable neigh-
borhood descent (VND) approach (Hansen and Mladenović 2001). The algorithm
uses two sets of decompositions, N1 and N2 , and at each iteration it explores all the
decompositions of N1 , but it only explores the decompositions of N2 if there was no
improvement from any (𝛿, p) ∈ N1 , where 𝛿 is the type of decomposition and p its
parameters. If all decompositions fail to improve the current solution, the procedure
ends.
Algorithm 1 Fix-and-Optimize Heuristic.

1: procedure FOH
2: S = constructive-heuristic()
3: x = polish-solutions(S)
4: repeat
5: x̄ = x
6: for all (δ, p) ∈ N1 do
7: F = decompose(δ, p)
8: x = solve(x, F )
9: if x̄ = x then
10: for all (δ, p) ∈ N2 do
11: F = decompose(δ, p)
12: x = solve(x, F )
13: until x̄ = x
It is important to note that different values for offsets are used. The decomposition
decompose-periods uses offset o1 which in the following tests is set to 4. In the
case of decomposition decompose-mines, the procedure uses offset o4 which is
set to 1. Larger values showed to be prohibitively time consuming. For the sets of
decompositions, we included all decompositions but decompose-lenses-pair
in N1 and only decompose-lenses-pair in N2.
5 Computational experiments
In this section, we start presenting the summary of the computational experiments

obtained when solving the problem for a broad set of instances. The complete results
may be found in “Appendix”. In the second part, we present two sensitivity analyses.
First for when we use fixed cut-off grades, simulating the behavior of the current
planning in real life. The other sensitivity analysis is done to assess the performance
of each Fix-and-Optimize decomposition from Sect. 4.3.
13
The machines used to run the algorithms were AMD Opteron 6172 2.1GHz, with
32 GB of total available RAM and running Linux Operating System. The algorithms
have been developed in C++ language and compiled using the GNU g++ compiler.
For the solution of the MIP formulation, we used IBM CPLEX 12.8 solver with
default parameters. Aiming to be as close as possible to a real planning environment,
we report results for all instances using one and four threads, and considering a time
limit of 12 hours (43,200 seconds) for the MIP formulation.
We further conduct a test to check if the MIP formulation can obtain better
bounds when using the solution of the Fix-and-Optimize heuristic as a hot-start. The
best solution found by the heuristic is given to the formulation as the initial incum-
bent solution, and then the formulation is allowed to run with a time limit of 12
hours.
5.1 Comparison of methods
To assess the quality of the algorithms, the tests were performed on instances with
different quantity of mines, ranging from one to eight, 25 instances for each number,
in a total of 200 instances. Moreover, the instances contain from 4 to 75 lenses and
20 periods. The instances were generated based on real information obtained from
Glencore and performing perturbations on the data. The sizes of instances were
chosen to test the proposed methods from the smallest possible number of mines
to sizes which surpass the average number of mines found in real-life applications.
Further information about the instances are also presented in “Appendix”.
For reasons of confidentiality of company revenues, instead of presenting the
solution values, we present all results as gaps. To perform a fair comparison of solu-
tion approaches, we report two types of gaps. For all results using the MIP formula-
tion, we report the formulation gap ((best bound − integer solution)/best bound),
representing the difference between the value of the best bound (upper bound) and
the best integer solution (lower bound), both information found by the formulation.
The second gap is the gap to best, presented for all approaches, as it compares the
best integer solution found by the given approach with the best overall upper bound
found. The optimal solution for most small instances is known and can be obtained
just by running the MIP formulation, as we present in “Appendix”. In contrast, solv-
ing larger instances is a difficult task, as the MIP formulation is unable to find the
optimal solution for those instances even after a run of several hours.
Figure 3 shows the average gap (to best) for each instance size using only one
thread. MIP represents the MIP formulation results with the preprocessing strategy.
FOH and FOH+MIP represent the pure Fix-and-Optimize Heuristic and the MIP for-
mulation using the Fix-and-Optimize solution as a hot-start, respectively. From this
figure, we can notice that for a small number of mines, the MIP formulation can find
competitive results, but as this number increases, the Fix-and-Optimize Heuristic
surpasses the formulation. Moreover, we notice there is no significant improvement
when using the heuristic solution as a hot-start for the formulation, suggesting that
the integer solution obtained by the heuristic may be close to the optimal one.
13
Fig. 3 Average gap (to best) comparison between the solutions found by the MIP Formulation and the
Fix-and-Optimize Heuristic using one thread
Table 5 Average results for the MIP formulation and the Fix-and-Optimize Heuristic using one thread
Set MIP FOH FOH+MIP
Gown (%) Gbest (%) Twall Gbest (%) Twall Gown (%) Gbest (%) Twall
1m 0.0 0.0 90.2 0.0 50.8 0.0 0.0 137.5

2m 0.0 0.0 6121.8 0.0 168.7 0.0 0.0 5359.1
3m 1.0 0.5 17229.5 0.7 282.1 1.0 0.5 17464.8
4m 5.5 3.8 36447.9 3.7 465.5 5.2 3.6 37185.8
5m 10.7 8.8 38148.4 8.0 803.3 8.9 7.9 38948.1
6m 12.8 11.7 43200.3 10.8 1251.8 12.2 10.8 44467.6
7m 13.9 12.8 43200.3 11.8 1284.4 12.8 11.8 44498.2
8m 20.6 18.7 43200.3 16.6 1709.5 18.0 16.5 44919.9
Avg 8.1 7.0 28454.8 6.5 752.0 7.3 6.4 29122.6
The results presented in part in Fig. 3 are summarized in Table 5. This table
shows average results for the MIP formulation (MIP), the Fix-and-Optimize Heuris-
tic (FOH), and both methods combined (FOH+MIP), using only one thread. For each
instance set and approach, columns Gown and Gbest present the average gap and aver-
age gap to best, respectively. Column Twall presents the wall time in seconds. There
is no reason to present the CPU time since it is roughly the same as the wall time
when using only one thread.
Figure 4 presents similar results, but for the experiments using four threads. The
average results obtained by the three configurations are almost the same. However,
we can notice a gap improvement found by the MIP formulation, with and without
the Fix-and-Optimize solution as a hot-start.
13
Fig. 4 Average gap (to best) comparison between the solutions found by the MIP Formulation and the
Fix-and-Optimize Heuristic using four threads
Table 6 presents summary results for all configurations using four threads.
This table has almost the same arrangement of Table 5, except now we present
CPU times ( Tcpu ). Some conclusions can be drawn from these results. First,
since the improvements obtained in the MIP formulation are larger for the
gap, we may conclude the best bounds generated by the formulation are better,
a behavior that strengthens the claim that the heuristic has found high-quality
integer solutions. Second, even running the MIP formulation for 12 hours and
using 4 threads, the Fix-and-Optimize heuristic still obtains better solutions, and
in a fraction of the time (2% on average). Finally, the gain of multi-thread is not
evident since the heuristic runs only a bit faster, and there is not a large improve-
ment in the solutions obtained by the MIP formulation.
Table 6 Average results for the MIP formulation and the Fix-and-Optimize Heuristic using four threads
Set MIP FOH FOH+MIP
Gown Gbest Twall Tcpu Gbest Twall Tcpu Gown Gbest Twall Tcpu
(%) (%) (%) (%) (%)
1m 0.0 0.0 42.6 132.5 0.0 37.5 81.7 0.0 0.0 76.3 208.1
2m 0.0 0.0 2785.6 10707.0 0.0 114.2 256.9 0.0 0.0 3275.9 12562.0
3m 0.7 0.4 15295.2 59348.0 0.6 195.6 385.2 0.5 0.4 14807.9 57424.7
4m 4.4 3.7 34586.6 134977.1 3.7 339.9 681.0 4.0 3.6 33753.9 130573.4
5m 9.5 8.3 37903.2 147041.6 8.0 617.1 1279.0 8.2 7.9 37110.7 141826.7
6m 12.3 11.4 43203.5 165962.7 10.8 881.8 1909.0 11.3 10.6 44058.3 168549.8
7m 13.3 12.1 43203.6 165306.7 11.8 1042.9 2106.6 12.2 11.7 44211.2 167676.8
8m 19.3 17.8 43204.1 164025.5 16.6 1412.7 2601.0 16.7 16.3 44630.9 167438.0
Avg 7.4 6.7 27528.1 105937.6 6.5 580.2 1162.5 6.6 6.3 27740.6 105782.4
13
(a) (b)
(c) (d)
13
Fig. 5 Evolution of best integer solution and dual bound for chosen instances
Finally, the last experiment is performed to show the bounds’ evolution

through time. We selected four medium-sized instances, which were almost
solved within the time limit or which were solved near the time limit. Figure 5
presents, for each instance, a graph in log-scale with the evolution of the best
bound (UB) in blue and the best integer solution (LB) in green, when running
MIP with four threads. The horizontal line in orange represents the best-known
integer solution (always with gap 0%). From these results, we may assume that
the main difficulty found by the MIP formulation is to improve the best bound
(UB). For the selected instances, the MIP formulation can find a high-quality
solution in about one hour of wall-time. However, it needs the remaining time-
limit to prove optimality or almost prove optimality. The heuristic approach finds
these solutions in a matter of minutes. If this behavior is assumed to happen for
large-sizes instances, we may expect the heuristic to find solutions near to opti-
mality, for which the MIP formulation is unable to evaluate their real quality.
5.2 Sensitivity analysis
Based on the results presented in the last section, the algorithm chosen to perform
the sensitivity analysis is the Fix-and-Optimize heuristic (FOH), for it obtained the
best solutions in the smallest amount of time. The solutions obtained by this con-
figuration are considered as 100%.
Fixed cut-off grades The first analysis is to prove the impact of one of the con-
tributions of our work. As previously stated, in real-life, the selection of the cut-off
grade is usually made before planning. This strategy is expected to lead to subopti-
mal solutions. For this reason, we test all instances with a fixed cut-off grade value
out of the seven possible choices. Figure 6 presents the results for this test.
The best overall fixed cut-off grade was COG5, yielding an average solution qual-
ity of 82.4%, with worse values for all other choices. This result indicates that using
Fig. 6 Solution quality comparison between the variable cut-off grade and when it is fixed to a given
value
13
Table 7 Solution quality change when using only one Fix-and-Optimize decomposition

Set FOH Periods Lens Cutoff- Mine Lenses-pair
grades
Time Quality Time Quality Time Quality Time Quality Time Quality Time
(%) (%) (%) (%)
1m 50.8 91.87 9.2 91.57 13.8 79.68 0.6 99.99 29.1 91.49 36.4
2m 168.7 99.05 37.5 94.69 52.2 89.43 2.3 99.98 82.6 94.59 91.8
3m 282.1 98.89 69.2 97.62 93.5 94.50 3.7 100.03 129.4 98.47 163.9
4m 465.5 99.08 104.7 98.78 164.9 94.83 5.3 99.76 177.4 99.05 328.6
5m 803.3 98.82 141.0 99.13 272.5 94.41 8.1 99.78 339.7 99.29 624.1
6m 1251.8 98.69 204.2 99.09 415.7 93.23 14.7 99.56 448.4 98.53 888.0
7m 1284.4 98.55 228.1 99.00 476.5 93.69 31.7 99.40 381.7 98.84 922.5
8m 1709.5 97.63 459.9 97.26 764.2 90.30 209.7 98.61 618.3 97.69 1448.6
Avg 752.0 97.82 156.7 97.14 281.7 91.26 34.5 99.64 275.8 97.24 563.0
Table 8 Solution quality change when using all but one Fix-and-Optimize decomposition
Set FOH Periods Lens Cutoff-grades Mine Lenses-pair
Time Quality Time Quality Time Quality Time Quality Time Quality Time
(%) (%) (%) (%) (%)
1m 50.8 100.00 51.6 100.00 46.7 100.00 53.4 96.12 35.5 100.00 37.5
2m 168.7 100.00 161.9 99.88 141.3 100.00 179.3 99.74 116.8 100.00 140.3
3m 282.1 100.01 253.7 99.99 239.3 100.00 291.1 99.23 217.8 99.97 204.7
4m 465.5 99.79 500.9 100.06 389.9 100.00 489.2 99.49 326.8 99.95 310.6
5m 803.3 100.02 936.0 100.05 765.1 100.00 824.7 99.82 610.8 99.98 577.0
6m 1251.8 99.78 1271.3 99.86 947.8 99.94 1125.4 99.66 881.7 99.94 810.4
7m 1284.4 99.91 1235.7 99.83 964.1 100.00 1244.1 99.88 1039.5 99.97 807.3
8m 1709.5 99.61 1638.8 99.44 1338.5 99.68 1583.8 99.44 1460.1 99.94 1204.0
Avg 752.0 99.89 756.2 99.89 604.1 99.95 723.9 99.17 586.1 99.97 511.5
a fixed cut-off grade for all lenses may incur a substantial revenue loss. Consider-
ing the dimension of mining operations, the variable cut-off grade optimization may
lead to huge savings.
Fix-and-optimize decompositions The second sensitivity analysis is to show
the importance of each decomposition type. First, we tested all instances using
only one decomposition. The results obtained are presented in Table 7, where
for each instance set, column FOH Time shows the times for the complete tests.
The following pairs of columns show the average solution quality and the aver-
age time when running the Fix-and-Optimize heuristic with only one decompo-
sition. From this table, it is possible to conclude that decomposition cutoff-
grades leads to the worst average solution quality, but in a small amount of
time. Furthermore, the best decomposition is mine, which can obtain the best
overall solution quality. Nevertheless, these results show that all the decomposi-
tions are useful.
13
Table 9 Instance and formulation information

Instance Number of lenses MIP formulation
Total In mine Variables Constraints Non-zeros
1m-01 4 [4] 3949 2234 115587

1m-02 4 [4] 3949 2234 115107
1m-03 4 [4] 3949 2234 115587
1m-04 5 [5] 4916 2762 144446
1m-05 5 [5] 4916 2762 144446
1m-06 5 [5] 4916 2762 143646
1m-07 5 [5] 4916 2762 143966
1m-08 5 [5] 4916 2762 143966
1m-09 6 [6] 5883 3290 173365
1m-10 6 [6] 5883 3290 173285
1m-11 6 [6] 5883 3290 173285
1m-12 6 [6] 5883 3290 172885
1m-13 6 [6] 5883 3290 173045
1m-14 6 [6] 5883 3290 172405
1m-15 7 [7] 6850 3818 202344
1m-16 7 [7] 6850 3818 202344
1m-17 7 [7] 6850 3818 201384
1m-18 7 [7] 6850 3818 201944
1m-19 7 [7] 6850 3818 202344
1m-20 8 [8] 7817 4346 230983
1m-21 8 [8] 7817 4346 231383
1m-22 8 [8] 7817 4346 231383
1m-23 8 [8] 7817 4346 230663
1m-24 8 [8] 7817 4346 231383
1m-25 9 [9] 8784 4874 260482
Average 6154 3438 181266
2m-01 8 [44] 7898 4408 230614

2m-02 8 [44] 7898 4408 231094
2m-03 8 [44] 7898 4408 231174
2m-04 10 [55] 9832 5464 288412
2m-05 10 [55] 9832 5464 287452
2m-06 11 [56] 10799 5992 317411
2m-07 11 [74] 10799 5992 317451
2m-08 11 [65] 10799 5992 317491
2m-09 12 [75] 11766 6520 346710
2m-10 12 [48] 11766 6520 346490
2m-11 12 [66] 11766 6520 346730
2m-12 13 [58] 12733 7048 375429
2m-13 13 [49] 12733 7048 375749
2m-14 13 [67] 12733 7048 375709
13
Table 9 (continued)
2m-15 14 [77] 13700 7576 404288

2m-16 15 [96] 14667 8104 433207
2m-17 15 [78] 14667 8104 432607
2m-18 15 [96] 14667 8104 432887
2m-19 16 [79] 15634 8632 462186
2m-20 16 [ 6 10 ] 15634 8632 462926
2m-21 17 [ 10 7 ] 16601 9160 491665
2m-22 18 [ 8 10 ] 17568 9688 520624
2m-23 18 [99] 17568 9688 520324
2m-24 18 [ 10 8 ] 17568 9688 521024
2m-25 18 [ 8 10 ] 17568 9688 520464
Average 13004 7196 383605
3m-01 12 [444] 11847 6582 346041

3m-02 12 [444] 11847 6582 346761
3m-03 15 [564] 14748 8166 432518
3m-04 15 [564] 14748 8166 433398
3m-05 16 [556] 15715 8694 461457
3m-06 17 [674] 16682 9222 491216
3m-07 18 [747] 17649 9750 519715
3m-08 18 [558] 17649 9750 519395
3m-09 19 [667] 18616 10278 548034
3m-10 20 [668] 19583 10806 576993
3m-11 21 [678] 20550 11334 605732
3m-12 21 [786] 20550 11334 605812
3m-13 21 [687] 20550 11334 605252
3m-14 21 [678] 20550 11334 605652
3m-15 22 [ 7 10 5 ] 21517 11862 635151
3m-16 22 [967] 21517 11862 634751
3m-17 22 [589] 21517 11862 635191
3m-18 23 [986] 22484 12390 662910
3m-19 23 [ 7 5 11 ] 22484 12390 665650
3m-20 24 [ 5 6 13 ] 23451 12918 694169
3m-21 25 [ 10 5 10 ] 24418 13446 721808
3m-22 26 [ 10 10 6 ] 25385 13974 752327
3m-23 27 [ 11 6 10 ] 26352 14502 779946
3m-24 28 [ 11 5 12 ] 27319 15030 810325
3m-25 28 [ 10 9 9 ] 27319 15030 810045
Average 20202 11144 596010

4m-01 18 [4545] 17730 9812 519266
13
4m-02 20 [6644] 19664 10868 577904

4m-03 20 [6446] 19664 10868 576304
4m-04 21 [4467] 20631 11396 606403
4m-05 21 [5574] 20631 11396 605463
4m-06 22 [5656] 21598 11924 634742
4m-07 22 [5656] 21598 11924 634502
4m-08 23 [5567] 22565 12452 663801
4m-09 23 [5666] 22565 12452 662941
4m-10 24 [7665] 23532 12980 693120
4m-11 24 [6657] 23532 12980 692320
4m-12 24 [7476] 23532 12980 693160
4m-13 24 [8556] 23532 12980 693320
4m-14 25 [6586] 24499 13508 721039
4m-15 26 [7667] 25466 14036 750138
4m-16 28 [9847] 27400 15092 808196
4m-17 28 [7669] 27400 15092 807796
4m-18 29 [ 5 10 7 7 ] 28367 15620 837575
4m-19 32 [ 10 7 7 8 ] 31268 17204 924752
4m-20 33 [ 8 10 6 9 ] 32235 17732 952791
4m-21 33 [8898] 32235 17732 952071
4m-22 34 [ 11 8 7 8 ] 33202 18260 981250
4m-23 36 [ 9 10 12 5 ] 35136 19316 1040068
4m-24 36 [ 7 9 9 11 ] 35136 19316 1040888
4m-25 37 [ 7 11 10 9 ] 36103 19844 1069007
Average 25969 14311 765553
5m-01 20 [44444] 19745 10930 577135

5m-02 20 [44444] 19745 10930 577535
5m-03 21 [44454] 20712 11458 605754
5m-04 21 [44454] 20712 11458 605994
5m-05 21 [44454] 20712 11458 605514
5m-06 23 [64445] 22646 12514 662492
5m-07 25 [64555] 24580 13570 721970
5m-08 27 [66546] 26514 14626 779728
5m-09 28 [55549] 27481 15154 808367
5m-10 31 [ 4 10 7 6 4 ] 30382 16738 894364
5m-11 31 [67567] 30382 16738 894504
5m-12 35 [79685] 34250 18850 1010100
5m-13 36 [ 11 4 7 8 6 ] 35217 19378 1040419
5m-14 38 [ 8 10 5 9 6 ] 37151 20434 1097797
5m-15 38 [ 11 7 9 6 5 ] 37151 20434 1097177
13
5m-16 39 [ 9 7 10 5 8 ] 38118 20962 1126856

5m-17 41 [ 8 11 7 9 6 ] 40052 22018 1185394
5m-18 43 [ 9 7 10 11 6 ] 41986 23074 1242372
5m-19 44 [ 12 8 11 8 5 ] 42953 23602 1271731
5m-20 44 [ 10 7 9 7 11 ] 42953 23602 1272071
5m-21 44 [ 9 7 11 7 10 ] 42953 23602 1271911
5m-22 44 [ 5 10 9 13 7 ] 42953 23602 1272791
5m-23 46 [ 8 11 7 10 10 ] 44887 24658 1330109
5m-24 46 [ 7 14 8 8 9 ] 44887 24658 1330069
5m-25 47 [ 10 9 8 13 7 ] 45854 25186 1359168
Average 33399 18385 985653
6m-01 28 [456445] 27562 15216 808138

6m-02 30 [547545] 29496 16272 864696
6m-03 32 [455486] 31430 17328 924654
6m-04 34 [874447] 33364 18384 980832
6m-05 36 [777654] 35298 19440 1038190
6m-06 36 [548568] 35298 19440 1039810
6m-07 38 [748676] 37232 20496 1096868
6m-08 39 [ 4 5 6 7 7 10 ] 38199 21024 1125087
6m-09 40 [759577] 39166 21552 1153606
6m-10 41 [ 5 5 11 8 6 6 ] 40133 22080 1183785
6m-11 41 [696776] 40133 22080 1184625
6m-12 41 [857777] 40133 22080 1183605
6m-13 41 [657698] 40133 22080 1182825
6m-14 42 [785769] 41100 22608 1211244
6m-15 44 [877886] 43034 23664 1268922
6m-16 46 [ 12 5 9 5 9 6 ] 44968 24720 1328720
6m-17 46 [ 9 12 9 6 5 5 ] 44968 24720 1330480
6m-18 49 [ 8 7 8 10 6 10 ] 47869 26304 1414637
6m-19 53 [ 9 9 9 7 8 11 ] 51737 28416 1531633
6m-20 54 [ 10 5 12 9 12 6 ] 52704 28944 1562212
13
6m-21 54 [ 5 8 7 12 13 9 ] 52704 28944 1562352

6m-22 54 [ 8 13 7 8 9 9 ] 52704 28944 1560752
6m-23 55 [ 6 14 12 8 7 8 ] 53671 29472 1589971
6m-24 55 [ 10 13 8 8 6 10 ] 53671 29472 1590891
6m-25 56 [ 8 15 7 9 8 9 ] 54638 30000 1620730
Average 42454 23347 1253571
7m-01 29 [4454444] 28610 15806 837168

7m-02 33 [4454556] 32478 17918 952184
7m-03 35 [4455656] 34412 18974 1009482
7m-04 36 [5595444] 35379 19502 1039941
7m-05 36 [6546555] 35379 19502 1038661
7m-06 37 [6447565] 36346 20030 1068740
7m-07 41 [5664866] 40214 22142 1182956
7m-08 42 [5655687] 41181 22670 1212755
7m-09 42 [7577565] 41181 22670 1213335
7m-10 42 [6668655] 41181 22670 1212535
7m-11 44 [7467776] 43115 23726 1269773
7m-12 44 [4876748] 43115 23726 1270633
7m-13 45 [5968764] 44082 24254 1298972
7m-14 46 [6968557] 45049 24782 1327271
7m-15 48 [7776975] 46983 25838 1384949
7m-16 49 [ 6 6 6 10 6 7 8 ] 47950 26366 1414748
7m-17 50 [ 6 6 11 6 7 6 8 ] 48917 26894 1443407
7m-18 50 [ 6 6 12 8 8 4 6 ] 48917 26894 1445307
7m-19 51 [8578779] 49884 27422 1471046
7m-20 52 [ 9 8 6 7 5 11 6 ] 50851 27950 1502005
7m-21 54 [ 8 6 5 6 7 8 14 ] 52785 29006 1560123
7m-22 57 [ 9 8 9 9 5 7 10 ] 55686 30590 1647100
7m-23 60 [ 7 9 9 8 10 9 8 ] 58587 32174 1733877
7m-24 62 [ 10 9 12 8 7 7 9 ] 60521 33230 1793375
7m-25 64 [ 6 6 11 10 10 10 11 ] 62455 34286 1849693
Average 45010 24761 1327201

8m-01 32 [44444444] 31592 17452 922296
13
8m-02 34 [54444544] 33526 18508 980334

8m-03 35 [54454445] 34493 19036 1008393
8m-04 39 [46556544] 38361 21148 1125949
8m-05 41 [56447465] 40295 22204 1183287
8m-06 42 [75454647] 41262 22732 1212906
8m-07 42 [55747455] 41262 22732 1211006
8m-08 45 [67568544] 44163 24316 1298843
8m-09 46 [66855547] 45130 24844 1326182
8m-10 48 [55865955] 47064 25900 1384500
8m-11 48 [67646658] 47064 25900 1386340
8m-12 50 [85584875] 48998 26956 1442458
8m-13 51 [48746697] 49965 27484 1472777
8m-14 53 [57586958] 51899 28540 1531815
8m-15 54 [74775798] 52866 29068 1557274
8m-16 55 [77877577] 53833 29596 1588373
8m-17 58 [ 7 8 10 9 7 6 5 6 ] 56734 31180 1676330
8m-18 60 [ 5 6 8 9 10 8 7 7 ] 58668 32236 1733868
8m-19 61 [ 7 7 8 7 7 6 12 7 ] 59635 32764 1762527
8m-20 61 [ 6 8 8 9 9 7 10 4 ] 59635 32764 1761947
8m-21 64 [ 8 10 7 5 8 9 9 8 ] 62536 34348 1850264
8m-22 73 [ 10 10 9 8 11 7 8 10 ] 71239 39100 2108015
8m-23 74 [ 13 10 5 12 9 12 7 6 ] 72206 39628 2136594
8m-24 74 [ 10 4 7 12 13 9 9 10 ] 72206 39628 2140114
8m-25 75 [ 10 11 9 11 5 11 11 7 ] 73173 40156 2169393
Average 51512 28329 1518871
In order to exploit even more the decompositions, we present in Table 8 similar

results but this time with all decompositions but one. The table formatting is the same
as Table 7. From this table, we may conclude that the removal of one decomposition
does not have a significant impact on average solution quality. For overall solution
time, the most considerable reduction is noticed in decomposition lenses-pair.
6 Conclusion
In this paper, a MIP model for the long term planning of an underground mine with a
variable cut-off grade was presented. It has been shown that the resolution of this model
is prohibitively expensive when using a commercial library for MIP models in real-life
cases. For this reason, heuristic approaches were proposed to attempt to reduce solution
times. The experimental results showed that the heuristics could provide high-quality
13
solutions fast. The presented results confirmed that significant improvements for the
solution of the problem could be obtained by using the proposed methods. Moreover,
the results also show the methods to be scalable for instances with the same character-
istics of Raglan mine, since real-life applications are smaller than the largest instances
tested. Finally, letting the optimizer determine the best cut-off grade to use for each lens
has increased the net present value by more than 20% on average.
From the real-life perspective, long-term planning for underground mines is
an annual exercise conducted by mining companies due to, among other things,
uncertainties related to deposit geology and fluctuating metal prices. It is gener-
ally done by studying only two or three scenarios. The study of these scenarios can
take 1 to 2 months of work for a team of engineers. This study takes into account
all the engineering aspects of mine operations. The long-term planning tool that
we propose allows us to evaluate all the feasible scenarios and to select the best
mining sequence. Despite some slight simplifications, the tool developed can be
handy by the engineers of the mine since they can start from this optimal scenario
to complete the study with more details, which saves much time. On the other
hand, if the optimal scenario is not appropriate, it will be easy to add additional
constraints to the model to converge to a more realistic and optimal scenario.
Furthermore, the approaches are flexible and fast, allowing mining engineers
to test several different scenarios. These scenarios can be built from different lev-
els of cut-off grade discretization or just one fixed cut-off grade. They can also
be built using other mining methods but the ones considered in the presented
application, using different precedence rules and split strategies. The activities
can be split in any number of parts, with uneven attributes (i.e., a split in two
does not need to be 50%/50%). Finally, the planning may be revised whenever
needed, considering the current state of each mine and available equipment.
Acknowledgements This research was partially supported by the Fonds de recherche du Québec - Nature
et technologies (FRQ-NT) and by the Conselho Nacional de Desenvolvimento Científico e Tecnológico
(CNPq), grants 313521/2017-4 and 425962/2016-4. All support is gratefully acknowledged. Computa-
tions were made on the supercomputer Mp2, managed by Calcul Québec and Compute Canada. The oper-
ation of this supercomputer is funded by the Canada Foundation for Innovation (CFI), the ministère de
l’Économie, de la science et de l’innovation du Québec (MESI) and the Fonds de recherche du Québec
- Nature et technologies (FRQ-NT). The authors would also like to thank the anonymous reviewers for
their helpful and constructive comments that contributed to improve the final version of this paper, and
Thibaut Vidal for helping with the figures.
A Detailed Computational Experiments
In this section, we present detailed information and results for all mine sizes and all
approaches presented throughout the paper. Table 9 presents the number of lenses for
each instance, in total and for each mine, and the number of variables, constraints,
and non-zeros present in the MIP formulation. In Tables 10, 11, 12, 13, 14, 15, 16
and 17, we present the results for the original MIP formulation with the preprocess-
ing procedure, for the Fix-and-Optimize Heuristic and for the MIP formulation using
the Fix-and-Optimize heuristic solution as a hot-start. All results are presented using
one thread and four threads, with a time limit of 12 hours for the MIP formulation.
13
Table 10 Results for 1-mine instances
Inst One thread Four threads
MIP FOH FOH+MIP MIP FOH FOH+MIP
Gown Gbest Twall Gbest Twall Gown Gbest Twall Gown Gbest Twall Tcpu Gbest Twall Tcpu Gown Gbest Twall Tcpu
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
1m-01 0.0 0.0 10.3 0.0 16.5 0.0 0.0 25.8 0.0 0.0 6.1 19.4 0.0 11.1 16.7 0.0 0.0 18.2 38.8
1m-02 0.0 0.0 8.5 0.0 14.5 0.0 0.0 21.4 0.0 0.0 9.1 31.8 0.0 10.1 15.6 0.0 0.0 15.2 30.9
1m-03 0.0 0.0 23.2 0.0 52.1 0.0 0.0 66.8 0.0 0.0 10.8 33.3 0.0 37.0 98.3 0.0 0.0 40.9 119.1
1m-04 0.0 0.0 75.6 0.0 32.4 0.0 0.0 81.6 0.0 0.0 24.9 76.3 0.0 28.0 62.0 0.0 0.0 48.3 114.9
1m-05 0.0 0.0 30.4 0.0 30.0 0.0 0.0 59.1 0.0 0.0 14.0 33.7 0.0 26.7 47.8 0.0 0.0 41.3 83.9
1m-06 0.0 0.0 29.7 0.0 16.5 0.0 0.0 52.2 0.0 0.0 18.6 69.2 0.0 13.7 21.2 0.0 0.0 24.3 58.8
1m-07 0.0 0.0 16.0 0.0 17.5 0.0 0.0 32.3 0.0 0.0 14.0 36.3 0.0 13.8 21.1 0.0 0.0 21.6 37.5
1m-08 0.0 0.0 28.8 0.0 32.5 0.0 0.0 64.7 0.0 0.0 12.2 32.8 0.0 23.8 42.8 0.0 0.0 34.5 68.7
1m-09 0.0 0.0 75.0 0.0 31.5 0.0 0.0 92.7 0.0 0.0 32.5 94.5 0.0 26.6 50.2 0.0 0.0 56.1 131.5
1m-10 0.0 0.0 35.4 0.0 32.4 0.0 0.0 61.4 0.0 0.0 22.4 64.2 0.0 56.0 100.8 0.0 0.0 40.9 96.0
1m-11 0.0 0.0 50.3 0.0 27.4 0.0 0.0 74.7 0.0 0.0 27.2 79.7 0.0 21.2 37.9 0.0 0.0 44.8 101.5
1m-12 0.0 0.0 155.5 0.0 54.9 0.0 0.0 265.2 0.0 0.0 47.9 168.1 0.0 36.7 84.2 0.0 0.0 92.1 296.9
1m-13 0.0 0.0 49.0 0.0 33.6 0.0 0.0 74.8 0.0 0.0 21.1 66.3 0.0 53.5 95.2 0.0 0.0 42.4 96.2
1m-14 0.0 0.0 38.2 0.0 66.5 0.0 0.0 106.7 0.0 0.0 19.7 64.5 0.0 39.3 88.4 0.0 0.0 55.9 142.4
1m-15 0.0 0.0 21.3 0.0 32.0 0.0 0.0 49.5 0.0 0.0 13.9 34.5 0.0 24.5 46.2 0.0 0.0 38.3 76.6
1m-16 0.0 0.0 114.9 0.0 111.1 0.0 0.0 202.5 0.0 0.0 41.3 131.7 0.0 58.1 137.3 0.0 0.0 96.4 253.0
1m-17 0.0 0.0 101.3 0.0 77.2 0.0 0.0 196.0 0.0 0.0 35.9 111.9 0.0 55.9 124.4 0.0 0.0 94.3 245.1
1m-18 0.0 0.0 43.5 0.0 38.9 0.0 0.0 72.7 0.0 0.0 22.3 58.5 0.0 37.6 76.5 0.0 0.0 57.3 129.6
1m-19 0.0 0.0 97.7 0.0 52.2 0.0 0.0 203.8 0.0 0.0 44.6 136.7 0.0 35.6 84.8 0.0 0.0 71.4 190.3
1m-20 0.0 0.0 246.8 0.0 145.3 0.0 0.0 377.1 0.0 0.0 189.8 633.8 0.0 74.0 179.9 0.0 0.0 223.5 683.4
1m-21 0.0 0.0 89.3 0.0 102.3 0.0 0.0 217.6 0.0 0.0 50.4 167.7 0.0 58.2 132.6 0.0 0.0 118.4 333.3
1m-22 0.0 0.0 86.2 0.0 41.3 0.0 0.0 116.3 0.0 0.0 36.3 111.6 0.0 36.7 74.6 0.0 0.0 80.4 211.5
1m-23 0.0 0.0 39.3 0.0 26.4 0.0 0.0 68.1 0.0 0.0 17.7 40.4 0.0 26.2 43.3 0.0 0.0 44.6 87.2
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
1m-24 0.0 0.0 147.2 0.0 40.4 0.0 0.0 181.8 0.0 0.0 67.7 205.4 0.0 29.6 59.3 0.0 0.0 108.1 305.4
1m-25 0.0 0.0 640.6 0.0 144.1 0.0 0.0 673.1 0.0 0.0 265.5 808.8 0.0 103.4 302.1 0.0 0.0 399.4 1269.6
Avg 0.0 0.0 90.2 0.0 50.8 0.0 0.0 137.5 0.0 0.0 42.6 132.5 0.0 37.5 81.7 0.0 0.0 76.3 208.1
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
2m-01 0.0 0.0 24.7 0.0 32.9 0.0 0.0 52.0 0.0 0.0 21.5 52.4 0.0 27.9 37.1 0.0 0.0 47.0 84.2
2m-02 0.0 0.0 397.6 0.0 81.1 0.0 0.0 359.2 0.0 0.0 113.0 387.4 0.0 51.1 105.3 0.0 0.0 140.2 414.5
2m-03 0.0 0.0 420.4 0.0 38.6 0.0 0.0 297.2 0.0 0.0 112.4 392.3 0.0 25.1 43.0 0.0 0.0 124.7 390.4
2m-04 0.0 0.0 1256.3 0.0 78.8 0.0 0.0 1666.6 0.0 0.0 833.3 2898.0 0.0 54.7 95.8 0.0 0.0 776.3 2681.2
2m-05 0.0 0.0 21.7 0.0 59.4 0.0 0.0 76.5 0.0 0.0 22.5 57.9 0.0 46.4 70.1 0.0 0.0 63.2 110.4
2m-06 0.0 0.0 906.5 0.0 65.5 0.0 0.0 773.0 0.0 0.0 566.4 1974.0 0.0 51.8 94.3 0.0 0.0 753.5 2612.4
2m-07 0.0 0.0 46.7 0.0 74.0 0.0 0.0 117.0 0.0 0.0 25.8 78.3 0.0 61.6 116.4 0.0 0.0 86.8 189.4
2m-08 0.0 0.0 61.0 0.0 64.2 0.0 0.0 119.1 0.0 0.0 29.9 75.9 0.0 56.4 75.1 0.0 0.0 81.2 141.8
2m-09 0.0 0.0 2534.8 0.0 350.0 0.0 0.0 3414.3 0.0 0.0 2158.2 8350.5 0.0 175.9 471.6 0.0 0.0 1472.2 5434.2
2m-10 0.0 0.0 333.4 0.0 148.4 0.0 0.0 625.0 0.0 0.0 131.7 475.0 0.0 91.6 178.4 0.0 0.0 197.6 573.4
2m-11 0.0 0.0 3044.0 0.0 123.7 0.0 0.0 2640.5 0.0 0.0 1117.3 3748.7 0.0 98.6 199.2 0.0 0.0 1338.2 4635.7
2m-12 0.0 0.0 1367.5 0.0 78.6 0.0 0.0 2030.2 0.0 0.0 582.7 2030.3 0.0 69.3 135.8 0.0 0.0 1568.2 5719.6
2m-13 0.0 0.0 2209.8 0.0 116.1 0.0 0.0 2644.0 0.0 0.0 1381.1 5152.4 0.0 87.1 156.7 0.0 0.0 2204.3 8106.4
2m-14 0.0 0.0 8017.5 0.0 148.1 0.0 0.0 5380.2 0.0 0.0 3203.3 11871.5 0.0 88.7 188.5 0.0 0.0 2864.8 10453.2
2m-15 0.0 0.0 179.4 0.0 78.4 0.0 0.0 196.7 0.0 0.0 75.8 253.8 0.0 80.2 128.9 0.0 0.0 131.2 308.2
2m-16 0.0 0.0 497.0 0.0 148.3 0.0 0.0 505.7 0.0 0.0 142.7 462.9 0.0 117.6 207.8 0.0 0.0 235.3 596.2
2m-17 0.0 0.0 3363.0 0.0 91.8 0.0 0.0 3130.4 0.0 0.0 1094.8 3878.5 0.0 69.2 111.8 0.0 0.0 1295.9 4706.9
2m-18 0.0 0.0 8284.1 0.0 315.3 0.0 0.0 7817.0 0.0 0.0 3015.1 11624.0 0.0 253.1 685.5 0.0 0.0 2873.9 10866.2
2m-19 0.0 0.0 1831.3 0.0 232.1 0.0 0.0 2136.0 0.0 0.0 884.3 3097.0 0.0 125.5 278.9 0.0 0.0 1200.4 4167.3
2m-20 0.0 0.0 2179.9 0.0 397.7 0.0 0.0 2292.2 0.0 0.0 296.2 1079.5 0.0 207.1 482.0 0.0 0.0 484.5 1505.4
2m-21 0.2 0.0 43200.1 0.0 417.6 0.2 0.0 43676.6 0.0 0.0 8827.2 34235.6 0.0 330.0 916.3 0.0 0.0 12404.5 48563.2
2m-22 0.0 0.0 6180.9 1.0 153.6 0.0 0.0 4815.1 0.0 0.0 24723.5 96116.3 1.0 126.8 272.4 0.0 0.0 4109.9 15720.0
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
2m-23 0.0 0.0 21808.8 0.0 290.6 0.0 0.0 12567.8 0.0 0.0 7530.0 29373.1 0.0 187.8 462.8 0.0 0.0 7230.4 27838.4
2m-24 0.6 0.0 43200.1 0.0 530.6 0.0 0.0 34710.3 0.0 0.0 12037.8 47627.9 0.0 296.4 769.4 0.0 0.0 39066.3 154396.4
2m-25 0.0 0.0 1678.0 0.0 102.8 0.0 0.0 1933.8 0.0 0.0 714.0 2382.8 0.0 75.4 139.2 0.0 0.0 1146.6 3833.8
Avg 0.0 0.0 6121.8 0.0 168.7 0.0 0.0 5359.1 0.0 0.0 2785.6 10707.0 0.0 114.2 256.9 0.0 0.0 3275.9 12562.0
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
3m-01 0.0 0.0 190.0 0.0 89.0 0.0 0.0 263.8 0.0 0.0 92.0 323.3 0.0 63.4 105.8 0.0 0.0 128.8 328.9
3m-02 0.0 0.0 1019.1 0.0 78.8 0.0 0.0 1809.9 0.0 0.0 482.5 1771.1 0.0 63.6 108.7 0.0 0.0 235.2 741.9
3m-03 0.0 0.0 301.7 0.0 83.1 0.0 0.0 297.9 0.0 0.0 130.6 448.8 0.0 71.0 120.9 0.0 0.0 155.7 399.2
3m-04 0.0 0.0 759.5 0.0 202.7 0.0 0.0 1584.4 0.0 0.0 710.0 2531.2 0.0 124.3 271.5 0.0 0.0 630.7 2038.3
3m-05 0.0 0.0 681.9 0.0 116.7 0.0 0.0 743.9 0.0 0.0 340.5 1077.1 0.0 107.2 165.5 0.0 0.0 559.9 1407.5
3m-06 0.0 0.0 795.8 0.0 105.8 0.0 0.0 1030.3 0.0 0.0 298.1 1034.7 0.0 97.5 162.1 0.0 0.0 452.0 1410.2
3m-07 1.3 0.0 43200.1 0.1 226.8 0.0 0.0 16307.1 0.0 0.0 15602.4 60119.2 0.1 177.4 369.6 0.0 0.0 6314.0 24247.5
3m-08 0.0 0.0 1636.2 0.0 144.2 0.0 0.0 2170.6 0.0 0.0 319.9 1179.7 0.0 105.9 186.8 0.0 0.0 358.7 1125.7
3m-09 0.0 0.0 27081.2 0.0 442.4 0.0 0.0 20457.9 0.0 0.0 20373.9 77692.5 0.0 245.1 622.4 0.0 0.0 24674.8 96458.5
3m-10 1.8 1.0 43200.1 1.0 260.1 1.0 1.0 43469.2 1.7 1.0 43204.7 168997.3 1.1 196.9 437.1 1.5 1.0 43404.5 169481.5
3m-11 0.0 0.0 3407.3 0.0 345.5 0.0 0.0 5992.5 0.0 0.0 1757.8 5881.7 0.0 256.5 479.2 0.0 0.0 2605.3 8793.4
3m-12 0.1 0.0 43200.1 0.6 293.3 1.1 0.0 43477.9 0.0 0.0 24852.1 96663.1 0.6 207.8 435.4 0.1 0.0 43408.3 170437.0
3m-13 0.0 0.0 8757.0 0.0 174.7 0.0 0.0 5906.7 0.0 0.0 2154.8 8095.1 0.0 123.6 235.7 0.0 0.0 1995.7 7307.6
3m-14 5.0 2.3 43200.1 2.9 253.8 4.5 1.0 43467.3 1.5 1.0 43200.9 170509.6 2.1 231.5 488.3 1.0 1.0 43429.6 170896.7
3m-15 0.0 0.0 866.4 0.0 195.1 0.0 0.0 895.2 0.0 0.0 792.4 2636.8 0.0 176.0 302.1 0.0 0.0 548.4 1682.7
3m-16 4.1 3.5 43200.1 3.4 447.8 5.3 3.4 43633.5 3.4 3.4 43200.2 170682.2 3.4 307.3 566.1 3.8 3.4 43500.1 170812.5
3m-17 0.0 0.0 416.6 0.0 278.2 0.0 0.0 592.2 0.0 0.0 135.9 467.3 0.0 184.5 302.3 0.0 0.0 290.9 668.1
3m-18 0.0 0.0 509.3 0.0 140.8 0.0 0.0 1070.1 0.0 0.0 399.2 1198.8 0.0 112.3 163.3 0.0 0.0 494.4 1377.5
3m-19 1.5 1.3 43200.1 1.5 829.0 3.3 1.5 43968.6 2.1 1.3 43200.2 170839.2 1.5 316.7 771.5 1.3 1.3 43518.6 169749.4
3m-20 0.0 0.0 707.6 0.0 345.8 0.0 0.0 1004.2 0.0 0.0 722.1 2057.8 0.0 199.8 357.1 0.0 0.0 680.9 1914.2
3m-21 0.0 0.0 11763.0 2.3 284.4 0.4 0.0 43466.0 0.3 0.0 43209.5 159024.7 2.3 214.8 470.3 0.0 0.0 6042.3 23115.0
3m-22 9.2 4.2 43200.2 4.2 530.4 8.1 4.2 43755.6 7.9 4.4 43204.9 170301.6 4.2 329.5 671.0 4.2 4.2 43539.2 169147.0
3m-23 1.9 0.0 43200.1 0.2 412.8 2.0 0.2 43595.2 0.0 0.0 35714.4 139585.7 0.2 266.1 494.2 0.2 0.0 43471.6 169151.0
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
3m-24 0.0 0.0 17121.0 0.0 511.4 0.0 0.0 17053.5 0.0 0.0 14045.3 54553.5 0.0 494.8 977.9 0.0 0.0 12936.0 48419.3
3m-25 0.0 0.0 9122.1 0.0 259.3 0.0 0.0 10607.0 0.0 0.0 4235.7 16029.3 0.0 215.7 365.1 0.0 0.0 6820.7 24506.6
Avg 1.0 0.5 17229.5 0.7 282.1 1.0 0.5 17464.8 0.7 0.4 15295.2 59348.0 0.6 195.6 385.2 0.5 0.4 14807.9 57424.7
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
4m-01 0.0 0.0 3073.2 0.0 108.8 0.0 0.0 4953.2 0.0 0.0 1325.9 4986.3 0.0 154.1 246.5 0.0 0.0 1594.0 5895.7
4m-02 0.0 0.0 14796.3 0.0 266.5 0.0 0.0 12726.8 0.0 0.0 19873.5 78528.3 0.0 208.7 350.0 0.0 0.0 7704.7 29702.6
4m-03 0.0 0.0 34105.7 0.1 201.8 3.5 0.1 43395.9 0.0 0.0 8939.3 34691.3 0.1 254.4 424.5 0.0 0.0 8713.8 33535.1
4m-04 2.8 0.4 43200.1 0.4 205.6 2.1 0.4 43408.2 0.4 0.4 43200.2 167400.2 0.4 136.9 262.7 0.5 0.4 43334.1 171068.5
4m-05 4.0 0.0 43200.1 0.0 417.8 0.9 0.0 43602.2 0.0 0.0 42711.7 165085.4 0.0 244.8 544.3 0.1 0.0 43443.4 172258.2
4m-06 7.5 5.8 43200.1 5.8 385.4 5.8 5.8 43588.7 7.0 5.8 43200.2 169732.6 5.8 281.0 595.5 6.5 5.8 43471.9 169858.5
4m-07 4.5 4.5 43200.2 4.7 240.5 5.5 4.6 43454.8 6.0 4.5 43215.8 169604.3 4.7 198.1 341.5 4.8 4.5 43529.6 156373.6
4m-08 5.2 4.9 43200.1 5.9 282.9 6.0 4.9 43507.2 4.9 4.9 43216.8 170857.0 5.9 230.4 478.6 5.8 4.9 43425.4 168700.0
4m-09 3.6 1.9 43200.1 2.0 379.5 2.5 1.9 43588.7 2.2 1.9 43203.7 170469.0 2.0 281.9 565.9 1.9 1.9 43501.5 169861.1
4m-10 0.0 0.0 34887.6 0.0 303.4 0.0 0.0 33942.4 0.0 0.0 12126.4 47286.7 0.0 206.7 424.9 0.0 0.0 15727.3 61256.5
4m-11 0.0 0.0 2030.8 0.0 195.9 0.0 0.0 1835.5 0.0 0.0 994.6 3559.4 0.0 183.8 270.4 0.0 0.0 1274.5 4210.4
4m-12 12.3 5.0 43200.1 5.1 444.6 11.3 5.1 43641.3 5.1 4.9 43206.0 170120.5 5.1 280.5 663.2 5.0 5.0 43484.3 170745.4
4m-13 8.2 5.6 43200.2 6.3 697.2 10.5 6.3 43880.6 5.3 5.3 43200.2 167048.5 6.3 371.0 849.0 10.7 6.3 43531.3 170410.7
4m-14 3.8 0.0 43200.1 0.0 297.5 1.1 0.0 43494.4 3.4 0.0 43200.2 168794.3 0.0 229.4 418.3 0.0 0.0 23053.3 90656.4
4m-15 0.0 0.0 1501.9 0.0 209.2 0.0 0.0 1731.7 0.0 0.0 1047.5 3868.1 0.0 187.5 334.8 0.0 0.0 1097.9 3764.4
4m-16 8.9 8.9 43200.2 8.2 468.5 9.4 8.2 43594.2 9.6 8.6 43200.3 168515.1 8.2 324.3 649.0 8.4 7.6 43525.5 170725.2
4m-17 9.1 9.1 43200.2 9.6 530.8 9.7 8.6 43668.3 8.6 8.6 43200.2 169470.3 9.6 346.9 661.1 11.2 9.6 43544.3 169177.7
4m-18 5.7 4.9 43200.2 4.8 697.2 5.8 4.8 43879.1 6.8 5.8 43200.3 169553.4 4.9 386.1 836.8 4.9 4.9 43577.5 171243.9
4m-19 15.0 11.2 43200.2 8.6 919.5 12.4 8.6 44065.2 15.2 11.0 43200.3 167693.3 8.6 678.6 1451.1 8.6 8.6 43869.1 164351.9
4m-20 1.8 1.3 43200.2 1.3 716.0 1.6 1.3 43891.4 1.5 1.3 43200.3 169864.2 1.3 685.0 1323.1 1.3 1.3 43867.9 171622.3
4m-21 18.0 13.8 43200.1 11.9 533.5 16.2 11.9 43718.0 13.6 12.4 43200.3 167666.2 11.9 422.5 848.5 11.9 11.9 43619.3 168732.6
4m-22 9.5 7.2 43200.2 7.1 910.8 10.3 7.1 44159.3 6.9 6.9 43200.4 169180.8 7.1 700.3 1452.9 8.5 7.1 43900.4 169493.8
4m-23 5.4 3.8 43200.2 4.4 541.9 5.7 3.6 43785.5 5.2 3.5 43200.4 169578.1 4.4 460.2 828.6 3.6 3.6 43646.8 165681.2
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
4m-24 6.4 3.1 43200.2 3.1 992.6 6.1 2.9 44200.7 3.1 2.8 43200.4 162449.8 3.2 536.5 1237.8 2.6 2.6 43741.2 165931.0
4m-25 6.3 4.2 43200.2 3.9 689.3 4.8 3.9 43932.5 5.1 3.9 43200.4 168424.2 3.9 507.4 966.0 3.9 3.9 43669.7 169077.6
Avg 5.5 3.8 36447.9 3.7 465.5 5.2 3.6 37185.8 4.4 3.7 34586.6 134977.1 3.7 339.9 681.0 4.0 3.6 33753.9 130573.4
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
5m-01 6.7 0.0 43200.1 0.0 170.5 0.0 0.0 31668.3 0.0 0.0 25475.6 99768.3 0.0 134.3 225.6 0.0 0.0 20654.0 81469.5
5m-02 0.0 0.0 2192.3 0.1 140.2 0.0 0.0 3397.8 0.0 0.0 1297.2 4835.3 0.1 122.1 194.7 0.0 0.0 1366.3 4764.6
5m-03 0.0 0.0 12737.7 0.0 108.5 0.0 0.0 31239.7 0.0 0.0 6066.0 23051.3 0.0 96.2 155.4 0.0 0.0 6419.9 24564.7
5m-04 7.0 6.5 43200.1 5.8 236.0 7.4 5.8 43460.2 5.8 5.8 43205.1 170324.7 5.8 202.6 355.2 5.8 5.8 43406.2 170398.0
5m-05 0.0 0.0 24556.6 0.0 396.0 0.0 0.0 14886.8 1.5 0.0 43210.2 169768.2 0.0 373.7 688.6 0.0 0.0 17565.3 68461.4
5m-06 0.0 0.0 7018.1 0.4 225.8 0.0 0.0 9529.5 0.0 0.0 7485.8 27324.3 0.4 198.4 340.6 0.0 0.0 3938.2 14516.1
5m-07 9.1 5.4 43200.2 5.3 287.3 6.9 5.3 43525.3 5.3 5.3 43205.7 170013.8 5.3 219.9 407.8 6.7 5.3 43560.9 158545.4
5m-08 10.4 10.1 43200.2 9.8 534.7 10.0 9.8 43736.4 11.3 9.5 43204.1 169698.4 9.8 347.4 706.3 9.8 9.8 43560.4 168651.1
5m-09 7.1 4.1 43200.2 3.5 404.3 6.9 3.5 43622.0 6.0 3.5 43200.2 165167.3 3.5 258.6 432.2 3.4 3.4 43463.3 167266.3
5m-10 5.1 4.5 43200.2 4.4 447.8 4.5 4.4 43625.1 6.1 4.8 43204.5 169409.7 4.4 395.9 680.8 4.4 4.4 43581.7 171219.8
5m-11 12.5 7.2 43200.2 8.0 509.6 14.1 8.0 43694.1 15.7 7.2 43200.2 169287.0 8.0 374.2 744.7 7.2 7.2 43588.1 170573.6
5m-12 10.8 10.5 43200.2 10.3 675.4 10.2 10.2 43936.3 12.3 11.5 43203.7 167799.5 10.3 501.7 1040.8 12.2 10.2 43694.7 169413.7
5m-13 12.8 10.6 43200.2 10.3 969.5 12.0 10.3 44224.7 12.0 10.9 43200.3 165629.7 10.3 989.3 2182.4 10.3 10.3 44180.6 161871.6
5m-14 11.3 10.0 43200.3 10.8 1393.9 10.6 10.6 44661.4 10.4 10.3 43200.8 167067.2 10.8 978.3 1785.2 11.8 10.6 43786.4 169790.1
5m-15 15.0 12.2 43200.3 10.9 1119.7 13.5 10.9 44374.5 13.1 10.3 43200.4 168995.3 10.9 957.0 2125.7 10.9 10.9 44282.9 165510.5
5m-16 16.9 16.6 43200.2 12.4 1070.3 12.8 12.4 44238.4 14.6 13.9 43200.4 166255.4 12.7 655.6 1639.0 12.7 12.7 43855.4 167306.3
5m-17 14.4 2.9 43200.2 4.8 706.7 8.1 2.9 44027.7 4.6 2.9 43204.5 168218.7 4.8 579.4 1013.6 2.9 2.9 43768.8 168963.3
5m-18 17.1 16.0 43200.2 14.8 991.8 16.7 14.8 44126.3 15.8 15.4 43200.4 167145.9 14.8 583.3 1097.2 14.8 14.8 43786.7 163724.5
5m-19 21.1 20.6 43200.3 15.2 1559.2 15.2 15.2 44590.5 17.7 16.9 43200.4 164263.4 15.2 955.1 2133.1 16.4 15.2 44154.9 165338.3
5m-20 17.9 16.9 43200.3 13.1 1377.0 13.0 13.0 44586.9 14.3 13.1 43200.3 164806.8 13.1 1170.4 2820.8 14.0 13.1 44344.6 169456.6
5m-21 19.0 17.6 43200.2 13.3 1520.3 13.6 13.3 44692.4 15.2 15.2 43200.4 166653.5 13.3 891.4 2082.3 14.1 13.3 44166.3 169823.1
5m-22 21.4 18.9 43200.2 17.5 1893.9 18.9 17.5 45048.9 22.2 19.6 43207.4 169097.7 17.5 1392.5 3168.3 17.5 17.5 44539.2 164130.0
5m-23 14.4 13.8 43200.3 13.3 799.2 13.3 13.3 43986.0 16.4 15.0 43205.1 168385.8 13.3 672.6 1438.3 13.5 13.2 43883.0 170734.8
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
5m-24 10.7 10.5 43200.3 10.1 1331.7 10.1 10.1 44495.2 11.9 11.1 43200.3 165431.5 10.1 972.6 2061.2 10.2 10.1 44197.0 169185.8
5m-25 6.5 5.7 43200.3 5.6 1213.3 5.7 5.6 44328.7 6.2 5.8 43200.4 167641.6 5.6 1404.2 2455.3 5.6 5.6 44022.5 169988.9
Avg 10.7 8.8 38148.4 8.0 803.3 8.9 7.9 38948.1 9.5 8.3 37903.2 147041.6 8.0 617.1 1279.0 8.2 7.9 37110.7 141826.7
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
6m-01 4.3 3.9 43200.2 3.7 344.4 5.6 3.7 43597.7 4.0 3.5 43208.2 168703.4 3.5 293.4 537.2 3.5 3.5 43499.3 170191.6
6m-02 3.4 1.8 43200.1 3.0 360.8 6.6 1.8 43533.2 1.8 1.8 43209.0 171017.4 1.8 302.3 503.4 2.4 1.8 43509.6 170701.2
6m-03 9.3 7.6 43200.1 7.4 594.8 9.6 7.4 43802.7 8.1 7.9 43204.2 166935.1 7.4 402.5 753.5 7.4 7.4 43890.2 162407.5
6m-04 9.8 5.7 43200.2 5.2 471.2 8.4 5.2 43653.3 7.2 5.8 43205.0 169192.8 5.2 339.3 608.9 5.2 5.2 43539.3 169343.1
6m-05 3.6 0.2 43200.2 0.2 356.8 2.7 0.2 43584.8 0.2 0.2 43200.2 168760.9 0.2 316.8 493.9 0.8 0.2 43517.3 170250.5
6m-06 10.6 7.5 43200.2 5.5 570.0 8.3 5.0 43758.8 9.3 6.0 43205.2 169443.9 5.5 392.8 838.6 5.0 5.0 43594.2 168161.4
6m-07 16.4 16.4 43200.2 14.8 715.8 18.0 14.8 43926.8 15.7 14.7 43206.8 167936.2 14.8 454.4 846.5 14.1 14.0 43671.9 170503.3
6m-08 9.2 7.8 43200.2 6.7 703.6 7.6 6.7 43907.2 7.2 7.2 43205.3 167703.6 6.9 552.2 1008.0 8.5 6.9 43714.8 169092.0
6m-09 4.8 3.7 43200.2 3.8 646.5 5.8 3.8 43836.1 3.7 3.7 43205.2 167972.9 3.8 525.3 909.9 4.3 3.8 43721.5 170618.2
6m-10 9.9 9.0 43200.2 9.0 1015.4 9.0 9.0 44143.2 10.0 9.2 43200.4 167217.1 9.0 722.2 1700.6 9.0 9.0 43905.5 171770.6
6m-11 6.9 6.1 43200.3 6.0 753.9 7.5 6.0 43927.7 6.0 6.0 43206.3 167171.3 6.0 696.3 1258.8 6.5 6.0 43914.7 170335.5
6m-12 8.2 8.0 43200.3 7.5 651.3 7.5 7.5 43766.2 10.1 8.6 43206.0 168879.6 7.4 579.8 1063.8 8.6 7.4 43770.6 171338.7
6m-13 18.6 17.0 43200.3 15.7 1594.3 17.2 15.7 44564.2 16.7 16.1 43207.9 168957.3 15.7 981.5 1963.9 15.7 15.7 44164.1 168789.7
6m-14 12.0 10.5 43200.2 8.8 803.7 8.8 8.8 44005.6 10.9 10.0 43206.4 165966.0 8.9 536.3 1032.7 10.4 8.9 43729.1 167389.7
6m-15 19.4 19.1 43200.2 16.7 1210.2 16.7 16.7 44524.9 19.6 18.1 43200.4 164884.2 16.8 581.1 1032.7 16.8 16.8 43785.2 165378.7
6m-16 16.5 16.5 43200.2 14.5 1508.9 14.8 14.5 44651.8 15.6 15.4 43200.3 162353.0 14.5 1614.1 3234.2 15.9 14.5 44624.0 167765.0
6m-17 16.7 16.7 43200.3 15.0 2242.3 15.4 15.0 45616.2 16.1 15.5 43208.4 165981.7 15.0 1382.8 3427.1 18.0 15.0 44535.2 168700.6
6m-18 15.3 15.3 43200.4 14.8 1001.2 14.9 14.8 44178.8 15.7 15.6 43200.5 165525.7 14.8 675.7 1365.1 16.3 14.8 43852.7 168172.4
6m-19 19.4 14.6 43200.3 12.9 1394.6 17.7 12.9 44586.2 17.3 13.4 43200.4 165416.1 12.7 1209.9 2732.7 12.7 12.7 44435.4 165504.2
6m-20 14.5 14.3 43200.2 17.3 2635.6 17.4 17.3 45906.3 15.6 14.4 43200.4 160889.3 18.3 2015.9 5027.9 13.5 13.5 45086.9 170094.7
6m-21 18.5 18.5 43200.4 15.6 1467.5 16.3 15.6 44768.5 19.8 18.7 43200.5 158846.6 15.6 890.1 1805.1 17.5 15.6 44088.4 161983.1
6m-22 17.8 17.5 43200.3 14.1 1164.4 14.1 14.1 44244.0 17.4 15.8 43200.5 163896.1 14.1 972.4 1922.1 15.1 14.1 44204.4 164518.4
6m-23 18.2 18.2 43200.4 13.3 1656.8 13.5 13.3 44883.2 17.7 16.4 43200.3 163490.7 13.3 1246.9 2900.9 14.5 13.3 44414.1 170183.6
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
6m-24 17.8 17.8 43200.4 19.7 3151.1 20.2 19.7 46642.1 21.7 21.1 43200.4 161372.6 19.9 1877.9 4259.9 20.9 19.9 44647.6 168415.4
6m-25 18.3 18.3 43200.4 19.7 4279.5 20.2 19.7 47680.3 20.9 20.5 43200.5 160555.0 20.1 2483.5 6496.8 20.8 20.1 45641.4 172135.3
Avg 12.8 11.7 43200.3 10.8 1251.8 12.2 10.8 44467.6 12.3 11.4 43203.5 165962.7 10.8 881.8 1909.0 11.3 10.6 44058.3 168549.8
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
7m-01 2.0 2.0 43200.2 2.0 238.8 3.2 2.0 43443.8 2.0 2.0 43206.3 170549.9 2.0 202.2 347.2 2.3 2.0 43405.4 169691.1
7m-02 11.0 6.5 43200.3 6.2 434.0 12.4 6.2 43628.8 9.9 6.5 43204.2 169274.8 6.2 297.3 550.5 6.0 6.0 43499.7 170300.9
7m-03 5.2 3.2 43200.2 3.0 302.5 4.7 3.0 43539.9 3.0 3.0 43200.3 168852.8 3.0 268.5 407.8 4.5 3.0 43472.4 170149.2
7m-04 11.4 10.0 43200.2 9.9 950.5 11.4 9.9 44127.2 10.8 10.8 43205.5 168482.4 9.9 650.4 1358.5 10.1 9.9 43863.0 171481.5
7m-05 25.7 25.4 43200.2 24.3 975.5 24.3 24.3 44206.3 27.4 25.2 43203.6 169468.2 24.3 664.7 1319.7 25.9 24.3 43841.1 168230.9
7m-06 11.9 8.5 43200.2 7.6 512.6 10.3 7.6 43728.3 8.7 7.6 43206.3 166581.5 7.6 417.1 746.7 7.6 7.6 43615.1 166267.7
7m-07 5.9 4.3 43200.3 3.7 455.7 5.9 3.7 43658.6 4.3 3.8 43206.9 168344.5 3.7 431.2 675.1 3.7 3.7 43603.2 168414.2
7m-08 10.0 9.8 43200.3 9.1 714.8 9.5 9.1 43872.2 9.2 8.7 43208.5 166634.9 9.4 841.9 1372.4 9.3 9.3 43710.9 168744.0
7m-09 8.5 8.0 43200.4 8.3 643.6 8.2 8.2 43843.6 8.8 8.6 43206.3 166567.6 8.2 588.3 1032.8 8.7 8.2 43798.9 170333.6
7m-10 20.9 20.4 43200.3 18.5 1105.5 18.4 18.4 44469.3 20.4 19.3 43207.1 163668.9 18.5 694.1 1393.0 21.0 18.4 43841.1 169259.0
7m-11 19.2 17.3 43200.3 15.4 622.5 15.4 15.4 43844.0 19.2 15.5 43200.4 160969.3 15.4 544.4 925.0 16.8 15.4 43695.2 166105.1
7m-12 11.1 9.0 43200.3 8.9 1050.3 10.8 8.9 44239.6 14.6 11.1 43206.3 167023.9 8.9 823.2 1624.0 8.9 8.9 44006.1 165837.4
7m-13 6.5 6.5 43200.3 6.3 729.8 6.4 6.3 43963.2 7.5 7.5 43207.2 168130.2 6.3 637.1 1110.6 6.4 6.3 43805.3 167254.2
7m-14 10.5 10.5 43200.3 12.1 1053.1 14.0 12.0 44314.7 10.2 10.0 43206.9 163906.6 12.0 838.9 1454.6 10.5 8.6 44040.7 169808.6
7m-15 17.7 17.7 43200.4 13.5 909.6 13.7 13.5 44146.8 15.7 15.0 43200.4 164417.4 13.5 853.1 1592.0 14.3 13.5 44006.0 167172.3
7m-16 13.9 13.4 43200.3 11.9 991.8 11.9 11.9 44222.1 13.5 12.2 43200.4 166353.9 11.9 941.4 2060.4 12.3 11.9 44127.7 169854.7
7m-17 14.3 12.7 43200.3 10.4 1262.3 12.2 10.4 44535.5 13.5 11.6 43203.7 163816.5 10.4 1402.0 3082.8 10.4 10.4 44337.2 163231.0
7m-18 13.6 10.6 43200.3 9.6 1901.1 11.1 9.6 45224.0 11.0 9.6 43200.5 167052.2 9.6 1096.0 2284.3 9.6 9.6 44218.7 165170.9
7m-19 21.2 20.2 43200.3 17.9 835.4 18.0 17.7 44000.2 21.8 20.3 43206.8 161846.8 17.9 639.1 1249.4 17.7 17.7 43811.7 167609.2
7m-20 16.6 16.3 43200.3 13.3 2311.9 13.3 13.3 45600.0 17.0 15.8 43200.5 161436.6 14.2 1205.7 2600.0 14.7 14.1 44342.5 159735.8
7m-21 17.4 15.4 43200.4 13.9 1333.9 14.0 13.9 44546.4 16.2 14.7 43200.5 166387.6 13.9 1440.4 2515.4 13.9 13.9 44589.2 169994.5
7m-22 20.8 20.7 43200.4 21.9 2350.7 21.9 21.9 45618.2 22.9 22.4 43200.5 160808.7 21.5 2078.9 4617.6 21.8 21.5 45260.5 166986.9
7m-23 20.5 20.3 43200.4 19.5 1593.7 19.5 19.5 44953.9 20.5 18.9 43200.4 157681.3 19.5 1413.3 2615.4 20.6 19.5 44605.4 163027.1
13

13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
7m-24 16.8 16.7 43200.3 15.9 4614.8 16.2 15.9 47568.6 10.6 10.5 43200.5 163669.2 15.7 3432.7 8135.9 15.7 15.7 46679.7 172512.4
7m-25 16.0 14.6 43200.3 12.6 4215.5 14.3 12.6 47158.9 13.7 11.7 43200.5 160741.0 12.4 3670.3 7593.4 12.4 12.4 47104.3 164746.7
Avg 13.9 12.8 43200.3 11.8 1284.4 12.8 11.8 44498.2 13.3 12.1 43203.6 165306.7 11.8 1042.9 2106.6 12.2 11.7 44211.2 167676.8
Inst one thread four threads
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
8m-01 7.7 5.1 43200.2 4.8 378.3 8.5 4.8 43599.4 4.8 4.8 43209.7 168757.9 4.8 316.1 595.1 5.1 4.8 43527.1 169393.7
8m-02 11.7 10.8 43200.3 11.3 534.6 11.9 11.3 43766.0 12.9 12.9 43200.3 167273.0 11.3 541.1 934.6 11.3 11.3 43748.6 167794.1
8m-03 41.5 28.8 43200.3 24.9 456.8 36.4 24.9 43654.1 32.1 24.9 43204.2 169006.0 24.9 350.5 722.6 24.9 24.9 43571.4 169762.6
8m-04 17.4 12.4 43200.3 12.3 461.6 14.7 12.2 43625.1 12.6 12.6 43206.3 167203.9 12.3 370.6 696.5 12.9 12.3 43587.7 166629.4
8m-05 28.2 28.2 43200.3 27.5 1162.3 28.2 27.4 44332.5 29.1 27.8 43205.8 167694.1 27.5 689.5 1633.9 29.3 27.5 43910.3 168936.0
8m-06 16.1 13.8 43200.2 13.5 1384.7 15.5 13.5 44651.1 19.4 17.7 43205.0 164241.9 12.9 1188.9 2461.3 12.9 12.9 44431.3 157786.2
8m-07 13.0 10.8 43200.2 10.8 569.5 12.7 10.8 43771.8 12.0 12.0 43206.9 168070.0 10.8 594.5 1052.7 11.2 10.8 43791.4 170182.7
8m-08 23.4 18.1 43200.3 17.9 694.2 22.5 17.8 43929.2 24.4 18.8 43206.4 168057.2 17.9 580.8 1035.4 17.8 17.8 43802.9 166050.1
8m-09 24.3 20.8 43200.4 19.7 885.9 22.3 19.7 44207.0 22.5 19.7 43206.3 166585.7 19.7 725.3 1264.0 19.7 19.7 43934.7 168722.2
8m-10 15.8 15.5 43200.3 14.2 781.7 14.2 14.2 43984.4 14.9 14.8 43205.9 168498.1 14.2 742.7 1476.5 14.8 14.2 43944.7 171444.2
8m-11 15.0 13.4 43200.3 11.1 1310.2 11.7 11.1 44464.6 14.1 13.0 43207.6 167486.8 11.1 1225.3 2184.6 11.0 11.0 44280.5 169905.1
8m-12 25.8 21.5 43200.4 19.8 1361.7 24.1 19.8 44455.3 25.1 20.4 43209.4 164641.3 19.8 1200.1 1982.5 19.8 19.8 44287.3 165313.5
8m-13 15.8 14.8 43200.3 20.0 2287.1 17.9 17.4 45487.8 15.8 13.9 43200.6 164621.0 19.9 1878.4 2768.7 19.9 19.9 45129.6 169122.1
8m-14 17.7 17.7 43200.3 15.7 1417.2 15.9 15.7 44517.3 22.6 20.3 43200.6 161654.4 15.6 1031.6 1953.7 16.4 15.6 44256.2 168534.5
8m-15 17.9 17.6 43200.4 17.2 1437.3 17.2 17.2 44592.8 20.2 18.9 43205.5 164143.8 17.2 897.1 1793.4 17.2 17.2 44102.4 164923.4
8m-16 16.6 15.8 43200.4 13.3 1313.1 13.3 13.3 44476.6 15.4 14.7 43208.7 164139.7 13.4 1089.7 2068.2 13.7 13.4 44328.0 166241.5
8m-17 18.0 18.0 43200.4 21.4 2337.5 21.6 21.4 45537.4 17.3 16.6 43208.7 165619.4 21.3 2442.2 4742.4 18.4 17.9 45485.8 169314.9
8m-18 25.1 24.8 43200.3 16.6 3183.8 17.3 16.6 46309.7 21.7 20.4 43200.4 162490.4 16.6 2361.8 3653.5 16.6 16.6 45524.1 167199.2
8m-19 25.0 25.0 43200.3 22.4 2247.6 22.5 22.4 45254.0 24.9 23.3 43200.5 162814.4 22.0 1731.4 3413.3 22.9 22.0 44982.5 163189.5
8m-20 18.4 15.3 43200.3 10.9 1032.7 10.9 10.9 44287.5 14.9 13.5 43200.5 164218.7 10.9 1165.4 1896.4 13.2 10.9 44392.6 167660.9
8m-21 26.3 26.3 43200.2 17.0 2832.2 17.0 17.0 46055.5 20.7 20.6 43200.5 160811.8 16.7 3090.8 4869.9 17.5 16.7 46336.6 170033.4
8m-22 21.3 21.2 43200.4 27.2 6156.0 27.2 27.2 49616.7 22.5 22.3 43200.6 162768.0 28.1 5019.7 9830.8 22.8 22.8 48319.0 173643.8
8m-23 31.6 31.6 43200.4 16.9 3044.0 16.9 16.9 46428.7 25.2 24.2 43200.7 153010.1 17.9 2003.9 3965.0 19.0 17.9 45443.6 161971.4
13

Inst one thread four threads
13
(%) (%) (%) (%) (%) (%) (%) (%) (%) (%)
8m-24 26.2 25.6 43200.3 18.6 3097.2 18.6 18.6 46404.8 23.8 22.8 43200.6 147755.5 17.7 1988.7 3785.2 18.3 17.7 45304.2 162652.2
8m-25 14.9 14.9 43200.6 10.7 2371.5 11.1 10.7 45588.2 13.4 13.1 43200.6 159073.9 10.8 2092.3 4244.6 11.7 10.8 45349.9 169542.2
Avg 20.6 18.7 43200.3 16.6 1709.5 18.0 16.5 44919.9 19.3 17.8 43204.1 164025.5 16.6 1412.7 2601.0 16.7 16.3 44630.9 167438.0
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Optimization and Engineering

Strategic planning of an underground mine with variable

Rafael Martinelli1 · Jean Collard2 · Michel Gamache2,3

Received: 2 November 2017 / Revised: 30 September 2018 / Accepted: 5 December 2019

Keywords Long-term planning · Scheduling · Optimization · Underground mining ·

1 Strategic planning in underground mines

account different development activities to be done according to the selected cut-

2 Mining methods and development

Long hole stopes

Cut and fill

r1,m o11,m o21,m h11,m h21,m

r2,m o12,m o22,m h12,m h22,m

h2k,m h1k,m o2k,m o1k,m rk,m ... c12,m c22,m

c2k,m c1k,m rk+1,m rn,m o1n,m ...

Fig. 2 Example of a graph of predecessors in mine m: Gm = (Nm , Am )

3 Mixed integer programming model

3.1 Sets, parameters and variables

CmI Investment ($) needed to start production in mine m ∈ M

Tt Maximal mass of ore (tons) that can be extracted at period t ∈ T

FR Recovery factor at the processing plant (%)

of transporting the surplus or the deficit of material is given by the parameter

Three global constraints apply to all mines in production or development. Con-

3.3.3 Links between production and binary variables

Constraints (6) link production variables to binary variables. If the decision is made to

Table 4 The three paths Name Definition

A2r →h2 {r1,m , r2,m , … , r𝓁,m , o1𝓁,m } ∪ {c1𝓁,m , h1𝓁,m , h2𝓁,m }

A3r {r1,m , r2,m , … , r𝓁,m , o1𝓁,m } ∪ {c1𝓁,m , c2𝓁,m , h2𝓁,m }

3.3.5 Constraints on successive tasks

3.3.8 Flow conservation for backfill material

The preprocessing strategy uses a pretreatment procedure to calculate the earliest

The Fix-and-Optimize Heuristic is a matheuristic that explores parts of a feasi-

1. Decompose-periods This decomposition fixes the solution except for a range

Algorithm 1 Fix-and-Optimize Heuristic.

In this section, we start presenting the summary of the computational experiments

1m 0.0 0.0 90.2 0.0 50.8 0.0 0.0 137.5

Avg 8.1 7.0 28454.8 6.5 752.0 7.3 6.4 29122.6

Finally, the last experiment is performed to show the bounds’ evolution

Table 7 Solution quality change when using only one Fix-and-Optimize decomposition

Table 9 Instance and formulation information

1m-01 4 [4] 3949 2234 115587

Average 6154 3438 181266

2m-01 8 [44] 7898 4408 230614

2m-15 14 [77] 13700 7576 404288

Average 13004 7196 383605

3m-01 12 [444] 11847 6582 346041

Average 20202 11144 596010

4m-02 20 [6644] 19664 10868 577904

Average 25969 14311 765553

5m-01 20 [44444] 19745 10930 577135

5m-16 39 [ 9 7 10 5 8 ] 38118 20962 1126856

Average 33399 18385 985653

6m-01 28 [456445] 27562 15216 808138

6m-21 54 [ 5 8 7 12 13 9 ] 52704 28944 1562352

7m-01 29 [4454444] 28610 15806 837168

Average 45010 24761 1327201

8m-02 34 [54444544] 33526 18508 980334

In order to exploit even more the decompositions, we present in Table 8 similar

A Detailed Computational Experiments

MIP FOH FOH+MIP MIP FOH FOH+MIP

MIP FOH FOH+MIP MIP FOH FOH+MIP

MIP FOH FOH+MIP MIP FOH FOH+MIP

MIP FOH FOH+MIP MIP FOH FOH+MIP

MIP FOH FOH+MIP MIP FOH FOH+MIP

1 Strategic planning in underground mines

2 Mining methods and development

Fig. 2 Example of a graph of predecessors in mine m: Gm = (Nm , Am )

3 Mixed integer programming model

3.1 Sets, parameters and variables

3.3.3 Links between production and binary variables

Table 4 The three paths Name Definition

3.3.5 Constraints on successive tasks

3.3.8 Flow conservation for backfill material

Table 7 Solution quality change when using only one Fix-and-Optimize decomposition

Table 9 Instance and formulation information