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Optimal pits and optimal transportation
Ivar Ekeland1 Maurice Queyranne2
1CEREMADE, Universite Paris-Dauphine
2CORE, U.C. Louvain, andSauder School of Business at UBC
CESAME Seminar in Systems and Control, UCLNovember 18, 2014
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Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 3: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/3.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 4: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/4.jpg)
Open Pit Mining
To dig a hole in the ground and excavate valuable minerals
Diavik diamond mine, Canada
Super Pit gold mine, Kalgoorli, Western Australia
Chuquicamata copper mine, Chile(4.3 km × 3 km × 900 m)
![Page 5: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/5.jpg)
Open Pit Mining
To dig a hole in the ground and excavate valuable minerals
Diavik diamond mine, Canada
Super Pit gold mine, Kalgoorli, Western Australia
Chuquicamata copper mine, Chile(4.3 km × 3 km × 900 m)
![Page 6: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/6.jpg)
Open Pit Mining
To dig a hole in the ground and excavate valuable minerals
Diavik diamond mine, Canada
Super Pit gold mine, Kalgoorli, Western Australia
Chuquicamata copper mine, Chile(4.3 km × 3 km × 900 m)
![Page 7: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/7.jpg)
Open Pit Mining
To dig a hole in the ground and excavate valuable minerals
Diavik diamond mine, Canada
Super Pit gold mine, Kalgoorli, Western Australia
Chuquicamata copper mine, Chile(4.3 km × 3 km × 900 m)
![Page 8: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/8.jpg)
Open Pit Mining
To dig a hole in the ground and excavate valuable minerals
Diavik diamond mine, Canada
Super Pit gold mine, Kalgoorli, Western Australia
Chuquicamata copper mine, Chile(4.3 km × 3 km × 900 m)
![Page 9: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/9.jpg)
Mining Processes
![Page 10: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/10.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?
I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 11: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/11.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?
I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 12: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/12.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 13: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/13.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 14: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/14.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 15: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/15.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into account
I Where, when and what to excavate, to processsubject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 16: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/16.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 17: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/17.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 18: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/18.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 19: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/19.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 20: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/20.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planning
I Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 21: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/21.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planningI Detailed mine design: benches, routes, facilities
I Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 22: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/22.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planningI Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 23: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/23.jpg)
Open Pit Mine Planning
1. Project evaluation: is it worth investing?I Where to dig? How deep? What to process?
Optimum open pit problem (determining ultimate pit limits)
2. Rough-cut planning: take time into accountI Where, when and what to excavate, to process
subject to capacity and other resource constraints,and the time value of money (cash flows)
I Process choices, major equipment decisions
Mine production planning problem (decisions over time)
3. Detailed operations planningI Detailed mine design: benches, routes, facilitiesI Operations scheduling, flows of materials, etc.
4. Execution. . .
![Page 24: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/24.jpg)
Optimum Open Pit: Slope Constraints
The pit walls cannot be too steep, else they may collapse
West Angelas iron ore mine, Western Australia
Angouran lead & zinc mine, Iran(25 million tons rock slide, 2006)
Bingham Canyon copper mine, Utah(massive landslide, 10 April 2013)
![Page 25: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/25.jpg)
Optimum Open Pit: Slope Constraints
The pit walls cannot be too steep, else they may collapse
West Angelas iron ore mine, Western Australia
Angouran lead & zinc mine, Iran(25 million tons rock slide, 2006)
Bingham Canyon copper mine, Utah(massive landslide, 10 April 2013)
![Page 26: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/26.jpg)
Optimum Open Pit: Slope Constraints
The pit walls cannot be too steep, else they may collapse
West Angelas iron ore mine, Western Australia
Angouran lead & zinc mine, Iran(25 million tons rock slide, 2006)
Bingham Canyon copper mine, Utah(massive landslide, 10 April 2013)
![Page 27: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/27.jpg)
Optimum Open Pit: Slope Constraints
The pit walls cannot be too steep, else they may collapse
West Angelas iron ore mine, Western Australia
Angouran lead & zinc mine, Iran(25 million tons rock slide, 2006)
Bingham Canyon copper mine, Utah(massive landslide, 10 April 2013)
![Page 28: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/28.jpg)
Optimum Open Pit: Slope Constraints
The pit walls cannot be too steep, else they may collapse
West Angelas iron ore mine, Western Australia
Angouran lead & zinc mine, Iran(25 million tons rock slide, 2006)
Bingham Canyon copper mine, Utah(massive landslide, 10 April 2013)
![Page 29: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/29.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 30: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/30.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sides
I the slope constraints are approximated by precedenceconstraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 31: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/31.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 32: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/32.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 33: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/33.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 34: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/34.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 35: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/35.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 36: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/36.jpg)
Discretization: Block Models
[Lerchs and Grossmann, 1965]
Divide the volume of interest into 3D blocks
I typically rectangular, with vertical sidesI the slope constraints are approximated by precedence
constraints
I typically, 1:5 or 1:9 pattern
I it is easy to determine the net profit from excavating, andpossibly processing, the block itself
Leads to a nicely structured (dual network flow, minimum cut)discrete optimization problem
I implemented in commercial software (Whittle, Geovia)
![Page 37: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/37.jpg)
Discretized vs Continuous Models?
Discretized (block) models:
I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)
I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 38: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/38.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 39: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/39.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)
I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 40: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/40.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 41: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/41.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuously
I their distributions are estimated (“smoothed”) from sample(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 42: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/42.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 43: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/43.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 44: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/44.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 45: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/45.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:
I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 46: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/46.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 47: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/47.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)
I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 48: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/48.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional space
I determine optimum depth φ(y) under each surface point ys.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 49: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/49.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional spaceI determine optimum depth φ(y) under each surface point y
s.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 50: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/50.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional spaceI determine optimum depth φ(y) under each surface point y
s.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 51: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/51.jpg)
Discretized vs Continuous Models?
Discretized (block) models:I are very large (100,000s to millions of blocks)
I production planning models even larger (× number of periods)I the real problem is, to a large extent, continuous:
I ore density and rock properties tend to vary continuouslyI their distributions are estimated (“smoothed”) from sample
(drill hole) data and other geological information
I block precedences only roughly model the slope constraints
Earlier continuous space models:I Matheron (1975) (focus on “cutoff grade” parametrization)
I Morales (2002), Guzman (2008)I Alvarez & al. (2011) (also, Griewank & Strogies, 2011, 2013):
calculus of variations model in functional spaceI determine optimum depth φ(y) under each surface point y
s.t. bounds on the derivative of φ (wall slope constraints)
All these continuous space approaches suffer from lack of convexityI how to deal with local optima?
.
![Page 52: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/52.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 53: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/53.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)
I transitive:[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 54: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/54.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)
I transitive:[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 55: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/55.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)
I transitive:[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 56: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/56.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 57: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/57.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 58: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/58.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 59: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/59.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 60: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/60.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 61: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/61.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → R
I g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 62: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/62.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → RI g(x)dx net profit from volume element dx = dx1 dx2 dx3 at x
I g(F ) :=∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 63: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/63.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → RI g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 64: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/64.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → RI g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 65: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/65.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → RI g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 66: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/66.jpg)
Open Pit Problem: a Continuous Space Model
A general model [Matheron 1975]: Given
I compact E ⊂ R3: the domain to be minede.g., E = A× [h1, h2], where A ⊂ R2 is the claim
[h1, h2] is the elevation or depth range
I map Γ : E � E: extracting x requires extracting all of Γ(x)I transitive:
[x′ ∈ Γ(x) and x′′ ∈ Γ (x′)
]=⇒ x′′ ∈ Γ(x)
I reflexive: x ∈ Γ(x)
I closed graph: {(x, y) : x ∈ E, y ∈ Γ(x)} is closed
a pit F is a measurable subset of E closed under Γ:Γ(F ) = F where Γ (F ) := ∪x∈FΓ(x)
I continuous function g : E → RI g(x)dx net profit from volume element dx = dx1 dx2 dx3 at xI g(F ) :=
∫Fg(x)dx total net profit from pit F
I assume∫E max{0, g(x)} dx > 0 (there is some profit to be made)
Optimum pit problem: find F ∗ ∈ arg max{g(F ) : F is a pit}
![Page 67: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/67.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 68: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/68.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source α
I unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 69: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/69.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)
I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source α
I unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 70: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/70.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source α
I unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 71: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/71.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source α
I unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 72: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/72.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 73: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/73.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 74: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/74.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 75: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/75.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowed
I from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 76: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/76.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowedI from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−
I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 77: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/77.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowedI from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)
I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 78: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/78.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowedI from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 79: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/79.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowedI from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
![Page 80: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/80.jpg)
A Profit Allocation Model
I Let E+ := {g(x) > 0} and E− := {g(x) ≤ 0} (compact sets)I Add a sink ω
I unallocated profits from excavated points will be sent to ω
and a source αI unallocated costs of unexcavated points will be paid by α
I Let X := E+ ∪ {α} and Y := E− ∪ {ω} (also compact)
I endowed with non-negative measures µ and ν defined by
µ ({α}) =∫E− |g(z)| dz µ|E+ = g(z)dz
ν ({ω}) =∫E+ g(z)dz ν|E− = |g(z)| dz
I Profit allocations are allowedI from every profitable x ∈ E+ to every y ∈ Γ(x) ∩ E−I from source α to all y ∈ E− (unpaid costs)I from all x ∈ E+ to sink ω (unallocated, or “excess” profits)
These restrictions will be modelled by a “transportation” (orallocation) cost function c : X × Y −→ R
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Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
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Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 83: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/83.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 84: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/84.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 85: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/85.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 86: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/86.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 87: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/87.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 88: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/88.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 89: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/89.jpg)
Allocation “Costs” and Optimum Profit Allocation
X Y c(x, y)
x ∈ E+ y ∈ Γ(x) 0x ∈ E+ y /∈ Γ(x), y ∈ E− +∞x ∈ E+ y = ω 1x = α y ∈ Y 0
I Minimizing total “costs” ⇐⇒ minimizing total unallocated profits
Lemma: c is lower semi-continuous (l.s.c.)
Set Π (µ, ν) of nonnegative Radon measures (profit allocations) πwith marginals πX = µ and πY = ν
Optimal transportation problem in Kantorovich form:
minπ
Eπ[c] :=
∫X×Y
c(x, y)dπ s.t. π ∈ Π(µ, ν) (K)
Proposition 1: Problem (K) has a solution
Proof: The set of positive Radon measures on compact space X × Y isweak-* compact, and the map π → Eπ[c] is weak-* l.s.c.
.
![Page 90: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/90.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
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The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 92: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/92.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 93: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/93.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 94: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/94.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 95: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/95.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 96: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/96.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 97: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/97.jpg)
The Kantorovich Dual
Potentials (duals, Lagrange multipliers)I p ∈ L1(X,µ) associated with πX = µI q ∈ L1(Y, ν) associated with πY = ν
Dual admissible set:
A := {(p, q) : p(x)− q(y) ≤ c(x, y) (µ, ν)-a.s.}
Dual objective:
J(p, q) :=
∫Xp dµ−
∫Yq dν
=
∫E+
(p(z)− q(ω)) dµ−∫E−
(q(z)− p(α)) dν
Kantorovich dual: sup J(p, q) s.t. (p, q) ∈ A (D)
Theorem [Kantorovich, 1942]: When the cost function c is l.s.c.,
inf(K) = sup(D)
I there is no duality gap (in continuous variables)
.
![Page 98: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/98.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 99: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/99.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 100: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/100.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 101: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/101.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 102: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/102.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 103: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/103.jpg)
Connection to the Optimum Pit Problem
Let F be a pit, F+ := F ∩ E+ and F− := F ∩ E−
Define pF : X → R and qF : Y → R by:
pF (α) = 0, pF (x) =
{1 if x ∈ F+
0 otherwise
qF (ω) = 0, qF (y) =
{1 if y ∈ F−0 otherwise
Then (pF , qF ) is admissible (i.e., in A) and J (pF , qF ) = g(F )
Corollary: sup(P) ≤ inf(K)
I i.e., transportation problem (K) is a weak dual to the optimum pitproblem (P)
![Page 104: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/104.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 105: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/105.jpg)
c-Fenchel Conjugates
Given c : X × Y → R, define the c-Fenchel conjugates(or c-Fenchel-Legendre transforms)
I p] : Y → R of any function p ∈ L1(X,µ) by
p](y) := ess supx∈X
(p(x)− c(x, y))
I q[ : X → R of any function q ∈ L1(Y, ν) by
q[(x) := ess infy∈Y
(q(y) + c(x, y))
where ess supf(x) = infN∈N supx∈X\N f (x), where N is the set of measurable
subsets N ⊂ X with µ (N) = 0
I To simplify, we’ll write sup and inf instead of ess sup and ess inf
I Similarly, all equalities and inequalities will be µ-a.e. in X and ν-a.e. in Y
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c-Fenchel Conjugates
Given c : X × Y → R, define the c-Fenchel conjugates(or c-Fenchel-Legendre transforms)
I p] : Y → R of any function p ∈ L1(X,µ) by
p](y) := ess supx∈X
(p(x)− c(x, y))
I q[ : X → R of any function q ∈ L1(Y, ν) by
q[(x) := ess infy∈Y
(q(y) + c(x, y))
where ess supf(x) = infN∈N supx∈X\N f (x), where N is the set of measurable
subsets N ⊂ X with µ (N) = 0
I To simplify, we’ll write sup and inf instead of ess sup and ess inf
I Similarly, all equalities and inequalities will be µ-a.e. in X and ν-a.e. in Y
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c-Fenchel Conjugates
Given c : X × Y → R, define the c-Fenchel conjugates(or c-Fenchel-Legendre transforms)
I p] : Y → R of any function p ∈ L1(X,µ) by
p](y) := ess supx∈X
(p(x)− c(x, y))
I q[ : X → R of any function q ∈ L1(Y, ν) by
q[(x) := ess infy∈Y
(q(y) + c(x, y))
where ess supf(x) = infN∈N supx∈X\N f (x), where N is the set of measurable
subsets N ⊂ X with µ (N) = 0
I To simplify, we’ll write sup and inf instead of ess sup and ess inf
I Similarly, all equalities and inequalities will be µ-a.e. in X and ν-a.e. in Y
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Properties of c-Fenchel Conjugates
[Carlier, 2003; Ekeland, 2010]
For all x ∈ X, y ∈ Y ,
p(x) ≤ c(x, y) + p](y) ≤ p][(x)
q(y) ≥ q[(x)− c(x, y) ≥ q[](y)
c-Fenchel duality:
p][] = p] and q[][ = q[
Monotonicity:
p1 ≤ p2 =⇒ p]1 ≤ p]2
q1 ≤ q2 =⇒ q[1 ≤ q[2
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Properties of c-Fenchel Conjugates
[Carlier, 2003; Ekeland, 2010]
For all x ∈ X, y ∈ Y ,
p(x) ≤ c(x, y) + p](y) ≤ p][(x)
q(y) ≥ q[(x)− c(x, y) ≥ q[](y)
c-Fenchel duality:
p][] = p] and q[][ = q[
Monotonicity:
p1 ≤ p2 =⇒ p]1 ≤ p]2
q1 ≤ q2 =⇒ q[1 ≤ q[2
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Properties of c-Fenchel Conjugates
[Carlier, 2003; Ekeland, 2010]
For all x ∈ X, y ∈ Y ,
p(x) ≤ c(x, y) + p](y) ≤ p][(x)
q(y) ≥ q[(x)− c(x, y) ≥ q[](y)
c-Fenchel duality:
p][] = p] and q[][ = q[
Monotonicity:
p1 ≤ p2 =⇒ p]1 ≤ p]2
q1 ≤ q2 =⇒ q[1 ≤ q[2
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Properties of c-Fenchel Conjugates
[Carlier, 2003; Ekeland, 2010]
For all x ∈ X, y ∈ Y ,
p(x) ≤ c(x, y) + p](y) ≤ p][(x)
q(y) ≥ q[(x)− c(x, y) ≥ q[](y)
c-Fenchel duality:
p][] = p] and q[][ = q[
Monotonicity:
p1 ≤ p2 =⇒ p]1 ≤ p]2
q1 ≤ q2 =⇒ q[1 ≤ q[2
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c-Fenchel Transforms for the Open Pit Dual Problem
p](y) := max
{p(α), sup
x : y∈Γ(x)p(x)
}for y ∈ E−
p](ω) := max
{p(α), sup
x∈E+
p(x)− 1
}q[(x) := min
{1 + q(ω), inf
y∈Γ(x)q(y)
}for x ∈ E+
q[(α) := min
{q(ω), inf
y∈E−q(y)
}p] and q[ are increasing with respect to Γ:
x′ ∈ Γ(x) =⇒ q[(x′)≥ q[(x)
y′ ∈ Γ(y) =⇒ p](y′)≥ p](y)
For a pit F , pF = q[F and qF = p]F.
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c-Fenchel Transforms for the Open Pit Dual Problem
p](y) := max
{p(α), sup
x : y∈Γ(x)p(x)
}for y ∈ E−
p](ω) := max
{p(α), sup
x∈E+
p(x)− 1
}q[(x) := min
{1 + q(ω), inf
y∈Γ(x)q(y)
}for x ∈ E+
q[(α) := min
{q(ω), inf
y∈E−q(y)
}
p] and q[ are increasing with respect to Γ:
x′ ∈ Γ(x) =⇒ q[(x′)≥ q[(x)
y′ ∈ Γ(y) =⇒ p](y′)≥ p](y)
For a pit F , pF = q[F and qF = p]F.
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c-Fenchel Transforms for the Open Pit Dual Problem
p](y) := max
{p(α), sup
x : y∈Γ(x)p(x)
}for y ∈ E−
p](ω) := max
{p(α), sup
x∈E+
p(x)− 1
}q[(x) := min
{1 + q(ω), inf
y∈Γ(x)q(y)
}for x ∈ E+
q[(α) := min
{q(ω), inf
y∈E−q(y)
}p] and q[ are increasing with respect to Γ:
x′ ∈ Γ(x) =⇒ q[(x′)≥ q[(x)
y′ ∈ Γ(y) =⇒ p](y′)≥ p](y)
For a pit F , pF = q[F and qF = p]F.
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c-Fenchel Transforms for the Open Pit Dual Problem
p](y) := max
{p(α), sup
x : y∈Γ(x)p(x)
}for y ∈ E−
p](ω) := max
{p(α), sup
x∈E+
p(x)− 1
}q[(x) := min
{1 + q(ω), inf
y∈Γ(x)q(y)
}for x ∈ E+
q[(α) := min
{q(ω), inf
y∈E−q(y)
}p] and q[ are increasing with respect to Γ:
x′ ∈ Γ(x) =⇒ q[(x′)≥ q[(x)
y′ ∈ Γ(y) =⇒ p](y′)≥ p](y)
For a pit F , pF = q[F and qF = p]F.
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Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
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Translation Invariance
Given (p, q) ∈ A and constants p0, p1, q0, q1 satisfying:
µ(E+)
(q0 − p1)− ν(E−)
(p0 − q1) = 0
define p and q by:
p(α) = p(α)− p0
p(x) = p(x)− p1 for x ∈ E+
q(ω) = q(ω)− q0
q(y) = q(y)− q1 for y ∈ E−
Then:J (p, q) = J(p, q)
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Translation Invariance
Given (p, q) ∈ A and constants p0, p1, q0, q1 satisfying:
µ(E+)
(q0 − p1)− ν(E−)
(p0 − q1) = 0
define p and q by:
p(α) = p(α)− p0
p(x) = p(x)− p1 for x ∈ E+
q(ω) = q(ω)− q0
q(y) = q(y)− q1 for y ∈ E−
Then:J (p, q) = J(p, q)
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c-Fenchel Transforms Give Local Improvements
If (p, q) ∈ A, then p(x)− q(y) ≤ c(x, y) for all (x, y), so that:
p(x) ≤ infy{c(x, y) + q(y)} = q[(x)
q(y) ≥ supx{p(x)− c(x, y)} = p](y)
Therefore (p, p]
)∈ A and J
(p, p]
)≥ J(p, q)(
q[, q)∈ A and J
(q[, q
)≥ J(p, q)
This implies J(p, q) ≤ J(p, p]
)≤ J
(p][, p]
)Letting p := p][ and q := p], we get:
J(p, q) ≤ J (p, q)
p = q[ and q = p]
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c-Fenchel Transforms Give Local Improvements
If (p, q) ∈ A, then p(x)− q(y) ≤ c(x, y) for all (x, y), so that:
p(x) ≤ infy{c(x, y) + q(y)} = q[(x)
q(y) ≥ supx{p(x)− c(x, y)} = p](y)
Therefore (p, p]
)∈ A and J
(p, p]
)≥ J(p, q)(
q[, q)∈ A and J
(q[, q
)≥ J(p, q)
This implies J(p, q) ≤ J(p, p]
)≤ J
(p][, p]
)Letting p := p][ and q := p], we get:
J(p, q) ≤ J (p, q)
p = q[ and q = p]
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c-Fenchel Transforms Give Local Improvements
If (p, q) ∈ A, then p(x)− q(y) ≤ c(x, y) for all (x, y), so that:
p(x) ≤ infy{c(x, y) + q(y)} = q[(x)
q(y) ≥ supx{p(x)− c(x, y)} = p](y)
Therefore (p, p]
)∈ A and J
(p, p]
)≥ J(p, q)(
q[, q)∈ A and J
(q[, q
)≥ J(p, q)
This implies J(p, q) ≤ J(p, p]
)≤ J
(p][, p]
)Letting p := p][ and q := p], we get:
J(p, q) ≤ J (p, q)
p = q[ and q = p]
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c-Fenchel Transforms Give Local Improvements
If (p, q) ∈ A, then p(x)− q(y) ≤ c(x, y) for all (x, y), so that:
p(x) ≤ infy{c(x, y) + q(y)} = q[(x)
q(y) ≥ supx{p(x)− c(x, y)} = p](y)
Therefore (p, p]
)∈ A and J
(p, p]
)≥ J(p, q)(
q[, q)∈ A and J
(q[, q
)≥ J(p, q)
This implies J(p, q) ≤ J(p, p]
)≤ J
(p][, p]
)
Letting p := p][ and q := p], we get:
J(p, q) ≤ J (p, q)
p = q[ and q = p]
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c-Fenchel Transforms Give Local Improvements
If (p, q) ∈ A, then p(x)− q(y) ≤ c(x, y) for all (x, y), so that:
p(x) ≤ infy{c(x, y) + q(y)} = q[(x)
q(y) ≥ supx{p(x)− c(x, y)} = p](y)
Therefore (p, p]
)∈ A and J
(p, p]
)≥ J(p, q)(
q[, q)∈ A and J
(q[, q
)≥ J(p, q)
This implies J(p, q) ≤ J(p, p]
)≤ J
(p][, p]
)Letting p := p][ and q := p], we get:
J(p, q) ≤ J (p, q)
p = q[ and q = p]
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ A
I By preceding results, we may assume pn = q[n and qn = p]npn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ A
I By preceding results, we may assume pn = q[n and qn = p]npn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ A
I By preceding results, we may assume pn = q[n and qn = p]npn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
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A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
![Page 130: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/130.jpg)
A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
![Page 131: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/131.jpg)
A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
![Page 132: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/132.jpg)
A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ A
I Since J is linear and continuous on L1(µ)× L1(ν), we get:J(p, q) = limn J(pn, qn) = sup(D)
.
![Page 133: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/133.jpg)
A Dual Solution
Proposition 2: Problem (D) has a solution (p, q) with
p = q[ 0 ≤ p ≤ 1 p(α) = 0
q = p] 0 ≤ q ≤ 1 q(ω) = 0
Proof: Take a maximizing sequence (pn, qn) ∈ AI By preceding results, we may assume pn = q[n and qn = p]n
pn(α) = 0, qn(ω) = 0, and infy∈E− qn(y) = 0
I Then, for all x ∈ E+, pn(x) = min{
1, infy∈Γ(x)∩E− qn(y)}
I This implies 0 ≤ pn(x) ≤ 1. Similarly, we get 0 ≤ qn(x) ≤ 1
I So the family (pn, qn) is equi-integrable in L1(µ)× L1(ν)
I By the Dunford-Pettis Theorem, we can extract a subsequencewhich converges weakly to some (p, q)
I A convex closed in L1(µ)× L1(ν) is weakly closed, so (p, q) ∈ AI Since J is linear and continuous on L1(µ)× L1(ν), we get:
J(p, q) = limn J(pn, qn) = sup(D)
.
![Page 134: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/134.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 135: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/135.jpg)
Complementary Slackness, and Monotonicity
If π is optimal to problem (K) and (p, q) to its dual (D), then
0 = J(p, q)−∫X×Y
c(x, y)dπ =
∫X×Y
(p(x)− q(y)− c(x, y)
)dπ
implying the CS conditions: p(x)− q(y)− c(x, y) = 0, π–a.e.
Denote y ∈ Γ(x) by: y % x (the preorder on E defined by Γ)
Monotonicity Lemma: If (p, q) is an optimal solution to (D)satisfying the properties in Proposition 2, then
y′′ % y′ % x′′ % x′ =⇒ q(y′′)≥ q
(y′)≥ p(x′′) ≥ p
(x′)
Proof: The first and last inequalities follow from q = p], p = q[, andc-Fenchel conjugates increasing w.r.t. Γ
I the middle inequality follows from
p](y) = max
{p(α), sup
x : y∈Γ(x)
p(x)
}for all y ∈ E−
![Page 136: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/136.jpg)
Complementary Slackness, and Monotonicity
If π is optimal to problem (K) and (p, q) to its dual (D), then
0 = J(p, q)−∫X×Y
c(x, y)dπ =
∫X×Y
(p(x)− q(y)− c(x, y)
)dπ
implying the CS conditions: p(x)− q(y)− c(x, y) = 0, π–a.e.
Denote y ∈ Γ(x) by: y % x (the preorder on E defined by Γ)
Monotonicity Lemma: If (p, q) is an optimal solution to (D)satisfying the properties in Proposition 2, then
y′′ % y′ % x′′ % x′ =⇒ q(y′′)≥ q
(y′)≥ p(x′′) ≥ p
(x′)
Proof: The first and last inequalities follow from q = p], p = q[, andc-Fenchel conjugates increasing w.r.t. Γ
I the middle inequality follows from
p](y) = max
{p(α), sup
x : y∈Γ(x)
p(x)
}for all y ∈ E−
![Page 137: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/137.jpg)
Complementary Slackness, and Monotonicity
If π is optimal to problem (K) and (p, q) to its dual (D), then
0 = J(p, q)−∫X×Y
c(x, y)dπ =
∫X×Y
(p(x)− q(y)− c(x, y)
)dπ
implying the CS conditions: p(x)− q(y)− c(x, y) = 0, π–a.e.
Denote y ∈ Γ(x) by: y % x (the preorder on E defined by Γ)
Monotonicity Lemma: If (p, q) is an optimal solution to (D)satisfying the properties in Proposition 2, then
y′′ % y′ % x′′ % x′ =⇒ q(y′′)≥ q
(y′)≥ p(x′′) ≥ p
(x′)
Proof: The first and last inequalities follow from q = p], p = q[, andc-Fenchel conjugates increasing w.r.t. Γ
I the middle inequality follows from
p](y) = max
{p(α), sup
x : y∈Γ(x)
p(x)
}for all y ∈ E−
![Page 138: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/138.jpg)
Complementary Slackness, and Monotonicity
If π is optimal to problem (K) and (p, q) to its dual (D), then
0 = J(p, q)−∫X×Y
c(x, y)dπ =
∫X×Y
(p(x)− q(y)− c(x, y)
)dπ
implying the CS conditions: p(x)− q(y)− c(x, y) = 0, π–a.e.
Denote y ∈ Γ(x) by: y % x (the preorder on E defined by Γ)
Monotonicity Lemma: If (p, q) is an optimal solution to (D)satisfying the properties in Proposition 2, then
y′′ % y′ % x′′ % x′ =⇒ q(y′′)≥ q
(y′)≥ p(x′′) ≥ p
(x′)
Proof: The first and last inequalities follow from q = p], p = q[, andc-Fenchel conjugates increasing w.r.t. Γ
I the middle inequality follows from
p](y) = max
{p(α), sup
x : y∈Γ(x)
p(x)
}for all y ∈ E−
![Page 139: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/139.jpg)
Complementary Slackness, and Monotonicity
If π is optimal to problem (K) and (p, q) to its dual (D), then
0 = J(p, q)−∫X×Y
c(x, y)dπ =
∫X×Y
(p(x)− q(y)− c(x, y)
)dπ
implying the CS conditions: p(x)− q(y)− c(x, y) = 0, π–a.e.
Denote y ∈ Γ(x) by: y % x (the preorder on E defined by Γ)
Monotonicity Lemma: If (p, q) is an optimal solution to (D)satisfying the properties in Proposition 2, then
y′′ % y′ % x′′ % x′ =⇒ q(y′′)≥ q
(y′)≥ p(x′′) ≥ p
(x′)
Proof: The first and last inequalities follow from q = p], p = q[, andc-Fenchel conjugates increasing w.r.t. Γ
I the middle inequality follows from
p](y) = max
{p(α), sup
x : y∈Γ(x)
p(x)
}for all y ∈ E−
![Page 140: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/140.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 141: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/141.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 142: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/142.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 143: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/143.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 144: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/144.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 145: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/145.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 146: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/146.jpg)
Back to Optimum Pits
Proposition 3: Let (p, q) be an optimal solution to problem (D)satisfying the properties in Proposition 2. Then
F := {x | p(x) = 1} ∪ {y | q(y) = 1}
defines an optimum pit.
Proof: F is measurable, hence by the Monotonicity Lemma, a pit
I Letting F+ := F ∩ E+ and F− := F ∩ E−, we have
g(F ) =
∫F+
dµ−∫F−
dν ≤ sup(P)
I Let G+ := E+\F+ and G− := E−\F−:
since p = 1 on F+, q = 1 on F−, and p(α) = q(ω) = 0,
J(p, q) =
∫F+
dµ−∫F−
dν +
∫G+
p dµ−∫G−
q dν
![Page 147: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/147.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 148: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/148.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 149: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/149.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 150: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/150.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 151: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/151.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and
∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 152: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/152.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 153: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/153.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 154: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/154.jpg)
Proof, continued
I Since ν is a marginal of π,∫G− q(y)dν(y) =
∫E+×G− q(y) dπ(x, y)
I c(x, y) = 0 or +∞ for (x, y) ∈ E+ × E−, CS conditions, 0 ≤ p ≤ 1and 0 ≤ q ≤ 1 imply that p(x) = q(y) π-a.e. on E+ × E−. Thus:
π(F+ ×G−) = 0 = π(G+ × F−)
(zero allocations between excavated and unexcavated points), and∫E+×G−
q(y)dπ(x, y) =
∫G+×G−
q(y)dπ(x, y) =
∫G+×G−
p(x)dπ(x, y)
=
∫G+×E−
p(x)dπ(x, y) =
∫G+
p(x)dµ(x)
=⇒ J(p, q) =
∫F+
dµ−∫F−
dν = g(F )
I Hence g(F ) = J(p, q) = sup(D) = inf(K) ≥ sup(P) ≥ g(F )
![Page 155: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/155.jpg)
Main Result
Theorem: If
I E is compact,
I Γ is reflexive, transitive and has a closed graph, and
I g(x) is continuous with∫E max{0, g(x)} dx > 0,
then:
1. Problem (P) has an optimum solution, i.e., an optimal pit F
2. Its indicator functions (pF , qF ) define optimum potentials,i.e., optimal solutions to (D)
3. Problem (K) has an optimum solution (profit allocation) andis a strong dual to (P), i.e., min(K) = max(P)
4. A pit F is optimal iff there exists a feasible solution π to (K)such that (pF , qF ) satisfies the CS conditions
![Page 156: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/156.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 157: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/157.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 158: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/158.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 159: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/159.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 160: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/160.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 161: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/161.jpg)
Uniqueness?
Theorem [Matheron, 1975; also Topkis, 1976]:
1. The family F of all pits is closed under arbitrary unions andintersections:⋃
F∈GF ∈ F and
⋂F∈G
F ∈ F for all G ⊆ F
I F is a complete Boolean lattice (ring of sets)
2. The family of all optimum pits is also closed under arbitraryunions and intersections
3. There exist a unique smallest optimum pit and a uniquelargest optimum pit
I The smallest optimum pit minimizes environmental impactwithout sacrificing total profit
![Page 162: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/162.jpg)
Table of Contents
Introduction: Open Pit Mining
A Continuous Space Model
An Optimal Transportation Problem
The Kantorovich Dual
Elements of c-Convex Analysis
Solving the Dual Problem
Solving the Optimum Pit Problem
Perspectives
![Page 163: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/163.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:
I geological uncertainties on rock properties, amounts andlocation of ore, etc.
I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 164: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/164.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:
I geological uncertainties on rock properties, amounts andlocation of ore, etc.
I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 165: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/165.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:
I geological uncertainties on rock properties, amounts andlocation of ore, etc.
I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 166: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/166.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.
I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 167: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/167.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)
I economic uncertainties, in particular, market prices of theminerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 168: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/168.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 169: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/169.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 170: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/170.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?
I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 171: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/171.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 172: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/172.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementation
I different from a blocks model. . .
.
![Page 173: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/173.jpg)
Perspectives. . .
I Dynamic version: profits in the distant future should bediscounted
I Recall: production planning models include excavating andprocessing decisions over time, subject to capacity constraints,and with discounted cash flows
I Taking uncertainties into account:I geological uncertainties on rock properties, amounts and
location of ore, etc.I operational uncertainties (disruptions)I economic uncertainties, in particular, market prices of the
minerals
I Formulating a local maximum-flow, minimum-cut model(instead of the “global” transportation model)
I as is done for image segmentation and processing?I a fluid dynamics model?
I Numerical implementationI different from a blocks model. . .
.
![Page 174: Optimal pits and optimal transportationekeland/lectures/...Optimal pits and optimal transportation Ivar Ekeland1 Maurice Queyranne2 1CEREMADE, Universit e Paris-Dauphine 2CORE, U.C](https://reader030.vdocuments.us/reader030/viewer/2022040300/5e6a3ca38661f90fb343dd48/html5/thumbnails/174.jpg)
That’s it, folks.
Any questions?