Abstract
This paper deals with an optimization problem for a system composed of continuous and discrete subsystems. The discrete subsystem is introduced to express a combinatorial constraint in conventional control problems. The objective, the state equation and the constraint are assumed linear. Then, the problem is formulated as a mixed-integer linear program with staircase structure. A feasible decomposition method is developed for obtaining a suboptimal solution of the problem. In applications to an optimal energy control and planning problem of a large-scale production Plant, the method gives a solution satisfying the condition that the number of switching times for the boiler operation is as small as possible.
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