Abstract An optimization problem for a system composed of continuous and discrete subsystems is considered. 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. The problem is formulated as a mixed-integer linear program with a staircase structure. A feasible decomposition method is developed for obtaining a suboptimal solution to the problem. In applications to an optimal energy control and planning problem for a large-scale production plant, our method uses less computing time than the non-decomposition method.
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