84
3. A Procedure for Solving the Optimal Expansion
Problem
Section 1.3 can be employed in solving the OP problem. If the objective
function and/or constraints are nonlinear, a nonlinear programming algorithm must be used. However, in view of the amount of computer time that
is currently required to solve a single nonlinear programming problem, the
Fig. 3.9 Network representation of a 12-period (one year) OP problem.