“…This optimisation problem is of high dimension and combinatorial in nature, and can thus be difficult to solve in practice. Results using Heuristic methods (Johnson et al, 1971;Viana et al, 2001), Mixed Integer Programming (Dillon et al, 1978), Dynamic Programming (Ayuob and Patton, 1971) and Lagrangian Relaxation (Aoki et al, 1987;Shahidehpour and Tong, 1992), have been reported in literature.…”