A cost minimization model for import strategy of steam coal in Taiwan is proposed. In order to meet the increasingly stringent environmental emission standards and to increase the efficiency of boilers, this paper represents an effort to provide information for Taiwan Power Company to programme steam coal with different characteristics imported from various regions. A blending problem with integer constraints on minimum usage to meet the practical operation of power station is also presented. Recommendations are made for implementation. The model can be used to plan future coal import strategy, as well as to study the effect of cost changes by making the sensitivity test. Real operational data from the Taiwan Power Company are used for testing purposes.