In this paper a new method for increased time resolution in multi-period Mixed Integer Linear Programming (MILP) optimisation is presented and applied to a district heating system. The proposed method facilitates the analysis of many time periods in multi period MILP optimisation projects. In the paper, a 365 time period model spanning 1 year developed with the novel method is compared to a 12 time period model developed with a more conventional methodology. The new method offers a significant decrease in the amount of input data for multi period models and facilitates changes to the analysed time span or resolution in time. In the application of the new method oil savings of 7% compared to the current operational strategy of the district heating system are revealed. (C) 2011 Elsevier Ltd. All rights reserved.