Coal is one of the main energy sources and the carriage of coals is inevitable in China. How to choose the modes between each cities is one of the key factors that decide the quality of the coal carriage. A model for that problem was formulated to be a mixed integer programming problem at first. Then, a Dynamic Programming algorithm was proposed to obtain the optimal combination strategy of transport modes. The corresponding program was designed based on MATLAB and implemented on a personal computer. Finally, a real life problem was solved to show the feasibility and efficiency of the proposed model and algorithm.