Kamarajar Port, which was commissioned in 2001, was established to handle thermal coal requirements. This port is located along the coast of Tamil Nadu, making option 3 the correct answer.

Option 1, Andhra Pradesh, is incorrect because Kamarajar Port is not situated along the coast of this state.

Option 2, Odisha, is also incorrect because Kamarajar Port is not located along the coast of Odisha.

Option 4, Karnataka, is also incorrect as the port is not situated along the coast of Karnataka.

Therefore, the correct answer is option 3, Tamil Nadu. Kamarajar Port is an important port in Tamil Nadu and plays a significant role in handling the thermal coal requirements for industries in the region.