Читать книгу Mathematical Programming for Power Systems Operation - Alejandro Garcés Ruiz - Страница 44

Consider the following optimization problem

(2.47)

If the problem were unconstrained, the solution would be x = 0, y = 0; however, the solution must fulfill the constraint x + y = 1. Therefore, a new function is defined as follows:

(2.48)

with the following optimal conditions

(2.49)

(2.50)

(2.51)

This is a linear system of equation with solution x = 1/2, y = 1/2, and λ = 1 that constitutes the optimum of the problem.