Ignore the inequality constraints

and find the solutions using

Lagrange

Yes

Does all
the Pi stisfie the
upper and lower
limits ?

NO

Fix all the Pj violating the limits to

the limit violated Pmax or Pmin

Verifiy the Optimality conditions :

DCj/Dpj =< lamda for those fixed to Pmax
and DCj/Dpj >= lamda for those fixed to
Pmin

is
the optimality
condition verified for No
each Pj ?

Keep the Pj
NO satisfiying the
optimality
Pj need to be relaxed. Form a new condition
ELD problem using Pk and all the
other Pi not set to their limits

new P2 to PN are obtained

satisfying the limits and new lamda
as well

Verfify the Pj
satisfying the
optimality condition
previously with the new Lambda No
to see if they stisfy the
optimality always No optimality
is possible

Yes

Optimal
Solution