Answer:
The load balance
Mw minimizes the total cost
Step-by-step explanation:
<u>Optimizing With Lagrange Multipliers</u>
When a multivariable function f is to be maximized or minimized, the Lagrange multipliers method is a pretty common and easy tool to apply when the restrictions are in the form of equalities.
Consider three generators that can output xi megawatts, with i ranging from 1 to 3. The set of unknown variables is x1, x2, x3.
The cost of each generator is given by the formula
![\displaystyle C_i=3x_i+\frac{i}{40}x_i^2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C_i%3D3x_i%2B%5Cfrac%7Bi%7D%7B40%7Dx_i%5E2)
It means the cost for each generator is expanded as
![\displaystyle C_1=3x_1+\frac{1}{40}x_1^2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C_1%3D3x_1%2B%5Cfrac%7B1%7D%7B40%7Dx_1%5E2)
![\displaystyle C_2=3x_2+\frac{2}{40}x_2^2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C_2%3D3x_2%2B%5Cfrac%7B2%7D%7B40%7Dx_2%5E2)
![\displaystyle C_3=3x_3+\frac{3}{40}x_3^2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C_3%3D3x_3%2B%5Cfrac%7B3%7D%7B40%7Dx_3%5E2)
The total cost of production is
![\displaystyle C(x_1,x_2,x_3)=3x_1+\frac{1}{40}x_1^2+3x_2+\frac{2}{40}x_2^2+3x_3+\frac{3}{40}x_3^2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C%28x_1%2Cx_2%2Cx_3%29%3D3x_1%2B%5Cfrac%7B1%7D%7B40%7Dx_1%5E2%2B3x_2%2B%5Cfrac%7B2%7D%7B40%7Dx_2%5E2%2B3x_3%2B%5Cfrac%7B3%7D%7B40%7Dx_3%5E2)
Simplifying and rearranging, we have the objective function to minimize:
![\displaystyle C(x_1,x_2,x_3)=3(x_1+x_2+x_3)+\frac{1}{40}(x_1^2+2x_2^2+3x_3^2)](https://tex.z-dn.net/?f=%5Cdisplaystyle%20C%28x_1%2Cx_2%2Cx_3%29%3D3%28x_1%2Bx_2%2Bx_3%29%2B%5Cfrac%7B1%7D%7B40%7D%28x_1%5E2%2B2x_2%5E2%2B3x_3%5E2%29)
The restriction can be modeled as a function g(x)=0:
![g: x_1+x_2+x_3=1000](https://tex.z-dn.net/?f=g%3A%20x_1%2Bx_2%2Bx_3%3D1000)
Or
![g(x_1,x_2,x_3)= x_1+x_2+x_3-1000](https://tex.z-dn.net/?f=g%28x_1%2Cx_2%2Cx_3%29%3D%20x_1%2Bx_2%2Bx_3-1000)
We now construct the auxiliary function
![f(x_1,x_2,x_3)=C(x_1,x_2,x_3)-\lambda g(x_1,x_2,x_3)](https://tex.z-dn.net/?f=f%28x_1%2Cx_2%2Cx_3%29%3DC%28x_1%2Cx_2%2Cx_3%29-%5Clambda%20g%28x_1%2Cx_2%2Cx_3%29)
![\displaystyle f(x_1,x_2,x_3)=3(x_1+x_2+x_3)+\frac{1}{40}(x_1^2+2x_2^2+3x_3^2)-\lambda (x_1+x_2+x_3-1000)](https://tex.z-dn.net/?f=%5Cdisplaystyle%20f%28x_1%2Cx_2%2Cx_3%29%3D3%28x_1%2Bx_2%2Bx_3%29%2B%5Cfrac%7B1%7D%7B40%7D%28x_1%5E2%2B2x_2%5E2%2B3x_3%5E2%29-%5Clambda%20%28x_1%2Bx_2%2Bx_3-1000%29)
We find all the partial derivatives of f and equate them to 0
![\displaystyle f_{x1}=3+\frac{2}{40}x_1-\lambda=0](https://tex.z-dn.net/?f=%5Cdisplaystyle%20f_%7Bx1%7D%3D3%2B%5Cfrac%7B2%7D%7B40%7Dx_1-%5Clambda%3D0)
![\displaystyle f_{x2}=3+\frac{4}{40}x_2-\lambda=0](https://tex.z-dn.net/?f=%5Cdisplaystyle%20f_%7Bx2%7D%3D3%2B%5Cfrac%7B4%7D%7B40%7Dx_2-%5Clambda%3D0)
![\displaystyle f_{x3}=3+\frac{6}{40}x_3-\lambda=0](https://tex.z-dn.net/?f=%5Cdisplaystyle%20f_%7Bx3%7D%3D3%2B%5Cfrac%7B6%7D%7B40%7Dx_3-%5Clambda%3D0)
![f_\lambda=x_1+x_2+x_3-1000=0](https://tex.z-dn.net/?f=f_%5Clambda%3Dx_1%2Bx_2%2Bx_3-1000%3D0)
Solving for \lambda in the three first equations, we have
![\displaystyle \lambda=3+\frac{2}{40}x_1](https://tex.z-dn.net/?f=%5Cdisplaystyle%20%5Clambda%3D3%2B%5Cfrac%7B2%7D%7B40%7Dx_1)
![\displaystyle \lambda=3+\frac{4}{40}x_2](https://tex.z-dn.net/?f=%5Cdisplaystyle%20%5Clambda%3D3%2B%5Cfrac%7B4%7D%7B40%7Dx_2)
![\displaystyle \lambda=3+\frac{6}{40}x_3](https://tex.z-dn.net/?f=%5Cdisplaystyle%20%5Clambda%3D3%2B%5Cfrac%7B6%7D%7B40%7Dx_3)
Equating them, we find:
![x_1=3x_3](https://tex.z-dn.net/?f=x_1%3D3x_3)
![\displaystyle x_2=\frac{3}{2}x_3](https://tex.z-dn.net/?f=%5Cdisplaystyle%20x_2%3D%5Cfrac%7B3%7D%7B2%7Dx_3)
Replacing into the restriction (or the fourth derivative)
![x_1+x_2+x_3-1000=0](https://tex.z-dn.net/?f=x_1%2Bx_2%2Bx_3-1000%3D0)
![\displaystyle 3x_3+\frac{3}{2}x_3+x_3-1000=0](https://tex.z-dn.net/?f=%5Cdisplaystyle%203x_3%2B%5Cfrac%7B3%7D%7B2%7Dx_3%2Bx_3-1000%3D0)
![\displaystyle \frac{11}{2}x_3=1000](https://tex.z-dn.net/?f=%5Cdisplaystyle%20%5Cfrac%7B11%7D%7B2%7Dx_3%3D1000)
![x_3=181.8\ MW](https://tex.z-dn.net/?f=x_3%3D181.8%5C%20MW)
And also
![x_1=545.5\ MW](https://tex.z-dn.net/?f=x_1%3D545.5%5C%20MW)
![x_2=272.7\ MW](https://tex.z-dn.net/?f=x_2%3D272.7%5C%20MW)
The load balance
Mw minimizes the total cost