A loosely coupled multiprocessor system contains multiple processors which have their own local memories. To balance the load among multiple processors is of fundamental importance in enhancing the performance of such a multiple processor system. Probabilistic load balancing in a heterogeneous multiple processor system with many job classes is considered in this study. The load balancing scheme is formulated as a nonlinear programming problem with linear constraints. An optimal probabilistic load balancing algorithm is proposed to solve this nonlinear programming problem. The proposed load balancing method is proven globally optimum in the sense that it results in a minimum overall average job response time on a probabilistic basis.