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This paper presents a novel design procedure for optimizing power distribution strategy in combined heat and power system. The optimal control problem was formulated as a nonlinear optimization problem subject to set of constraints. The resulting problem was solved using the Kuhn-Tucker method. Computer simulation results demonstrated that the proposed method provided better efficient in terms of reducing total costs compared to the existing methods. In addition, the proposed optimal load distribution strategy can be easily implemented in real-time thanks to the simplicity of the closed-form solutions.