At limited or untimely supply by fuel of power stations of a power supply system the deviation of actual modes of operation from planned is observed. In this case on some power stations deficiency of fuel takes place. Then at correction of a mode on the nearest interval of time in dispatching service of a power supply system assessments of admissible expenses of fuel on hard-to-get power stations should be passed. Thus, under direction of a problem of optimum distribution of active capacities rigid restrictions on admissible expenses of fuel are imposed and to provide a possibility of an output of actual expenses of fuel on not difficult to receive stations for earlier limits established. In this case transition from rigid restrictions on admissible expenses of fuel at not hard-to-get stations to indistinct restrictions is carried out. Now a problem expediently to state as a problem of multi-purpose optimization in which at an appropriate choice of functions of an accessory of indistinct sets it is possible to receive the satisfactory decision with a guarantee.