多目标花粉算法在电力投资市场中的应用

发布时间：2018-05-26 08:20

  本文选题：花授粉算法 + 多目标优化　； 参考：《计算机工程与应用》2017年17期

【摘要】：针对电力市场的投资组合优化问题,采用多目标花授粉算法(MOFPA)构造Pareto最优解集,为发电商面临不同的交易做出选择。为避免多元化不足,增加一个目标以增强多元化,得到四目标的均值-方差-偏度(MVS-D)组合模型。与MOPSO和MOGAS进行比较,算例结果表明MOFPA能够得到的基于MVS-D优化模型较优的帕累托解,能为发电商提供更好的权衡解决方案,同时促进发电企业投资主体的多元化。
[Abstract]:In order to solve the problem of portfolio optimization in power market, the multi-objective pollination algorithm (MOFPA) is used to construct the optimal solution set of Pareto to make choices for generators facing different transactions. In order to avoid the deficiency of diversification, an objective is added to enhance the diversity, and the mean-variance-skewness model of four targets is obtained. Compared with MOPSO and MOGAS, the results show that the Pareto solution based on MVS-D optimization model can be obtained by MOFPA, which can provide a better tradeoff solution for power generation companies, and promote the diversification of investment agents in power generation enterprises.
【作者单位】： 西安工程大学理学院;
【基金】：陕西省自然科学基础研究计划项目(No.2014JM1006) 陕西省自然软科学研究计划项目(No.2014KRM28-01) 陕西省教育厅专项科研计划项目(No.14JK1282)
【分类号】：F407.61;TP18
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本文编号：1936503