本文選題：花授粉算法 + 多目標優(yōu)化　； 參考：《計算機工程與應(yīng)用》2017年17期

【摘要】：針對電力市場的投資組合優(yōu)化問題,采用多目標花授粉算法(MOFPA)構(gòu)造Pareto最優(yōu)解集,為發(fā)電商面臨不同的交易做出選擇。為避免多元化不足,增加一個目標以增強多元化,得到四目標的均值-方差-偏度(MVS-D)組合模型。與MOPSO和MOGAS進行比較,算例結(jié)果表明MOFPA能夠得到的基于MVS-D優(yōu)化模型較優(yōu)的帕累托解,能為發(fā)電商提供更好的權(quán)衡解決方案,同時促進發(fā)電企業(yè)投資主體的多元化。
[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.
【作者單位】： 西安工程大學理學院;
【基金】：陜西省自然科學基礎(chǔ)研究計劃項目(No.2014JM1006) 陜西省自然軟科學研究計劃項目(No.2014KRM28-01) 陜西省教育廳專項科研計劃項目(No.14JK1282)
【分類號】：F407.61;TP18
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本文編號：1936503