基于改进禁忌搜索算法的电网公司最优购电模型  

Optimal Electricity Purchase Model Based on Improved TS Algorithm

作　　者：赵飞[1] 周渝慧[2] 

机构地区：[1]北京怀柔供电公司,北京市101400 [2]北京交通大学电气工程学院,北京市100044

出　　处：《电力建设》2010年第3期13-16,共4页Electric Power Construction

基　　金：北京交通大学校科研基金项目(DQJ04005)

摘　　要：介绍了投资组合理论,修改并完善了其中的Markowitz模型,并由此建立了电网公司的最优购电模型。将经典的禁忌搜索算法进行了改进,提高了其局部搜索能力,在综合考虑购电收益和购电风险的基础上,应用改进的禁忌搜索算法求解了电网公司的最优购电模型。算例分析结果表明,基于改进禁忌搜索算法的电网公司最优购电模型可以为电网公司制定一套合理的购电策略,并且在未来引入期货与期权市场后,此模型及其求解方法同样适用。The paper introduces combined investment theory,corrects Markowitz model from portfolio theory,and builds up the optimal electricity purchase model for grid company.A new search algorithm named improved TS algorithm is put forward which enhances the local search ability of TS algorithm to solve the optimal electricity purchase model for Grid Company.The example analysis shows that the optimal electricity purchase model based on improved TS algorithm could be used for the grid company to work out a set of rational electricity purchase strategy.The model and its solution way can be suitable for future introduced futures and options market.

关 键 词：电网公司 购电策略 投资组合理论 改进Markowitz模型 改进禁忌搜索算法 

分 类 号：F407.6[经济管理—产业经济]