考虑环境效益的电网项目投资组合优化研究

Research on Portfolio Optimization of Power Grid Projects Considering Environmental Benefits

电网投资项目资金需求大,然而资金总额有限,因此需要有选择的实施项目以实现总收益最大化。随着环境问题的突出,电网项目投资在做组合优化过程中,不仅需要综合考虑项目的经济性和社会性,其环境效益的重要作用也日益显现。如何建立投资组合优化模型,实现项目投资的最优分配,成为亟待解决的问题。本文基于已有环境效益测算方法,提出了电网项目环境效益函数。综合考虑了环境效益、经济效益、社会效益以及资金约束,构建电网投资组合项目模型,通过遗传算法对模型进行优化求解,可得到最优的电网项目投资组合方案。最后,通过算例分析对本文提出的模型进行可行性和有效性的验证。研究结果证明,本文提出的模型能够较好地解决考虑环境效益的电网项目投资组合问题。

The capital demand of power grid investment project is big,but the total amount of fund is limited. We need to imply projects selectively in order to achieve the total income maximization. With the prominence of environmental problems,not only need we to consider the economic and social aspects of the projects,but the important role of environmental benefits is increasingly apparent during the process of grid projects investment portfolio optimization. It is urgent to establish a portfolio model which can achieve optimal allocation of projects investment. Based on the existing calculation method of environmental benefits,this paper put forward the environmental benefit function of power grid projects. Considering the environmental benefit,economic benefit,social benefit and capital constraint,the paper constructs the model of the power grid investment portfolio,optimizes the model by genetic algorithm,and obtains the optimal portfolio scheme of power grid project. Finally,the feasibility and validity of the model presented in this paper are validated by an example. The results show that the model proposed in this paper can solve the problem of investment portfolio of power grid project considering environmental benefits.