省级电力公司的购电决策模型及其模糊优化算法

Purchasing strategy models of provincial gird companies and relevant fuzzy optimization algorithms

采用条件风险价值对省级电力公司的购电组合风险进行度量,对条件风险价值的连续表达式进行推导;构建基于投资组合理论下的省级电力公司购电组合优化模型。将对数型隶属函数引入模型中,采用模糊数学优化理论对多目标模型进行求解,得出最优购电策略。

The conditional value at risk （CVaR） was used to measure the purchasing portfolio risk of provincial grid companies, and the continual expression of CVaR was derived. Consequently, the purchasing portfolio optimization model for provincial power grid companies was constructed based on the investment portfolio theory. At the same time, the logarithm of membership function was cited into the model, and the multi-target method was solved with fuzzy mathematic optimization theory, through which the optimal purchasing strategy was obtained.