电网建设项目投资组合优化分析

Probe into the Investment Portfolio Optimization for Grid Construction Project

对电网公司而言,单个电网建设项目的最优并不一定保证整个公司的效益最大。因此,基于投资组合优化的管理理念,在对单个项目进行评估分析的基础上,立足电网公司的高度,以整个公司的经济效益最大化为目标函数,分别以电网公司各区域范围的投资额度限制和容量需求、总的投资额度限制和容量需求为约束条件,构建了电网建设项目投资组合优化模型。并结合实际情况,借助Matlab工具,进行了模型的模拟分析,验证了模型在电网建设项目投资组合优化上的可操作性和实用性。

For the grid company, a single optimal grid construction project does not necessarily guarantee the maximum effectiveness of the entire company. Therefore, using investment portfolio optimization concept, based on the analysis and assessment of a single project, the paper build a project portfolio optimization model and definition an objective function for maximizing the economic benefits of the whole company. By simulation analysis with Maflab tools, the reliability and usability in the grid construction projects portfolio optimization of this model is validated.