基于Shapley值与全局和声搜索算法的电网投资组合策略

A power grid investment portfolio strategy based on Shapley value and global har⁃mony search algorithm

随着新型电力系统建设的加速推进,电网投资的力度持续攀升,企业须探索更加合理高效的电网投资策略,以实现最优的综合效益。为此,从经济、社会、环保和安全的维度出发,以电网项目投资的综合效益为优化目标,对投资组合策略进行研究。首先,应用Shapley值法对各效益函数的占比进行分摊,以呈现不同效益指标的特性。其次,在考虑投资能力、负荷需求等关键约束的基础上,设计了电网项目投资组合优化模型,并采用全局和声搜索算法进行求解。最后,构建算例对投资组合策略进行验证。算例结果表明,所提方法能够协助决策者在新形势下制定最优的电网投资策略。

With the accelerated advancement of the construction of new-type power systems and the increasing inten⁃sity of grid investment,power grid enterprises have to explore more rational and efficient investment strategies to achieve optimal comprehensive benefits.To this end,taking into account the economic,social,environmental,and safety dimensions and optimizing the comprehensive benefits of grid project investments,a study on investment port⁃folio strategies is conducted.Firstly,the Shapley value method is applied to allocate the proportions of various ben⁃efit functions,revealing the characteristics of different benefit indicators.Secondly,given the key constraints such as investment capacity and load demand,an optimal model for grid project investment portfolios is developed,and the global harmony search algorithm(GHSA)is employed for solution finding.Finally,a case study is constructed to investigate the investment portfolio strategy.The results demonstrate that the proposed approach can assist decision-makers in formulating optimal investment strategies in the new situation.