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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。
Introduced the portfolio theory, modified and improved the Markowitz model, and established the optimal purchasing model of grid company. The classical tabu search algorithm is improved and its local search ability is improved. Based on the comprehensive consideration of the purchase income and purchase risk, the improved tabu search algorithm is applied to solve the optimal purchase model of grid company. The results of the example analysis show that the optimal purchasing model based on the improved taboo search algorithm can make a reasonable purchasing strategy for grid companies and this model and solution method are also applicable in the future when the futures and options markets are introduced .