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基于现代投资组合理论(Modern Portfolio Theory,MPT),建立了电网企业多品种购电的有效边界数学解析式;考虑电网购电的多时段多区域多品种特性和实际约束对购电组合决策的影响,建立条件约束下的购电组合优化模型;对于约束制约使购电组合无法到达理论有效边界的情况,运用有效边界解析式和约束条件下的决策模型建立关键约束改善模型寻找关键制约约束,通过改善关键约束,实现最小代价下的购电最优。算例验证了所提出模型的有效性和适用性,表明本模型对电网公司的购电策略具有一定的参考价值和指导作用。
Based on the Modern Portfolio Theory (MPT), an efficient frontier mathematical solution for multi-species power purchase in power grid enterprises is established. Considering the multi-period multi-region multi-species characteristics and the actual constraints of power grid purchase, , To establish a portfolio optimization model under conditional constraints; for the constraint constraint that the portfolio can not reach the theoretical effective boundary, using the effective boundary analysis and the decision model under the constraints to establish the key constraints to improve the model to find the key constraints, through Improve key constraints to optimize power purchase at the lowest possible cost. The example verifies the validity and applicability of the proposed model, which shows that this model has certain reference value and guidance for the grid company’s power purchase strategy.