论文部分内容阅读
为研究收益和风险并存的大用户购电组合决策问题,分析了均值–方差模型、均值–半方差模型的特点及适用情况,提出了均值–绝对离差购电组合模型,并对3种模型进行了比较和分析。针对求取购电组合的非线性规划问题,提出用模拟退火算法求解3种模型,寻找全局最优解;采用风险弹性、计算耗时和收敛迭代次数作为评定优劣的指标对3种模型进行了对比分析,结合实际数据对3种模型进行了实证分析,为用户选择合适的购电组合策略提供了参考。
In order to study the decision-making problem of the large-scale portfolio purchase-and-demand (EPS) merger with benefits and risks, this paper analyzes the characteristics and application of the mean-variance model and the mean-semivariance model and proposes a combined model of mean-to- Have carried on the comparison and the analysis. In order to solve the nonlinear programming problem of purchasing power portfolio, this paper proposes that the simulated annealing algorithm is used to solve the three models and find the global optimal solution. The three models are evaluated using risk elasticity, time-consuming and convergence iteration times The comparative analysis, combined with the actual data of the three models were empirical analysis for the user to choose the right combination of power purchase strategy provides a reference.