文章基本信息

标题：Hybrid approach based on particle swarm optimization for electricity markets participation
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作者：Ricardo Faia ; Tiago Pinto ; Zita Vale 等
期刊名称：Energy Informatics
电子版ISSN：2520-8942
出版年度：2019
卷号：2
期号：1
页码：1-16
DOI：10.1186/s42162-018-0066-7
摘要：In many large-scale and time-consuming problems, the application of metaheuristics becomes essential, since these methods enable achieving very close solutions to the exact one in a much shorter time. In this work, we address the problem of portfolio optimization applied to electricity markets negotiation. As in a market environment, decision-making is carried out in very short times, the application of the metaheuristics is necessary. This work proposes a Hybrid model, combining a simplified exact resolution of the method, as a means to obtain the initial solution for a Particle Swarm Optimization (PSO) approach. Results show that the presented approach is able to obtain better results in the metaheuristic search process.
关键词：Hybrid model ; Metaheuristic search ; Particle swarm optimization and portfolio optimization