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Hybrid approach based on particle swarm optimization for electricity markets participation
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Orientador(es)
Resumo(s)
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.
Descrição
Palavras-chave
Hybrid model Metaheuristic search Particle swarm optimization and portfolio optimization
Contexto Educativo
Citação
Editora
SpringerOpen