关键词: 花授粉算法, 多目标优化, 投资组合, 帕累托解

Abstract: In view of solving the portfolio optimization problem for a power Generation Company（GenCo） faced with different trading choices, it uses the Multi-Objective Flower Pollination Algorithm（MOFPA） structural Pareto fronts set.To avoid under-diversification, an additional objective to enhance the diversification benefit is proposed alongside with the four original objectives of the Mean-Variance-Skewness（MVS-D） portfolio framework. Compared the simulation with MOPSO and MOGAS, the results show that MOFPA has made possible the inclusion of the optimization framework that produces Pareto fronts that also cover those based on the traditional MVS-D framework, thereby offering better trade-off solutions while promoting investment diversification benefits for power generation companies.

Key words: flower pollination algorithm, multi-objective optimization, portfolio, pareto fronts