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Microgrid can effectively integrates micro-sources, loads and energy storage devices; can make economic and environmental benefits by using new energy power generation; can better meet the requirements of customers for higher power quality and reliability of power supply. The optimal operation of the microgrid is a complex optimization problem, which contains multi-goal and multiple constraint situations. In this paper, it takes the minimum economic cost and the smallest power loss of the microgrid as the objective function, considers a variety of constraints then builds a multi-objective function model for the optimal operation of microgrid. This article improves the chaos optimization algorithm and applies this algorithm to the optimization of microgrid. The simulation results verify that the proposed chaos optimization algorithman commendably achieve optimal operation of microgrid under multi-objective.