The invention discloses a multi-target active power optimization scheduling method and system based on linear relaxation and proportional weight. The method comprises the following steps of: establishing a mathematical model of multi-target active power optimization scheduling of a power system; simplifying the mathematical model of multi-target active power optimization scheduling by using a model variable and constraint deletion method to obtain a quadratic convex programming model; adopting linear relaxation line loss constraints for the quadratic convex programming model, performing solving and determining, and if all the line loss constraints meet equation constraints or threshold values, solving the quadratic convex programming model subjected to linear relaxation line loss constraints through adoption of a proportional weight multi-objective optimization method; otherwise, performing mixed integer programming processing on the line loss constraints which do not meet the equalityconstraints or threshold values until all the line loss constraints meet the equality constraints or threshold values. The invention aims to provide the multi-target active power optimization scheduling method and system based on linear relaxation and proportional weight, the complexity of multi-target optimization calculation can be effectively reduced, and both the calculation efficiency and the result accuracy are considered.