Based on the principle of decomposition coordination, and a bi-level programming model of distributed generation(DG) is established to study the reasonable planning problem of DGs in active distribution network(ADN). The upper-level programming is used to determine the locate and size of DGs, which is based on the theory of network-loss sensitivity. The lower-level programming model is a multi-objective optimization question, and the index of investment benefit, voltage deviation is considered to determine the optimal output of DGs in this model. On this basis, an improved multi-objective particle swarm algorithm(IMPSO) is proposed to solve this model.Tested this model and algorithm in IEEE-33 node distribution system, and the results show that the proposed model and algorithm is feasibility and effectiveness.