Modeling and solving a multi-objective optimal portfolio of upstream oil and gas assets

Wei Yan
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Abstract

This paper focuses on optimizing project investments in oil and gas companies. It proposes a multi-objective method for investing in oil and gas assets, considering factors such as scale and efficiency. The model takes into account the presence of nonlinear equations and integer constraints, and establishes a nonlinear multi-objective mixed integer programming portfolio model for oil and gas. The weights of multiple objectives are determined using support vector machines. The optimization model incorporates the displacement transfer concept of particle swarm optimizer and the mutation operation of genetic algorithm using the transfer strategy of Gaussian particle swarm. The effectiveness of the model and algorithm is demonstrated through two examples.

Abstract Image

上游油气资产多目标优化组合建模与求解
本文侧重于优化石油和天然气公司的项目投资。它提出了一种考虑规模和效率等因素的多目标油气资产投资方法。该模型考虑了非线性方程和整数约束的存在,并建立了石油和天然气的非线性多目标混合整数编程组合模型。多个目标的权重使用支持向量机确定。该优化模型结合了粒子群优化器的位移转移概念和遗传算法的突变操作,使用了高斯粒子群的转移策略。该模型和算法的有效性通过两个实例进行了演示。
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