海外油气项目多目标投资组合优化方法

发布时间：2018-08-19 10:27

【摘要】：针对中石油海外复杂合同模式及经营环境多变情况下如何实现产量、投资、效益、风险等多个目标优化配置的问题,本文建立了考虑时间维度及风险因子的非线性多目标优化数学模型,表征了海外不同合同模式涉及的复杂商业规则和约束条件,提出了一种全新的求解多目标优化模型的混合优化方法.该方法先通过排队过滤法生成满足目标和约束条件的投资组合解;然后以该解的特征参数作为约束条件进行线性优化,求出投资组合局部最优解;最后以该最优解作为初始投资组合通过遗传算法求解得到一系列投资组合可行解.通过利用该方法对海外油气项目开展多目标投资组合优化,验证了该方法对于海外项目多目标优化的适用性,为海外项目规划方案设计提供了科学适用的思路和方法.
[Abstract]:Aiming at the problem of how to optimize the allocation of output, investment, benefit, risk and so on under the complicated contract mode and the changeable operating environment of PetroChina overseas, In this paper, a nonlinear multi-objective optimization mathematical model considering time dimension and risk factor is established, which represents the complex business rules and constraints involved in different overseas contract models. A new hybrid optimization method for solving multi-objective optimization model is proposed. In this method, the portfolio solution satisfying the objective and constraint conditions is generated by queuing filter method, and then the local optimal solution of the investment portfolio is obtained by using the characteristic parameters of the solution as the constraint condition for linear optimization. Finally, the optimal solution is used as the initial portfolio to obtain a series of feasible solutions by genetic algorithm. By using this method to carry out multi-objective portfolio optimization for overseas oil and gas projects, the applicability of this method to multi-objective optimization of overseas oil and gas projects is verified, and a scientific and applicable idea and method for overseas project planning and design are provided.
【作者单位】：中国石油集团科学技术研究院;
【基金】：中国石油天然气集团公司重大科技专项(2011E-2510)~~
【分类号】：F125;F426.22

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