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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.
Aiming at the problem of how to realize the optimization of production, investment, profit and risk under the complex overseas oil contract model and the changing business environment, this paper establishes a nonlinear multi-objective optimization mathematical model considering time dimension and risk factor, This paper proposes a new hybrid optimization method for solving multi-objective optimization models by using complex business rules and constraints involved in different overseas contract models. This method first generates a portfolio solution that satisfies the objective and constraints by using a queuing and filtering method. Then, Finally, taking the optimal solution as the initial investment portfolio, a series of portfolio feasible solutions are obtained by genetic algorithm. By using this method, we can obtain the optimal solutions for overseas oil and gas The project carries out multi-objective portfolio optimization, verifying the applicability of this method to the multi-objective optimization of overseas projects and providing scientifically applicable ideas and methods for the planning of overseas projects.