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

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 est...

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Vydané v:Optimal control applications & methods Ročník 45; číslo 3; s. 1166 - 1181
Hlavný autor: Yan, Wei
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Glasgow Wiley Subscription Services, Inc 01.05.2024
Predmet:
Genetic algorithms
Integer programming
Mixed integer
Nonlinear equations
Optimization models
Support vector machines
ISSN:0143-2087, 1099-1514
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Shrnutí: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.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0143-2087
1099-1514
DOI:10.1002/oca.3095