线性规划求解在单井投资决策中的应用.pdf

线性规划求解在单井投资决策中的应用陈雪，李婷（中石化石油勘探开发研究院）摘要：石油公司在进行新增投资机会决策时，往往面临从多个区块油田中优选出适应于公司经营目标的优质油田的问题，也就是需要优选出预期效益较好的油田进行投资。在评定油田效益是否满足需求时，新钻井的单井预期效益是关键指标。本文以美国Mississippi地区某石油公司A油田的23口计划新钻井为样本，利用Excel规划求解工具求解不同目标下的新钻井组合，实现单井投资决策的结果。关键词：线性规划；单井投资决策；Excel规划求解工具作者简介：陈雪（1985-），大学本科，从事数据采集工序外部设备故障分析与排除方法。开发应用 0引言目前，多数石油公司在进行单井效益对比分析时，多采用技术经济指标排队并考虑专家意见的方法，在油田众多、计划钻井数量较大的情况下，简单的排队方法计算复杂，并且结果需要反复修正，耗费时间较长，效果一般。采用线性规划的方法对所有计划新钻井进行评估筛选，计算过程交给计算机实现，耗费时间短，效果较好，且传统的Excel软件中的规划求解功能即可以实现。1线性规划理论简介及应用工具1.1 线性规划理论线性规划是运筹学的一个重要分支，它是研究线性约束条件下线性目标函数的极值问题的数学理论和方法，在经济分析、经济管理和工程技术等方面有广泛应用。标准型的线性规划问题主要包括：一个需要极大化或极小化的线性函数即目标函数:MaxZ（MinZ）=C1X1+C2X2+C3X3+CnXn以下形式的问题约束，即约束条件：其中：Xn（n=1,2,3.n）为决策变量Cn（n=1,2,3.n）为目标函数系数或权重bm（n=1,2,3.n）为约束右端函数an（n=1,2,3.n）为约束系数线性规划解决了在一定约束条件下，求解期望目标最大化或最小化的问题。1.2规划求解工具线性规划可以通过一些计算机软件进行求解,比如常用的Office中的Excel、Lingo等,以及其他数据统计或编程类软件都可以完成,其中Excel是最为常见通用的软件，在调用Excel规划求解功能前，需要先添加规划求解加载项，单击“文件”-“选项”-“加载项”，在“管理”框中，单击“Excel 加载项”-“转到”，在“可用加载项”框中，勾选“规划求解加载项”，单击“确定”。石油工业计算机应用COMPUTER APPLICATIONS OF PETROLEUMMarch.20232023年3月1172023年3月石油工业计算机应用2 线性规划求解在单井投资决策中的应用利用Excel的规划求解工具建立线性规划模型，解决单井投资决策的问题，从计划新钻井中优选具有经济效益的井，以优选出的井为产量规划基础，规划未来产量方案，追求项目效益最大化，实现公司经营目标。在搭建线性规划模型时，核心问题在于创建目标函数以及选择约束条件，最后通过规划求解得到结论。2.1 目标函数及约束条件影响油气项目中单井效益指标的主要技术经济参数包括单井产量、单井钻完井投资、单井地面配套投资、单井操作成本、单井税费等，其中重点关注的参数为产量、投资和成本。同时，通过现金流入流出法测算得到的单井现金流也是单井经济效益的重点指标。综上，适合选择产量、成本和现金流作为目标参数进入目标函数，而投资适合作为约束条件。2.2 案例分析2.2.1 案例数据本文以美国Mississippi地区某石油公司A油田中的23口未来计划钻井作为样本，分析每口井的经济效益，并利用Excel规划求解工具得到不同目标约束下计划新钻井的组合，为单井投资决策提供数据支撑。样本数据如下。由于产量和投资成本以及自由现金流之间存在量级不统一的情况，所以需要将所有参数采用无量纲法进行归一化处理，处理后的样本数据如下。2.2.2线性规划模型创建适用于单井投资决策的线性规划模型，求解投资约束条件下的单井价值及产量最大化问题，其目标函数和约束条件如下：Max（Z）=C1*现金流+C2*单井预计累计产量（其中假设C1=0.7,C2=0.3）S.T:CAPEX66MM$其中现金流为目标参数1，单井预计累计产量图1-1 添加规划求解加载项示意图表1-1 目标函数及约束条件适用范围表2-1 某石油公司A油田23口计划钻井数据1182023年3月为目标参数2，两个目标参数的权重分别为0.7和0.3，约束条件为优选的新钻井集合的总投资不大于6600万美元，也就是说如何在6600万美元的投资限额约束下，实现计划新钻井的经济效益和产量同时最大化。2.2.3操作过程搭建好线性规划的模型后，在AA1单元格输入公式“=SUMPRODUCT（$AA$8:$AA$30,$AB$8:$AB$30）”，这里的公式代表23口样本井形成的目标函数，也就是规划求解的基础，AB列数值只能为0或1，代表这是一个线性规划问题的特殊形式：0-1整型规划。0-1整型规划意味着在对23口计划新钻井进行优选时只可以选择进行投资或不进行投资，即只有0或1两种情景，不存在部分投资某一口井的情况。公式设置完成后，选择顶端功能区的“数据”选项卡选择点击“分析”组中的“规划求解”，将设置目标填写为AB2，并选择最大值，可变单元格为$AB$4:$AB$26（数值为0或1代表是否进行投资），约束条件中包括辅助列各数值为0或1，以及优选出的新钻井的总投资约束为66MM$。设置完成后，点击求解，即可得到规划求解的结论（见AB列数据）。AB列数据为1的即为规划求解后选择进行投资的井，图2-1 规划求解设置选项（有投资约束）图2-2 规划求解数据结论（有投资约束）图 2-3 规划求解结果（有投资约束）表2-2 某石油公司A油田23口计划钻井数据（归一化）陈雪，等：线性规划求解在单井投资决策中的应用1192023年3月石油工业计算机应用AB列数据为0的即为规划求解后选择不进行投资的井，合计有14口井满足模型需求，9口井不满足模型需求，也就是说，未来将对优选出的14口井进行投资决策，优选出的14口井同时满足产量规模和现金流的要求，总预计产量930万桶当量，总预计投资6564万美元，总预计自由现金流4568万美元。为了对比分析有无投资约束条件的规划求解结论的差异，现在我们测试一种不考虑投资约束的价值产量最大化的目标函数的求解情景。设置过程如上，仅将投资约束去掉（即去掉上文规划求解设置中的AA2=66），得到的规划求解结论如图2-5&2-6，可以看出，在去掉投资约束后，优选出的计划钻井数上升到19口，与有投资约束相比，增加了5口。优选出的19口井总预计产量1094万桶当量，总预计投资8295万美元，总预计自由现金流4589万美元。与有投资约束的情景相比，如果石油公司未来资金充足，可以考虑新增1731万美元的新钻井投资，但是能够带来的现金流增加只有21万美元，投资效率较差。综上，通过Excel规划求解可以对未来新钻井进行投资决策，在考虑有无投资约束条件的情景下，规划求解的结论有差异，从差异中可以看出投资约束对项目的影响，以及投资约束的效力，上述例子说明，考虑投资约束对项目现金流的实现更有利，因为放宽投资约束后，可以看出新增5口新钻井的现金流表现较差，投资效率低。3 结论线性规划方法是石油公司进行未来钻井投资决策的一种便捷、合理、准确的计算方法，Excel规划求解工具是一种普适性的工具。通过规划求解可以满足石油公司具体经营需求，将目标进行量化处理，得到确切的投资决策依据。根据不同的目标和约束可以得到多种组合结果，从多个组合结果中根据决策偏好优选最优解。参考文献：1 孟宪宇、卢莉娜等.利用Excel2010求解线性规划问题.科技经济导刊.2017（33）.2 农建诚.线性规划问题数学建模方法及MATLAB程序涉及与实现.江西电力职业技术学院学报.2019，3（32）.图2-4 规划求解结果（有投资约束）图2-5 规划求解数据结论（无投资约束）图2-6 规划求解报告（无投资约束）120COMPUTER APPLICATIONS OF PETROLEUMMar.2023ABSTRACTSABSTRACTS1 1.Machine Learning in the Petroleum Industry:GeoScience,Reservoir Engineering,Production Engineering.Machine Learning in the Petroleum Industry:GeoScience,Reservoir Engineering,Production EngineeringWang HonglinWang Honglin（7373）Abstract:Abstract:Artificial intelligence/machine learning（AI/ML）has become a major driver of emerging technologies such as big data,robotics,and theInternet of Things.Digital transformation extends deep into the oil and gas industry to reshape geoscience,reservoir engineering and productionengineering,seeking greater productivity in exploration and production（E&P）operations.AI/ML is the next technological breakthrough on the horizon.By leveraging AI/ML in oil and gas operations,algorithms can be designed to guide E&P.The AI/ML system will be trained using historical data fromE&P jobs.Keywords:Keywords:petroleum industry;exploration and production;artificial intelligence/machine learning,earth science,reservoir engineering;productionengineering,digital twin;Internet of Things2 2.The application of gravity,magnetic and magnetotelluric exploration technique to solid minerals in Tibet.The application of gravity,magnetic and magnetotelluric exploration technique to solid minerals in TibetLuo Wei-feng Wang Yongsheng Wang Caifu He lanfang Wang yaohuiLuo Wei-feng Wang Yongsheng Wang Caifu He lanfang Wang yaohui（9999）Abstract:Abstract:Through the research on methods of processing and interpretation of gravity,magnetic and magnetotelluric,the software of comprehensiveprocessing and interpretation has been developed and the comprehensive exploration processing and interpretation technology system has been formed.The technology system has been applied in the exploration of solid mineral in an area of Tibet.Based on the results of geophysical exploration on theground,the development of the large scale concealed chromite deposits in the deep or shallow concealed chromite is predicted and good results havebeen achieved.Key words:Key words:Comprehensive processing and interpretation hidden chromite prospecting effect.3 3.Analysis of logging curve and formation characteristics in eastern Sulige Gas field.Analysis of logging curve and formation characteristics in eastern Sulige Gas fieldChen zhihua changsenChen zhihua changsen（103103）Abstract:Abstract:Gas fields in China land is the largest ready natural gas,natural gas resource of 3.8 trillion cubic meters,but gas surface in a complex geologicalsituation,different thickness of gas layers,most of the store in sandstone gas reservoir,gas field development is very difficult,in this paper,combiningwith working practice,this paper discusses the gas mainly in formation characteristics and well logging curve in the formation of response law and how toaccurately stratified4 4.Research and development of integrated management system for mining rights.Research and development of integrated management system for mining rightsShen weigang Wang xiaoxingShen weigang Wang xiaoxing（115115）Abstract:Abstract:Oil and gas mining right is the prerequisite for oil and gas resources exploration and development according to law,and is the core asset of oilcompanies.As the embodiment of the value of mining rights,oil and gas reserves are the core assets of core assets,and protected areas are the areasrestricted by oil and gas exploration.Therefore,it is particularly important to understand the underground distribution of oil and gas reserves and thedistribution of protected areas in the mining rights block.In this paper,spring is used as the core framework of the business layer,the most popularenterprise java language application development framework in the industry,and the key technology of MAPGIS spatial data three-dimensional modelingis used to build a comprehensive management system of mineral rights,to find out the underground distribution of oil and gas reserves and thedistribution of protected areas in the mineral rights block,and effectively support the oil and gas exploration and development management of the OilfieldCompany;This paper will introduce the research and development of the system from the aspects of system analysis,design,implementation anddeployment.Keywords:Keywords:mining rights;Reserves;protected areas;MAGGIS spatial data;3D modeling.5 5.Application of linear programming in single well investment decision.Application of linear programming in single well investment decisionChen Xue and Li TingChen Xue and Li Ting（117117）Abstract:Abstract:When making decisions on new investment opportunities,oil companies are often faced with the problem of selecting high-quality oil fieldssuitable for the companys business objectives from multiple block oilfields,that is,they need to select oil fields with better expected benefits forinvestment.When evaluating whether the oilfield benefit meets the demand,the expected benefit of a new well is the key indicator.At present,most oilcompanies use the method of queuing with technical and economic indicators and taking expert opinions into account when making comparative analysisof the benefits of single wells.In the case of many oilfields and large number of planned wells,the simple queuing method is complex in calculation,andthe results need to be corrected repeatedly,which takes a long time and has a general effect.The linear programming method is used to evaluate andscreen all planned new wells.The calculation process is implemented by computer,which takes less time and has good effect.The planning solutionfunction in traditional Excel software can be realized.This paper takes 23 planned new wells in A oilfield of an oil company in Mississippi area of theUnited States as samples,and uses Excel planning solution tools to solve the new drilling portfolio under different objectives,so as to achieve the resultsof single well investment decisions.Keywords:Keywords:linear programming;single well investment decision;Excel programming solution tool