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Operations Research Transactions >

2015 , Vol. 19 >Issue 3: 18 - 25

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.03.003

International crude prices forecast of double random integer programming model,algorithm and application

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  • 1. School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, Liaoning, China; 2. Economics and Technology Research Institute, China National Petroleum Corporation, Beijing 100724, China; 3. School of Energy and Power Engineering, Dalian University of Technology, Dalian 116024, Liaoning, China; 4. College of Sciences, Dalian Nationalities University, Dalian 116600, Liaoning, China  

Received date: 2015-04-15

  Online published: 2015-09-15

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Abstract

According to the international price of crude oil and its change of recent data,  we give the matrix of the amount of international crude oil prices change state transition probability (or frequency). According to the international crude oil price forecasting error minimum expectation and variance as the optimal target, taking the international crude oil price forecasting error minimum expectation and variance as the optimal index, a double random integer programming model to predict the price of international crude oil is proposed. Then  we discuss the existence of optimal solution. According to the constraint characteristics optimization algorithm is constructed.  At the same time, according to the current domestic refined oil pricing mechanism,  we predict the domestic refined oil price adjustment  by applying the  optimization algorithm which is proposed in this paper. The empirical analysis shows that the model in this paper is of certain accuracy and practicability of the optimization algorithm.

Key words： random integer programming; crude oil price forecast; discrete optimization algorithm

Cite this article

DONG Zhenyu, FENG Enmin, YIN Hongchao, ZHANG Yuduo . International crude prices forecast of double random integer programming model,algorithm and application[J]. Operations Research Transactions, 2015 , 19(3) : 18 -25 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.03.003

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