Article,

LOGNORMAL ORDINARY KRIGING METAMODEL IN SIMULATION OPTIMIZATION

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Operations Research and Applications : An Internati onal Journal (ORAJ), 5 (1): 1-12 (February 2018)
DOI: 10.5121/oraj.2018.5101

Abstract

This paper presents a lognormal ordinary kriging (L OK) metamodel algorithm and its application to optimize a stochastic simulation problem. Kriging m odels have been developed as an interpolation metho d in geology. They have been successfully used for th e deterministic simulation optimization (SO) proble m. In recent years, kriging metamodeling has attracted a growing interest with stochastic problems. SO researchers have begun using ordinary kriging throu gh global optimization in stochastic systems. The goals of this study are to present LOK metamodel al gorithm and to analyze the result of the applicatio n step-by-step. The results show that LOK is a powerf ul alternative metamodel in simulation optimization when the data are too skewed.

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