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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