This paper provides a comprehensive application of Lognormal Ordinary Kriging (LOK) metamodel to optimization of a stochastic simulation problem. Kriging models were developed as an interpolation method in geology. Firstly kriging methods have been successfully used for deterministic simulation optimization problem. Recently, Kriging metamodeling has attracted a growing interest, along with other simulation optimization (SO) techniques for deterministic and stochastic systems. SO researchers have started using ordinary kriging as a robust optimization tool in stochastic SO in the last decade. In this paper SO process via lognormal ordinary kriging metamodel is proposed and a lognormal ordinary kriging algorithm is presented.
Track: Modeling and Simulation
Published in: 7th Annual International Conference on Industrial Engineering and Operations Management, Rabat, Morocco
Publisher: IEOM Society International
Date of Conference: April 11
-13
, 2017
ISBN: 978-0-9855497-6-3
ISSN/E-ISSN: 2169-8767