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2007

Kriging metamodeling in constrained simulation optimization: an explorative study

3 years 11 months ago
Kriging metamodeling in constrained simulation optimization: an explorative study
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system with the objective of finding the optimal values of s and S. The goal function and constraints in these two experiments differ, as does the approach to determine the optimum combination predicted by the Kriging model. The results of these experiments indicate that Kriging offers opportunities for solving constrained optimization problems in stochastic simulation; future research will focus on further refining the methodology.
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V
Added 02 Oct 2010
Updated 02 Oct 2010
Type Conference
Year 2007
Where WSC
Authors William E. Biles, Jack P. C. Kleijnen, Wim C. M. Van Beers, Inneke Van Nieuwenhuyse
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