Operations Research and Applications : An International Journal (ORAJ) ISSN : 2393 - 8463 http://airccse.com/oraj/index.html Contact Us orajjournal@yahoo.com or oraj@airccse.com LOGNORMAL ORDINARY KRIGING METAMODEL IN SIMULATION OPTIMIZATION Muzaffer Balabanand Berna Dengiz Turkish Statistical Institute, Ankara, Turkey Department of Industrial Engineering, Başkent University, Ankara, Turkey ABSTRACT This paper presents a lognormal ordinary kriging (LOK) metamodel algorithm and its application to optimize a stochastic simulation problem. Kriging models have been developed as an interpolation method in geology. They have been successfully used for the deterministic simulation optimization (SO) problem. In recent years, kriging metamodeling has attracted a growing interest with stochastic problems. SO researchers have begun using ordinary kriging through global optimization in stochastic systems. The goals of this study are to present LOK metamodel algorithm a...
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