Operations Research and Applications : An International Journal (ORAJ)
ISSN : 2393 - 8463
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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 and to analyze the result of the application
step-by-step. The results show that LOK is a powerful alternative metamodel in simulation optimization
when the data are too skewed.
KEYWORDS
Simulation optimization, lognormal kriging, metamodel, ordinary kriging, variogram
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