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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