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http://hdl.handle.net/1942/30505
Title: | A survey on kriging-based infill algorithms for multiobjective simulation optimization | Authors: | Rojas-Gonzalez, Sebastian VAN NIEUWENHUYSE, Inneke |
Issue Date: | 2020 | Publisher: | Elsevier | Source: | COMPUTERS & OPERATIONS RESEARCH, 116 (Art N° 104869) | Abstract: | This article surveys the most relevant kriging-based infill algorithms for multiobjective simulation op- timization. These algorithms perform a sequential search of so-called infill points , used to update the kriging metamodel at each iteration. An infill criterion helps to balance local exploitation and global ex- ploration during this search by using the information provided by the kriging metamodels. Most research has been done on algorithms for deterministic problem settings; only very recently, algorithms for noisy simulation outputs have been proposed. Yet, none of these algorithms so far incorporates an effective way to deal with heterogeneous noise, which remains a major challenge for future research. | Keywords: | Kriging metamodeling;Multiobjective optimization;Simulation optimization;Expected improvement;Infill criteria | Document URI: | http://hdl.handle.net/1942/30505 | ISSN: | 0305-0548 | e-ISSN: | 1873-765X | DOI: | 10.1016/j.cor.2019.104869 | ISI #: | WOS:000515443800001 | Rights: | 2019 Elsevier Ltd. All rights reserved | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2021 |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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COR_authorversion.pdf | Peer-reviewed author version | 407.4 kB | Adobe PDF | View/Open |
C&OR_publication2020.pdf Restricted Access | Published version | 11 MB | Adobe PDF | View/Open Request a copy |
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