Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/45244
Title: A tutorial on kriging-based stochastic simulation optimization
Authors: AMINI, Sasan 
VAN NIEUWENHUYSE, Inneke 
Issue Date: 2025
Source: 
Abstract: This tutorial focuses on kriging-based simulation optimization, emphasizing the importance of data efficiency in optimization problems involving expensive simulation models. It discusses how kriging models contribute to developing algorithms that minimize the number of required simulations, particularly in the presence of noisy evaluations. The tutorial compares the performance of kriging-based algorithms against traditional polynomial-based optimization methods using an illustrative example. Additionally, it discusses key extensions of kriging-based algorithms, including multi-objective and constrained optimization, providing insights into their application in complex, real-world settings.
Keywords: Simulation Optimization;Metamodel;Kriging;Data Efficient Global Optimization
Document URI: http://hdl.handle.net/1942/45244
ISBN: 9798331315078
Category: C1
Type: Proceedings Paper
Appears in Collections:Research publications

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