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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 |
Files in This Item:
File | Description | Size | Format | |
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Tutorial-Amini.pdf Restricted Access | Published version | 7.93 MB | Adobe PDF | View/Open Request a copy |
Tutorial-Amini author.pdf Until 2025-10-15 | Peer-reviewed author version | 7.94 MB | Adobe PDF | View/Open Request a copy |
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