Kriging metamodeling in constrained simulation optimization: An explorative study

被引：0

作者：

Biles, William E. ^{[1
]}

KleiJnen, Jack P. C. ^{[2
]}

van Beers, Wim C. M. ^{[2
]}

van Nieuwenhuyse, Inneke ^{[3
]}

机构：

[1] Univ Louisville, Dept Ind Engn, Louisville, KY 40292 USA

[2] Tilburg Univ, Dept Informat Management, NL-5000 LE Tilburg, Netherlands

[3] Katholieke Univ Leuven, Dept Decis Sci & Informat Management, Leuven, Belgium

来源：

PROCEEDINGS OF THE 2007 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2007年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system with the objective of finding the optimal values of s and S. The goal function and constraints in these two experiments differ, as does the approach to determine the optimum combination predicted by the Kriging model. The results of these experiments indicate that Kriging offers opportunities for solving constrained optimization problems in stochastic simulation; future research will focus on further refining the methodology.

引用

页码：343 / +

页数：3

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