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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2502.05216 |
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| _version_ | 1866910818977710080 |
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| author | Amini, Sasan Van Nieuwenhuyse, Inneke |
| author_facet | Amini, Sasan Van Nieuwenhuyse, Inneke |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_05216 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A tutorial on kriging-based stochastic simulation optimization Amini, Sasan Van Nieuwenhuyse, Inneke Optimization and Control 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. |
| title | A tutorial on kriging-based stochastic simulation optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2502.05216 |