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A survey on kriging-based infill algorithms for multiobjective simulation optimization

delete2020-04-01
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S
Sebastian Rojas Gonzalez *
I
Inneke Van Nieuwenhuyse
DOI:10.1016/j.cor.2019.104869delete
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Abstract

Abstract

En 中文
This article surveys the most relevant kriging-based infill algorithms for multiobjective simulation optimization. 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 exploration 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. (C) 2019 Elsevier Ltd. All rights reserved.
Keywords:
Kriging metamodeling
Multiobjective optimization
Simulation optimization
Expected improvement
Infill criteria
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Journal

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Computers and Operations Research
IF:
4.3
Papers:
6.5K
Citations:
1.8W

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KU Leuven
Scholars:
5.7W
Papers: 5.2W
Citations: 8.1W