Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging

Ehsan Mehdad and Jack Kleijnen ()
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Ehsan Mehdad: Tilburg University, Center For Economic Research

No 2015-042, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: global optimization; Gaussian process; Kriging; intrinsic Krgigin; metamodel (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-cmp, nep-ger and nep-ore
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Related works:
Journal Article: Efficient global optimisation for black-box simulation via sequential intrinsic Kriging (2018)
Working Paper: Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging (2015)
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