Islamic Azad University, Central tehran BranchInternational Journal of Mathematical Modelling & Computations2228-622521 (WINTER)20121221APPLICATION OF KRIGING METHOD IN SURROGATE MANAGEMENT FRAMEWORK FOR OPTIMIZATION PROBLEMS3544521783ENB.AzarkhaliliSharif University of Technology, Azadi Ave, Tehran, Iran
Iran, Islamic Republic of
Mathematics DepartmentM.RasouliSharif University of Technology, Azadi Ave, Tehran, Iran
Iran, Islamic Republic of
Electrical Engineering DepartmentP.MoghadasSharif University of Technology, Azadi Ave, Tehran, Iran
Iran, Islamic Republic of
Aerospace Engineering DepartmentB.MehriSharif University of Technology, Azadi Ave, Tehran, Iran
Department of MathematicsJournal Article20160414In this paper, Kriging has been chosen as the method for surrogate construction. The basic idea behind Kriging is to use a weighted linear combination of known function values to predict a function value at a place where it is not known. Kriging attempts to determine the best combination of weights in order to minimize the error in the estimated function value. Because the actual function value is not known, the error is modeled using probability theory and then minimized. The result is a linear system of equations that can be solved to ﬁnd a unique combination of weights for a given point at which interpolation is to be performed.
http://ijm2c.iauctb.ac.ir/article_521783_2dcfc23cecf6d197cca235f2805c8bff.pdf