Step-by-Step Penalized Blind Kriging Methods for Surrogate Modeling

Algorithm 1

 Step 1: set the initial values for

 Step 2: with , and , solve penalized likelihood function for and obtained by cross validation,

 Step 3: estimate via maximizing the log-likelihood function (3),

 Step 4: if the convergence is attained, get the estimation ; otherwise, return to step 2