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Space-filling Latin hypercube designs for computer experiments
Abstract In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (J. Stat. Plan. Interference 134(1):268–687, 2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl .
Space-filling Latin hypercube designs for computer experiments
Abstract In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (J. Stat. Plan. Interference 134(1):268–687, 2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl .
Space-filling Latin hypercube designs for computer experiments
Husslage, Bart G. M. (author) / Rennen, Gijs (author) / Dam, Edwin R. (author) / Hertog, Dick (author)
Optimization and Engineering ; 12 ; 611-630
2010-11-26
20 pages
Article (Journal)
Electronic Resource
English
Audze-Eglais , Computer experiment , Enhanced stochastic evolutionary algorithm , Latin hypercube design , Maximin , Non-collapsing , Packing problem , Simulated annealing , Space-filling Mathematics , Optimization , Engineering, general , Systems Theory, Control , Environmental Management , Operation Research/Decision Theory , Financial Engineering
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