One-dimensional nested maximin designs
AbstractThe design of computer experiments is an important step in black box evaluation and optimization processes.When dealing with multiple black box functions the need often arises to construct designs for all black boxes jointly, instead of individually.These so-called nested designs are used to deal with linking parameters and sequential evaluations.In this paper we discuss one-dimensional nested maximin designs.We show how to nest two designs optimally and develop a heuristic to nest three and four designs.Furthermore, it is proven that the loss in space-fillingness, with respect to traditional maximin designs, is at most 14:64 percent and 19:21 percent, when nesting two and three designs, respectively.
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Bibliographic InfoArticle provided by Springer in its journal Journal of Global Optimization.
Volume (Year): 46 (2010)
Issue (Month): 2 (February)
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Web page: http://www.springer.com/business/operations+research/journal/10898
Other versions of this item:
- Dam, E.R. van & Husslage, B.G.M. & Hertog, D. den, 2010. "One-dimensional nested maximin designs," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3448696, Tilburg University.
- Dam, E.R. van & Husslage, B.G.M. & Hertog, D. den, 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
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- János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.
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