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Optimized U-type Designs on Flexible Regions

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Author Info

  • Dennis K.J. Lin
  • Chris Sharpe
  • Peter Winker

Abstract

The concept of a flexible region describes an infinite variety of symmetrical shapes to enclose a particular region of interest within a space. In experimental design, the properties of a function on the region of interest is analyzed based on a set of design points. The choice of design points can be made based on some discrepancy criterion. This paper investigates the generation of design points on a flexible region. It uses a recently proposed new measure of discrepancy for this purpose, the Central Composite Discrepancy. The optimization heuristic Threshold Accepting is used to generate low discrepancy Utype designs. The proposed algorithm is capable to construct optimal U-type designs under various flexible experimental regions in two or more dimensions. The illustrative results for the two dimensional case indicate that using an optimization heuristic in combination with an appropriate discrepancy measure, it is possible to produce high quality experimental designs on flexible regions.

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File URL: http://comisef.eu/files/wps013.pdf
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Bibliographic Info

Paper provided by COMISEF in its series Working Papers with number 013.

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Length: 23 pages
Date of creation: 20 Aug 2009
Date of revision:
Handle: RePEc:com:wpaper:013

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Web page: http://www.comisef.eu

Related research

Keywords: Central composite discrepancy; Experimental design; Flexible regions; Threshold accepting; U-type design;

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References

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  1. Winker, Peter, 2005. "The Stochastics of Threshold Accepting: Analysis of an Application to the Uniform Design Problem," Discussion Papers 2005,003E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  2. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
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Cited by:
  1. Chen, Ray-Bing & Hsu, Yen-Wen & Hung, Ying & Wang, Weichung, 2014. "Discrete particle swarm optimization for constructing uniform design on irregular regions," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 282-297.
  2. Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.

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