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Space-filling Latin hypercube designs for computer experiments

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Author Info
Husslage, Bart
Rennen, Gijs
Dam, E.R. van
Hertog, Dick den (Tilburg University, Center for Economic Research)

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Abstract

In the area of computer simulation Latin hypercube designs play an important role. In this paper the class of maximin Latin hypercube designs is considered. Up to now only several two-dimensional designs and designs for some small number of points are known for this class. Using periodic designs and simulated annealing we extend the known results and construct approximate maximin Latin hypercube designs for up to ten dimensions and for up to 100 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 18.

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Date of creation: 2006
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Handle: RePEc:dgr:kubcen:200618

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Web page: http://center.uvt.nl

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Find related papers by JEL classification:
C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. den Hertog, Dick & Stehouwer, Peter, 2002. "Optimizing color picture tubes by high-cost nonlinear programming," European Journal of Operational Research, Elsevier, vol. 140(2), pages 197-211, July. [Downloadable!] (restricted)
  2. Dam, E.R. van, 2005. "Two-dimensional minimax Latin hypercube designs," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
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  1. Dam, E.R. van & Rennen, G. & Husslage, B.G.M., 2007. "Bounds for Maximin Latin Hypercube Designs," Discussion Paper 2007-16, Tilburg University, Center for Economic Research. [Downloadable!]
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