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Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)

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Author Info
Husslage, B.G.M.
Rennen, G.
Dam, E.R. van
Hertog, D. 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 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. (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.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-104.

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Date of creation: 2008
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Handle: RePEc:dgr:kubcen:2008104

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C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General

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  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. Husslage, Bart & Rennen, Gijs & Dam, E.R. van & Hertog, Dick den, 2006. "Space-filling Latin hypercube designs for computer experiments," Discussion Paper 18, Tilburg University, Center for Economic Research.
  3. 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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