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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)

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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Bibliographic Info

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

Related research

Keywords: Audze-Eglais; computer experiment; Enhanced Stochastic Evolutionary algorithm; Latin hypercube design; maximin; non-collapsing; packing problem; simulated annealing; space-filling;

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References

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  1. Husslage, B.G.M., 2006. "Maximin Designs for Computer Experiments," Open Access publications from Tilburg University urn:nbn:nl:ui:12-189738, Tilburg University.
  2. Dam, E.R. van & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Open Access publications from Tilburg University urn:nbn:nl:ui:12-378636, Tilburg University.
  3. 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.
  4. Husslage, B.G.M. & Rennen, G. & Dam, E.R. van & Hertog, D. den, 2006. "Space-Filling Latin Hypercube Designs for Computer Experiments (Replaced by CentER DP 2008-104)," Discussion Paper 2006-18, Tilburg University, Center for Economic Research.
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Cited by:
  1. 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.
  2. A. Jourdan & J. Franco, 2010. "Optimal Latin hypercube designs for the Kullback–Leibler criterion," AStA Advances in Statistical Analysis, Springer, vol. 94(4), pages 341-351, December.

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