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 InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-3448696.
Date of creation: 2010
Date of revision:
Publication status: Published in Journal of Global Optimization (2010) v.46, p.287-306
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Web page: http://www.tilburguniversity.edu/
Other versions of this item:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
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.:
- Rennen, G. & Husslage, B.G.M. & Dam, E.R. van & Hertog, D. den, 2010.
"Nested maximin Latin hypercube designs,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-3736835, Tilburg University.
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"Maximin Latin Hypercube Designs in Two Dimensions,"
2005-8, Tilburg University, Center for Economic Research.
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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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