Nested Maximin Latin Hypercube Designs in Two Dimensions

Research output: Working paperDiscussion paperOther research output

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Abstract

In black box evaluation and optimization Latin hypercube designs play an important role.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 consist of two separate designs, one being a subset of the other, and are used to deal with linking parameters and sequential evaluations.In this paper we construct nested maximin designs in two dimensions.We show that different types of grids should be considered when constructing nested designs and discuss how to determine which grid to use best for a specifc computer experiment.In the appendix to this paper maximin distances for different numbers of points are provided; the corresponding nested maximin designs can be found on the website http://www.spacefillingdesigns.nl.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages12
Volume2005-79
Publication statusPublished - 2005

Publication series

NameCentER Discussion Paper
Volume2005-79

Fingerprint

Latin Hypercube Design
Maximin
Black Box
Nested Design
Two Dimensions
Design for All
Grid
Optimization Design
Computer Experiments
Evaluation
Linking
Subset
Design

Keywords

  • circle packing
  • Latin hypercube design
  • linking parameters
  • non-collapsing
  • sequential simulation
  • space-filling

Cite this

Husslage, B. G. M., van Dam, E. R., & den Hertog, D. (2005). Nested Maximin Latin Hypercube Designs in Two Dimensions. (CentER Discussion Paper; Vol. 2005-79). Tilburg: Operations research.
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Husslage, BGM, van Dam, ER & den Hertog, D 2005 'Nested Maximin Latin Hypercube Designs in Two Dimensions' CentER Discussion Paper, vol. 2005-79, Operations research, Tilburg.

Nested Maximin Latin Hypercube Designs in Two Dimensions. / Husslage, B.G.M.; van Dam, E.R.; den Hertog, D.

Tilburg : Operations research, 2005. (CentER Discussion Paper; Vol. 2005-79).

Research output: Working paperDiscussion paperOther research output

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T1 - Nested Maximin Latin Hypercube Designs in Two Dimensions

AU - Husslage, B.G.M.

AU - van Dam, E.R.

AU - den Hertog, D.

N1 - Pagination: 12

PY - 2005

Y1 - 2005

N2 - In black box evaluation and optimization Latin hypercube designs play an important role.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 consist of two separate designs, one being a subset of the other, and are used to deal with linking parameters and sequential evaluations.In this paper we construct nested maximin designs in two dimensions.We show that different types of grids should be considered when constructing nested designs and discuss how to determine which grid to use best for a specifc computer experiment.In the appendix to this paper maximin distances for different numbers of points are provided; the corresponding nested maximin designs can be found on the website http://www.spacefillingdesigns.nl.

AB - In black box evaluation and optimization Latin hypercube designs play an important role.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 consist of two separate designs, one being a subset of the other, and are used to deal with linking parameters and sequential evaluations.In this paper we construct nested maximin designs in two dimensions.We show that different types of grids should be considered when constructing nested designs and discuss how to determine which grid to use best for a specifc computer experiment.In the appendix to this paper maximin distances for different numbers of points are provided; the corresponding nested maximin designs can be found on the website http://www.spacefillingdesigns.nl.

KW - circle packing

KW - Latin hypercube design

KW - linking parameters

KW - non-collapsing

KW - sequential simulation

KW - space-filling

M3 - Discussion paper

VL - 2005-79

T3 - CentER Discussion Paper

BT - Nested Maximin Latin Hypercube Designs in Two Dimensions

PB - Operations research

CY - Tilburg

ER -

Husslage BGM, van Dam ER, den Hertog D. Nested Maximin Latin Hypercube Designs in Two Dimensions. Tilburg: Operations research. 2005. (CentER Discussion Paper).