One-Dimensional Nested Maximin Designs

Research output: Working paperDiscussion paperOther research output

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Abstract

The 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.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages14
Volume2004-66
Publication statusPublished - 2004

Publication series

NameCentER Discussion Paper
Volume2004-66

Fingerprint

Maximin
Black Box
Nest
Percent
Nested Design
Design for All
Computer Experiments
Evaluation
Process Optimization
Linking
Design
Heuristics

Keywords

  • simulation
  • computers
  • integer programming

Cite this

van Dam, E. R., Husslage, B. G. M., & den Hertog, D. (2004). One-Dimensional Nested Maximin Designs. (CentER Discussion Paper; Vol. 2004-66). Tilburg: Operations research.
van Dam, E.R. ; Husslage, B.G.M. ; den Hertog, D. / One-Dimensional Nested Maximin Designs. Tilburg : Operations research, 2004. (CentER Discussion Paper).
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van Dam, ER, Husslage, BGM & den Hertog, D 2004 'One-Dimensional Nested Maximin Designs' CentER Discussion Paper, vol. 2004-66, Operations research, Tilburg.

One-Dimensional Nested Maximin Designs. / van Dam, E.R.; Husslage, B.G.M.; den Hertog, D.

Tilburg : Operations research, 2004. (CentER Discussion Paper; Vol. 2004-66).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - One-Dimensional Nested Maximin Designs

AU - van Dam, E.R.

AU - Husslage, B.G.M.

AU - den Hertog, D.

N1 - Subsequently published in Journal of Global Optimization, 2010 Pagination: 14

PY - 2004

Y1 - 2004

N2 - The 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.

AB - The 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.

KW - simulation

KW - computers

KW - integer programming

M3 - Discussion paper

VL - 2004-66

T3 - CentER Discussion Paper

BT - One-Dimensional Nested Maximin Designs

PB - Operations research

CY - Tilburg

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van Dam ER, Husslage BGM, den Hertog D. One-Dimensional Nested Maximin Designs. Tilburg: Operations research. 2004. (CentER Discussion Paper).