Space-filling Latin hypercube designs for computer experiments

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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. (J. Stat. Plan. Interference 134(1):268–687, 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.
Original languageEnglish
Pages (from-to)611-630
JournalOptimization and Engineering
Volume12
Issue number4
DOIs
Publication statusPublished - 2011

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Latin Hypercube Design
Computer Experiments
Maximin
Experiments
Stochastic Algorithms
Evolutionary Algorithms
High-dimensional
Computer Simulation
Interference
Design
Evolutionary algorithms
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title = "Space-filling Latin hypercube designs for computer experiments",
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. (J. Stat. Plan. Interference 134(1):268–687, 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.",
author = "B.G.M. Husslage and G. Rennen and {van Dam}, E.R. and {den Hertog}, D.",
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Space-filling Latin hypercube designs for computer experiments. / Husslage, B.G.M.; Rennen, G.; van Dam, E.R.; den Hertog, D.

In: Optimization and Engineering, Vol. 12, No. 4, 2011, p. 611-630.

Research output: Contribution to journalArticleScientificpeer-review

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