Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)

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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. (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
Place of PublicationTilburg
PublisherOperations research
Number of pages15
Volume2008-104
Publication statusPublished - 2008

Publication series

NameCentER Discussion Paper
Volume2008-104

Fingerprint

Latin Hypercube Design
Computer Experiments
Maximin
Stochastic Algorithms
Evolutionary Algorithms
High-dimensional
Computer Simulation
Design

Keywords

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

Cite this

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title = "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)",
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.",
keywords = "Audze-Eglais, computer experiment, Enhanced Stochastic Evolutionary algorithm, Latin hypercube design, maximin, non-collapsing, packing problem, simulated annealing, space-filling",
author = "B.G.M. Husslage and G. Rennen and {van Dam}, E.R. and {den Hertog}, D.",
note = "Pagination: 15",
year = "2008",
language = "English",
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series = "CentER Discussion Paper",
publisher = "Operations research",
type = "WorkingPaper",
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}

Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18). / Husslage, B.G.M.; Rennen, G.; van Dam, E.R.; den Hertog, D.

Tilburg : Operations research, 2008. (CentER Discussion Paper; Vol. 2008-104).

Research output: Working paperDiscussion paperOther research output

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N2 - 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.

AB - 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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