Space-Filling Latin Hypercube Designs for Computer Experiments

CentER Discussion Paper No. 2008-104

15 Pages Posted: 17 Apr 2006

See all articles by Bart Husslage

Bart Husslage

Tilburg University - Department of Econometrics & Operations Research

Gijs Rennen

Tilburg University - Department of Econometrics & Operations Research

Edwin van Dam

Tilburg University - Department of Econometrics & Operations Research

Dick den Hertog

Tilburg University - Department of Econometrics & Operations Research

Date Written: December 2008

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.

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

JEL Classification: C90

Suggested Citation

Husslage, Bart and Rennen, Gijs and van Dam, Edwin and den Hertog, Dick, Space-Filling Latin Hypercube Designs for Computer Experiments (December 2008). Available at SSRN: https://ssrn.com/abstract=895464 or http://dx.doi.org/10.2139/ssrn.895464

Bart Husslage

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Gijs Rennen

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Edwin Van Dam

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Dick Den Hertog

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

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