Space-Filling Latin Hypercube Designs for Computer Experiments
CentER Discussion Paper No. 2008-104
15 Pages Posted: 17 Apr 2006
Date Written: December 2008
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: Suggested Citation