An algorithm for fast optimal Latin hypercube design of experiments
Date
2010-04
Authors
Viana, Felipe A. C.
Venter, Gerhard
Balabanov, Vladimir
Journal Title
Journal ISSN
Volume Title
Publisher
Wiley-Blackwell
Abstract
This paper presents the translational propagation algorithm, a new method for obtaining optimal or near
optimal Latin hypercube designs (LHDs) without using formal optimization. The procedure requires
minimal computational effort with results virtually provided in real time. The algorithm exploits patterns
of point locations for optimal LHDs based on the ɸp criterion (a variation of the maximum distance
criterion). Small building blocks, consisting of one or more points each, are used to recreate these patterns
by simple translation in the hyperspace. Monte Carlo simulations were used to evaluate the performance of
the new algorithm for different design configurations where both the dimensionality and the point density
were studied. The proposed algorithm was also compared against three formal optimization approaches
(namely random search, genetic algorithm, and enhanced stochastic evolutionary algorithm). It was found
that (i) the distribution of the ɸp values tends to lower values as the dimensionality is increased and (ii)
the proposed translational propagation algorithm represents a computationally attractive strategy to obtain
near optimum LHDs up to medium dimensions.
Description
CITATION: Viana, F. A. C., Venter, G. & Balabanov, V. 2010. An algorithm for fast optimal Latin hypercube design of experiments. International Journal for Numerical Methods in Engineering, 82(2):135-156, doi:10.1002/nme.2750.
The original publication is available at http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291097-0207/
The original publication is available at http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291097-0207/
Keywords
Design of computer experiments, Experimental design, Latin hypercube sampling, Translational propagation algorithm, Mathematical optimization
Citation
Viana, Felipe AC, Venter, G & Balabanov, V. 2010. An algorithm for fast optimal Latin hypercube design of experiments. International journal for numerical methods in engineering, (82),135–156 , www.interscience.wiley.com