An algorithm for fast optimal Latin hypercube design of experiments

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dc.contributor.authorViana, Felipe A. C.
dc.contributor.authorVenter, Gerhard
dc.contributor.authorBalabanov, Vladimir
dc.date.accessioned2011-05-19T17:13:55Z
dc.date.available2011-05-19T17:13:55Z
dc.date.issued2010-04
dc.descriptionCITATION: 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.
dc.descriptionThe original publication is available at http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291097-0207/en_ZA
dc.description.abstractThis 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.en_ZA
dc.description.versionPost-print
dc.format.extentp. 135-156
dc.identifier.citationViana, 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.comen_ZA
dc.identifier.issn1097-0207 (online)
dc.identifier.issn0029-5981 (print)
dc.identifier.otherdoi: 10.1002/nme.2750
dc.identifier.urihttp://hdl.handle.net/10019.1/14644
dc.language.isoen_USen_ZA
dc.publisherWiley-Blackwellen_ZA
dc.rights.holderWiley-Blackwellen_ZA
dc.subjectDesign of computer experimentsen_ZA
dc.subjectExperimental designen_ZA
dc.subjectLatin hypercube samplingen_ZA
dc.subjectTranslational propagation algorithmen_ZA
dc.subjectMathematical optimizationen_ZA
dc.titleAn algorithm for fast optimal Latin hypercube design of experimentsen_ZA
dc.typeArticleen_ZA
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