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Algorithms for Generating Maximin Latin Hypercube and Orthogonal Designs

  • Hyejung MoonEmail author
  • Angela Dean
  • Thomas Santner
Article

Abstract

Various proposals for implementing the maximin criterion for space-filling designs for use in computer experiments are reviewed. A new, well-performing algorithm is presented for the construction of maximin Latin hypercube designs using a 2-dimensional distance metric. An additional criterion, design orthogonality, is important when screening the effects of the input variables and a new search algorithm for orthogonal maximin designs is described for both 2-dimensional and multi-dimensional distance metrics. The new algorithms are shown to outperform existing algorithms under a variety of criteria.

Key-words

Computer experiments Evolutionary operation algorithm Gram-Schmidt orthogonalization 

AMS Subject Classification

62K05 05B15 

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Copyright information

© Grace Scientific Publishing 2011

Authors and Affiliations

  1. 1.Department of StatisticsThe Ohio State UniversityColumbusUSA

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