Algorithms for Generating Maximin Latin Hypercube and Orthogonal Designs
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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-wordsComputer experiments Evolutionary operation algorithm Gram-Schmidt orthogonalization
AMS Subject Classification62K05 05B15
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- Moon, H., Santner, T.J., Dean, A.M., 2010. Two-stage sensitivity-based group screening in computer experiments. Submitted for Publication.Google Scholar