构建任意非饱和运行-变量组合的近似正交拉丁超立方体

Constructing nearly orthogonal latin hypercubes for any nonsaturated run-variable combination

ACM Transactions on Modeling and Computer Simulation · 2012
被引 43
ABS 3

中文导读

提出一种混合整数规划算法,能生成任意运行次数和变量组合下列间几乎无相关的拉丁超立方体设计,包括完全饱和设计,为实验者提供多种可选方案。

Abstract

We present a new method for constructing nearly orthogonal Latin hypercubes that greatly expands their availability to experimenters. Latin hypercube designs have proven useful for exploring complex, high-dimensional computational models, but can be plagued with unacceptable correlations among input variables. To improve upon their effectiveness, many researchers have developed algorithms that generate orthogonal and nearly orthogonal Latin hypercubes. Unfortunately, these methodologies can have strict limitations on the feasible number of experimental runs and variables. To overcome these restrictions, we develop a mixed integer programming algorithm that generates Latin hypercubes with little or no correlation among their columns for most any determinate run-variable combination—including fully saturated designs. Moreover, many designs can be constructed for a specified number of runs and factors—thereby providing experimenters with a choice of several designs. In addition, our algorithm can be used to quickly adapt to changing experimental conditions by augmenting existing designs by adding new variables or generating new designs to accommodate a change in runs.

实验设计拉丁超立方体抽样混合整数规划计算机实验