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Optimal orthogonal-array-based latin hypercubes

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  • Stephen Leary
  • Atul Bhaskar
  • Andy Keane

Abstract

The use of optimal orthogonal array latin hypercube designs is proposed. Orthogonal arrays were proposed for constructing latin hypercube designs by Tang (1993). Such designs generally have better space filling properties than random latin hypercube designs. Even so, these designs do not necessarily fill the space particularly well. As a result, we consider orthogonal-array-based latin hypercube designs that try to achieve optimality in some sense. Optimization is performed by adapting strategies found in Morris & Mitchell (1995) and Ye et al. (2000). The strategies here search only orthogonal-array-based latin hypercube designs and, as a result, optimal designs are found in a more efficient fashion. The designs found are in general agreement with existing optimal designs reported elsewhere.

Suggested Citation

  • Stephen Leary & Atul Bhaskar & Andy Keane, 2003. "Optimal orthogonal-array-based latin hypercubes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(5), pages 585-598.
  • Handle: RePEc:taf:japsta:v:30:y:2003:i:5:p:585-598
    DOI: 10.1080/0266476032000053691
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    Cited by:

    1. Fasheng Sun & Boxin Tang, 2017. "A Method of Constructing Space-Filling Orthogonal Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 683-689, April.
    2. Grant Hutchings & Bruno Sansó & James Gattiker & Devin Francom & Donatella Pasqualini, 2023. "Comparing emulation methods for a high‐resolution storm surge model," Environmetrics, John Wiley & Sons, Ltd., vol. 34(3), May.
    3. Nestor Queipo & Salvador Pintos & Efrain Nava, 2013. "Setting targets for surrogate-based optimization," Journal of Global Optimization, Springer, vol. 55(4), pages 857-875, April.
    4. Zhang, Jinning & Roumeliotis, Ioannis & Zhang, Xin & Zolotas, Argyrios, 2023. "Techno-economic-environmental evaluation of aircraft propulsion electrification: Surrogate-based multi-mission optimal design approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 175(C).
    5. Maki, Kevin & Sbragio, Ricardo & Vlahopoulos, Nickolas, 2012. "System design of a wind turbine using a multi-level optimization approach," Renewable Energy, Elsevier, vol. 43(C), pages 101-110.

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