Article ID: | iaor201110221 |
Volume: | 12 |
Issue: | 4 |
Start Page Number: | 611 |
End Page Number: | 630 |
Publication Date: | Dec 2011 |
Journal: | Optimization and Engineering |
Authors: | Husslage M, Rennen Gijs, Dam R, Hertog Dick |
Keywords: | stochastic processes, statistics: experiment |
In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website