| 引用本文: | 刘晓路,陈英武,荆显荣,等.优化拉丁方试验设计方法及其应用.[J].国防科技大学学报,2011,33(5):73-77.[点击复制] |
| LIU Xiaolu,CHEN Yingwu,JING Xianrong,et al.Optimized Latin Hypercube Sampling Method and Its Application[J].Journal of National University of Defense Technology,2011,33(5):73-77[点击复制] |
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| 优化拉丁方试验设计方法及其应用 |
| 刘晓路, 陈英武, 荆显荣, 陈盈果 |
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(国防科技大学 信息系统与管理学院，湖南 长沙 410073)
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| 摘要: |
| 计算机仿真是复杂系统优化的一种有效手段，但需要耗费大量机时，必须严格限制仿真次数。针对此提出了优化拉丁方试验设计方法，该方法需要较少的仿真次数，且兼顾方案的正交性和均匀性，采用Cholesky分解生成初始解，通过模拟退火算法对拉丁方矩阵进行优化，定义动态权重因子实现正交性与均匀性的权衡。最后构建了一个实例，通过试验结果证明采用优化拉丁方试验设计方法可以生成具有较好性质的仿真方案，且仿真次数少。 |
| 关键词: 计算机仿真 优化拉丁方试验设计 正交性 均匀性 |
| DOI： |
| 投稿日期：2011-03-10 |
| 基金项目:国家自然科学基金资助项目(71071156，70801062) |
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| Optimized Latin Hypercube Sampling Method and Its Application |
| LIU Xiaolu, CHEN Yingwu, JING Xianrong, CHEN Yingguo |
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(College of Information System and Management, National Univ. of Defense Technology, Changsha 410073, China)
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| Abstract: |
| Computer simulation is effective for the optimization of complex system. However, it is time-consuming. Therefore, the number of simulations must be strictly confined. To generate a good simulation plan, an optimized Latin hypercube sampling method is put forward. The method can not only reduce the number of simulations, but also ensure the generated plan of good orthogonality and proportional spacing. Cholesky decomposition was borrowed to generate initial solution, and simulated annealing algorithm was used to get optimized array. Also a dynamic weight parameter was defined to balance different optimization objectives. Finally, an example was constructed. The result shows that the optimized Latin hypercube sampling method can generate a sound simulation plan with less simulation. |
| Keywords: computer simulation optimized latin hypercube sampling orthogonality uniform spacing |
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