Studies on the Optimization of Latin hypercube designs for ComplexSystem Simulation
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    Abstract:

    The optimization of Latin hypercube design is an important area of the space filling experimentations. The existing procedures to find optimal LHD by minimizing the pairwise correlations or maximizing the minimum inter-site distance in traditional LHD optimization are introduced, and their drawbacks are discussed in these methods. This paper proposes a multi-objective optimization approach to find optimal LHD by combining pairwise correlation and the maximin inter-site distance performance measures by modified ESE algorithm. Several examples are presented to show that the optimal designs are good in terms of both the correlation and distance criteria.

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History
  • Received:April 08,2009
  • Revised:
  • Adopted:
  • Online: November 08,2012
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