ORTHOGONAL-MAXIMIN LATIN HYPERCUBE DESIGNS
ORTHOGONAL-MAXIMIN LATIN HYPERCUBE DESIGNS
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DOI：
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发表时间：
2008
影响因子：
1.4
通讯作者：
V. R. Joseph;Ying Hung
中科院分区：
文献类型：
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作者：
V. R. Joseph;Ying Hung
随机生成的拉丁超立方体设计（LHD）可以是相当结构化的：变量可能高度相关，或者设计可能没有良好的空间填充特性。存在通过最小化成对相关性或通过最大化站点间距离来找到好的LHD的程序。在这篇文章中，我们表明，这两个标准不需要密切一致。我们提出了一个多目标优化方法，找到良好的LHD相结合的相关性和距离性能指标。我们还提出了一个新的交换算法，有效地产生这样的设计。几个例子表明，新算法是快速的，最优设计是好的相关性和距离准则。
A randomly generated Latin hypercube design (LHD) can be quite struc- tured: the variables may be highly correlated or the design may not have good space-filling properties. There are procedures for finding good LHDs by minimizing the pairwise correlations or by maximizing the inter-site distances. In this article we show that these two criteria need not be in close agreement. We propose a multi-objective optimization approach to find good LHDs by combining correlation and distance performance measures. We also propose a new exchange algorithm for efficiently generating such designs. Several examples are presented to show that the new algorithm is fast, and that the optimal designs are good in terms of both the correlation and distance criteria.