Algorithms for Generating Maximin Latin Hypercube and Orthogonal Designs

摘要

Various proposals for implementing the maximin criterion for space-filling designs for use in computer experiments are reviewed. A new, well-performing algorithm is presented for the construction of maximin Latin hypercube designs using a 2-dimensional distance metric. An additional criterion, design orthogonality, is important when screening the effects of the input variables and a new search algorithm for orthogonal maximin designs is described for both 2-dimensional and multi-dimensional distance metrics. The new algorithms are shown to outperform existing algorithms under a variety of criteria.