A deterministic sequential maximin Latin hypercube design method using successive local enumeration for metamodel-based optimization

作者：Long, Teng^*; Wu, Di; Chen, Xin; Guo, Xiaosong; Liu, Li

来源：Engineering Optimization, 2016, 48(6): 1019-1036.

DOI：10.1080/0305215X.2015.1081518

• Latin hypercube design
• design of computer experiments
• sequential sampling
• successive local enumeration
• metamodelling
• optimization

Space-filling and projective properties of design of computer experiments methods are desired features for metamodelling. To enable the production of high-quality sequential samples, this article presents a novel deterministic sequential maximin Latin hypercube design (LHD) method using successive local enumeration, notated as sequential-successive local enumeration (S-SLE). First, a mesh-mapping algorithm is proposed to map the positions of existing points into the new hyper-chessboard to ensure the projective property. According to the maximin distance criterion, new sequential samples are generated through successive local enumeration iterations to improve the space-filling uniformity. Through a number of comparative studies, several appealing merits of S-SLE are demonstrated: (1) S-SLE outperforms several existing LHD methods in terms of sequential sampling quality; (2) it is flexible and robust enough to produce high-quality multiple-stage sequential samples; and (3) the proposed method can improve the overall performance of sequential metamodel-based optimization algorithms. Thus, S-SLE is a promising sequential LHD method for metamodel-based optimization.

• 出版日期2016-6-2
• 单位北京理工大学