NDLI: Constructing nearly orthogonal latin hypercubes for any nonsaturated run-variable combination

Content Provider	ACM Digital Library
Author	Carlyle, Matthew Hernandez, Alejandro S. Lucas, Thomas W.
Copyright Year	2012
Abstract	We present a new method for constructing nearly orthogonal Latin hypercubes that greatly expands their availability to experimenters. Latin hypercube designs have proven useful for exploring complex, high-dimensional computational models, but can be plagued with unacceptable correlations among input variables. To improve upon their effectiveness, many researchers have developed algorithms that generate orthogonal and nearly orthogonal Latin hypercubes. Unfortunately, these methodologies can have strict limitations on the feasible number of experimental runs and variables. To overcome these restrictions, we develop a mixed integer programming algorithm that generates Latin hypercubes with little or no correlation among their columns for most any determinate run-variable combination—including fully saturated designs. Moreover, many designs can be constructed for a specified number of runs and factors—thereby providing experimenters with a choice of several designs. In addition, our algorithm can be used to quickly adapt to changing experimental conditions by augmenting existing designs by adding new variables or generating new designs to accommodate a change in runs.
Starting Page	1
Ending Page	17
Page Count	17
File Format	PDF
ISSN	10493301
e-ISSN	15581195
DOI	10.1145/2379810.2379813
Volume Number	22
Issue Number	4
Journal	ACM Transactions on Modeling and Computer Simulation (TOMACS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2012-11-21
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Correlation Latin hypercube Mixed integer program Multicollinearity Nearly orthogonal Optimization Orthogonal Saturated Simulation
Content Type	Text
Resource Type	Article
Subject	Computer Science Applications Modeling and Simulation

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