A Novel Latin hypercube algorithm via translational propagation.

Abstract

Metamodels have been widely used in engineering design to facilitate analysis and optimization of complex systems that involve computationally expensive simulation programs. The accuracy of metamodels is directly related to the experimental designs used. Optimal Latin hypercube designs are frequently used and have been shown to have good space-filling and projective properties. However, the high cost in constructing them limits their use. In this paper, a methodology for creating novel Latin hypercube designs via translational propagation and successive local enumeration algorithm (TPSLE) is developed without using formal optimization. TPSLE algorithm is based on the inspiration that a near optimal Latin Hypercube design can be constructed by a simple initial block with a few points generated by algorithm SLE as a building block. In fact, TPSLE algorithm offers a balanced trade-off between the efficiency and sampling performance. The proposed algorithm is compared to two existing algorithms and is found to be much more efficient in terms of the computation time and has acceptable space-filling and projective properties.