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arXiv · 1608.07225

On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs

Pierre Bergé·Kaourintin Le Guiban·Arpad Rimmel·Joanna Tomasik
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Abstract

The goal of our research was to enhance local search heuristics used to construct Latin Hypercube Designs. First, we introduce the \textit{1D-move} perturbation to improve the space exploration performed by these algorithms. Second, we propose a new evaluation function $\psi_{p,\sigma}$ specifically targeting the Maximin criterion. Exhaustive series of experiments with Simulated Annealing, which we used as a typically well-behaving local search heuristics, confirm that our goal was reached as the result we obtained surpasses the best scores reported in the literature. Furthermore, the $\psi_{p,\sigma}$ function seems very promising for a wide spectrum of optimization problems through the Maximin criterion.

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Pierre Bergé, Kaourintin Le Guiban, Arpad Rimmel, Joanna Tomasik. 2016-08-23. On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs. https://arxiv.org/abs/1608.07225

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