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arXiv · 2010.09154

Musings on Constructions of Optimal Latin Hypercube Designs with Flexible Sizes

Hongzhi Wang·Qian Xiao·Abhyuday Mandal
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Abstract

Latin hypercube designs (LHDs) play an important role in computer experiments, offering flexible and efficient space-filling properties under a variety of optimality criteria, including maximin distance, maximum projection, and orthogonality. Constructing optimal LHDs with flexible sizes is challenging due to the limited availability of theoretical results, namely, algebraic constructions with provable optimality guarantees, and the rapidly expanding search space encountered by search algorithms. For design sizes outside the scope of known algebraic constructions, search-based algorithms are widely used, but they often involve substantial computational effort and lack assurances of global optimality. This paper provides a comprehensive review and comparison of current popular algebraic constructions for optimal LHDs and widely adopted search algorithms for generating high-quality LHDs. By reviewing their theoretical properties and empirical performance across a range of criteria, we offer a unified perspective on their relative strengths and limitations. The comparisons presented herein aim to assist practitioners in selecting appropriate design strategies for different objectives and constraints. The insights from this work also highlight open challenges and may serve as a benchmark for future development in optimal LHD construction.

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Hongzhi Wang, Qian Xiao, Abhyuday Mandal. 2020-10-19. Musings on Constructions of Optimal Latin Hypercube Designs with Flexible Sizes. https://arxiv.org/abs/2010.09154

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