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Optimizing Latin hypercube designs by particle swarm
Authors:Ray-Bing Chen  Dai-Ni Hsieh  Ying Hung  Weichung Wang
Institution:1. Department of Statistics, National Cheng Kung University, Tainan, 701, Taiwan
2. Institute of Statistical Science, Academia Sinica, Taipei, 115, Taiwan
3. Department of Statistics and Biostatistics, Rutgers University, Piscataway, NJ, 08854, USA
4. Department of Mathematics, National Taiwan University, Taipei, 106, Taiwan
Abstract:Latin hypercube designs (LHDs) are widely used in many applications. As the number of design points or factors becomes large, the total number of LHDs grows exponentially. The large number of feasible designs makes the search for optimal LHDs a difficult discrete optimization problem. To tackle this problem, we propose a new population-based algorithm named LaPSO that is adapted from the standard particle swarm optimization (PSO) and customized for LHD. Moreover, we accelerate LaPSO via a graphic processing unit (GPU). According to extensive comparisons, the proposed LaPSO is more stable than existing approaches and is capable of improving known results.
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