English

On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs

Artificial Intelligence 2016-08-26 v1

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 ψp,σ\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 ψp,σ\psi_{p,\sigma} function seems very promising for a wide spectrum of optimization problems through the Maximin criterion.

Keywords

Cite

@article{arxiv.1608.07225,
  title  = {On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs},
  author = {Pierre Bergé and Kaourintin Le Guiban and Arpad Rimmel and Joanna Tomasik},
  journal= {arXiv preprint arXiv:1608.07225},
  year   = {2016}
}

Comments

extended version of ACM GECCO 2016 paper entitled "Search Space Exploration and an Optimization Criterion for Hard Design Problems"