On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs
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 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 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"