On Simulated Annealing Dedicated to Maximin Latin Hypercube Designs

August 23, 2016 Β· Declared Dead Β· πŸ› arXiv.org

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Authors Pierre BergΓ©, Kaourintin Le Guiban, Arpad Rimmel, Joanna Tomasik arXiv ID 1608.07225 Category cs.AI: Artificial Intelligence Citations 0 Venue arXiv.org Last Checked 4 months ago
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 $ψ_{p,Οƒ}$ 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 $ψ_{p,Οƒ}$ function seems very promising for a wide spectrum of optimization problems through the Maximin criterion.
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