Name
Title | ||
|---|---|---|
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels |
Abstract | ||
|---|---|---|
New lower bounds for three- and four-level designs under the centered L-2-discrepancy are provided. We describe necessary conditions for the existence of a uniform design meeting these lower bounds. We consider several modi. cations of two stochastic optimization algorithms for the problem of finding uniform or close to uniform designs under the centered L-2-discrepancy. Besides the threshold accepting algorithm, we introduce an algorithm named balance-pursuit heuristic. This algorithm uses some combinatorial properties of inner structures required for a uniform design. Using the best specifications of these algorithms we obtain many designs whose discrepancy is lower than those obtained in previous works, as well as many new low-discrepancy designs with fairly large scale. Moreover, some of these designs meet the lower bound, i.e., are uniform designs. |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1090/S0025-5718-05-01806-5 | MATHEMATICS OF COMPUTATION |
Keywords | Field | DocType |
discrepancy,lower bound,uniform designs,stochastic optimization,threshold accepting | Heuristic,Stochastic optimization,Mathematical optimization,Uniform design,Upper and lower bounds,Combinatorial algorithms,Algorithm,Stochastic programming,Mathematics | Journal |
Volume | Issue | ISSN |
75 | 254 | 0025-5718 |
Citations | PageRank | References |
6 | 1.08 | 4 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kai-Tai Fang | 1 | 165 | 23.65 |
| Dietmar G. Maringer | 2 | 12 | 3.63 |
| Yu Tang | 3 | 19 | 4.17 |
| Peter Winker | 4 | 31 | 4.85 |