Extending and Improving Designs for Large-Scale Computer Experiments
Abstract
This research develops methods that increase the inventory of space-filling designs (SFDs) for large-scale computer-based experiments. We present a technique enabling researchers to add sequential blocks of design points effectively and efficiently to existing SFDs. We accomplish this through a quadratically constrained mixed-integer program that augments cataloged or computationally expensive designs by optimally permuting and stacking columns of an initial base design to minimize the maximum absolute pairwise correlation among columns in the new extended design. We extend many classes of SFDs to dimensions that are currently not easily obtainable.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 2022
- Accession Number
- AD1185079
Entities
People
- Jeffrey D. Jr Parker
Organizations
- Naval Postgraduate School