COORDINATE-EXCHANGE ALGORITHM CONSTRUCTION OF UNIFORM SPACE FILLING DESIGN
Han, Shipeng
Many scientific phenomena are now investigated by complex computer models. A computer experiment is a sequence of runs with various inputs. The uniform experimental design seeks its design points to be uniformly scattered on the experimental domain and is one kind of a space-filling design that can be used for computer experiments and OK for industrial experiments. The coordinate-exchange method we use is one-dimensional constrained optimization, searching for the optimal coordinate to make the points filling the space uniformly. This method saves large amounts of calculation compared to the multivariate optimization problems. In this thesis we provide the coordinate-exchange algorithm and demonstrate our methodology with numerical examples. Key words: Coordinate-exchange, Uniform design, Computer experiment, Space-filling design, optimal design.
M.S. in Applied Mathematics, May 2014
Kang, Lulu
2014
2014-05
Thesis
application/pdf
islandora:8897
http://hdl.handle.net/10560/3325
MATH / Applied Mathematics
Illinois Institute of Technology
en
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