Description Usage Arguments Value References Examples
SA2008
returns a n
by k
LHD matrix generated by simulated annealing algorithm with multi-objective optimization approach
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n |
A positive integer, which stands for the number of rows (or run size). |
k |
A positive integer, which stands for the number of columns (or factor size). |
N |
A positive integer, which stands for the number of iterations. The default is set to be 10. A large value of |
T0 |
A positive number, which stands for the user-defined initial temperature. The default is set to be 10. |
rate |
A positive percentage, which stands for temperature decrease rate, and it should be in (0,1). For example, rate=0.25 means the temperature decreases by 25% each time. The default is set to be 10%. |
Tmin |
A positive number, which stands for the minimium temperature allowed. When current temperature becomes smaller or equal to |
Imax |
A positive integer, which stands for the maximum perturbations the algorithm will try without improvements before temperature is reduced. The default is set to be 5. For the computation complexity consideration, |
OC |
An optimality criterion. The default setting is "phi_p", and it could be one of the following: "phi_p", "AvgAbsCor", "MaxAbsCor", "MaxProCriterion". |
p |
A positive integer, which is the parameter in the phi_p formula, and |
q |
The default is set to be 1, and it could be either 1 or 2. If |
maxtime |
A positive number, which indicates the expected maximum CPU time given by user, and it is measured by minutes. For example, maxtime=3.5 indicates the CPU time will be no greater than three and half minutes. The default is set to be 5. |
If all inputs are logical, then the output will be a n
by k
LHD. This modified simulated annealing algorithm reduces columnwise correlations and maximizes minimum distance between design points simultaneously, with a cost of more computational complexity.
Joseph, V.R., and Hung, Y. (2008) Orthogonal-maximin Latin hypercube designs. Statistica Sinica, 18, 171-186.
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