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Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels
Author(s):
Kai-Tai
Fang;
Dietmar
Maringer;
Yu
Tang;
Peter
Winker.
Journal:
Math. Comp.
75
(2006),
859-878.
MSC (2000):
Primary 68Q17, 68Q15, 62K99
Posted:
December 27, 2005
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Abstract:
New lower bounds for three- and four-level designs under the centered -discrepancy are provided. We describe necessary conditions for the existence of a uniform design meeting these lower bounds. We consider several modifications of two stochastic optimization algorithms for the problem of finding uniform or close to uniform designs under the centered -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.
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Additional Information:
Kai-Tai
Fang
Affiliation:
Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, People's Republic of China
Email:
ktfang@math.hkbu.edu.hk
Dietmar
Maringer
Affiliation:
Faculty of Economics, Law and Social Sciences, University of Erfurt, Germany
Email:
dietmar.maringer@uni-erfurt.de
Yu
Tang
Affiliation:
Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong, People's Republic of China
Address at time of publication:
Department of Mathematics, Suzhou University, Suzhou, 215006, People's Republic of China
Email:
ytang@math.hkbu.edu.hk
Peter
Winker
Affiliation:
Faculty of Economics, Law and Social Sciences, University of Erfurt, Germany
Email:
peter.winker@uni-erfurt.de
DOI:
10.1090/S0025-5718-05-01806-5
PII:
S 0025-5718(05)01806-5
Keywords:
Discrepancy,
lower bound,
uniform designs,
stochastic optimization,
threshold accepting
Received by editor(s):
November 3, 2004
Posted:
December 27, 2005
Additional Notes:
The work was partially supported by the Grants GER/JRS/03-04/01, RGC/HKBU 200804, FRG/03-04/II-711, and DAAD D/03/314145.
Copyright of article:
Copyright
2005,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
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