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题名Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels
作者
发表日期2006
发表期刊Mathematics of Computation
ISSN/eISSN0025-5718
卷号75期号:254页码:859-878
摘要

New lower bounds for three- and four-level designs under the centered L2-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 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. © 2005 American Mathematical Society.

关键词Discrepancy Lower bound Stochastic optimization Threshold accepting Uniform designs
DOI10.1090/S0025-5718-05-01806-5
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语种英语English
Scopus入藏号2-s2.0-33646424652
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被引频次[WOS]:0   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/2426
专题个人在本单位外知识产出
作者单位
1.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
2.Faculty of Economics, Law and Social Sciences, University of Erfurt, Germany
3.Department of Mathematics, Suzhou University, Suzhou, 215006, China
推荐引用方式
GB/T 7714
Fang, Kaitai,Maringer, Dietmar G.,Tang, Yuet al. Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels[J]. Mathematics of Computation, 2006, 75(254): 859-878.
APA Fang, Kaitai, Maringer, Dietmar G., Tang, Yu, & Winker, Peter. (2006). Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Mathematics of Computation, 75(254), 859-878.
MLA Fang, Kaitai,et al."Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels". Mathematics of Computation 75.254(2006): 859-878.
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