发表状态 | 已发表Published |
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
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ISSN/eISSN | 0025-5718 |
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 |
DOI | 10.1090/S0025-5718-05-01806-5 |
URL | 查看来源 |
语种 | 英语English |
Scopus入藏号 | 2-s2.0-33646424652 |
引用统计 | |
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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