Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels

New lower bounds for three- and four-level designs under the centered L 2 -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.

[1]  Kai-Tai Fang,et al.  Constructions of uniform designs by using resolvable packings and coverings , 2004, Discret. Math..

[2]  Peter Winker Optimization Heuristics in Econometrics : Applications of Threshold Accepting , 2000 .

[3]  Eva Riccomagno,et al.  Experimental Design and Observation for Large Systems , 1996, Journal of the Royal Statistical Society: Series B (Methodological).

[4]  F. J. Hickernell Lattice rules: how well do they measure up? in random and quasi-random point sets , 1998 .

[5]  Fred J. Hickernell,et al.  A generalized discrepancy and quadrature error bound , 1998, Math. Comput..

[6]  Peter Winker,et al.  Optimal U—Type Designs , 1998 .

[7]  Harald Niederreiter,et al.  Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.

[8]  Xuan Lu,et al.  A systematical procedure in the construction of multi-level supersaturated design , 2003 .

[9]  Yong Zhang,et al.  Uniform Design: Theory and Application , 2000, Technometrics.

[10]  Peter Winker,et al.  Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting , 2003, J. Complex..

[11]  K. Fang,et al.  Number-theoretic methods in statistics , 1993 .

[12]  K Ang,et al.  A NOTE ON UNIFORM DISTRIBUTION AND EXPERIMENTAL DESIGN , 1981 .

[13]  Peter Winker,et al.  Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs , 2002, Math. Comput..

[14]  Kai-Tai Fang,et al.  Construction of minimum generalized aberration designs , 2003 .

[15]  Min-Qian Liu,et al.  Construction of E(s2) optimal supersaturated designs using cyclic BIBDs , 2000 .