Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 859-878 |
| Number of pages | 20 |
| Journal | Mathematics of Computation |
| Volume | 75 |
| Issue number | 254 |
| Early online date | 27 Dec 2005 |
| DOIs | |
| Publication status | Published - Apr 2006 |
| Externally published | Yes |
User-Defined Keywords
- Discrepancy
- Lower bound
- Stochastic optimization
- Threshold accepting
- Uniform designs
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