Using integer programming techniques for the solution of an experimental design problem

Harris, Carl M.; Hoffman, Karla L.; Yarrow, Leslie-Ann
June 1995
Annals of Operations Research;1995, Vol. 58 Issue 1-4, p243
Academic Journal
Latin hypercube sampling is often used to estimate the distribution function of a complicated function of many random variables. In so doing, it is typically necessary to choose a permutation matrix which minimizes the correlation among the cells in the hypercube layout. This problem can be formulated as a generalized, multi-dimensional assignment problem. For the two-dimensional case, we provide a polynomial algorithm. For higher dimensions, we offer effective heuristic and bounding procedures.


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