Latin hypercube sampling with inequality constraints - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2009

Latin hypercube sampling with inequality constraints

Résumé

In some studies requiring predictive and CPU-time consuming numerical models, the sampling design of the model input variables has to be chosen with caution. For this purpose, Latin hypercube sampling has a long history and has shown its robustness capabilities. In this paper we propose and discuss a new algorithm to build a Latin hypercube sample (LHS) taking into account inequality constraints between the sampled variables. This technique, called constrained Latin hypercube sampling (cLHS), consists in doing permutations on an initial LHS to honor the desired monotonic constraints. The relevance of this approach is shown on a real example concerning the numerical welding simulation, where the inequality constraints are caused by the physical decreasing of some material properties in function of the temperature.
Fichier principal
Vignette du fichier
AStA_LHScontraint_rev_hal.pdf (163.79 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00412235 , version 1 (01-09-2009)
hal-00412235 , version 2 (06-02-2010)
hal-00412235 , version 3 (22-09-2010)

Identifiants

Citer

Matthieu Petelet, Bertrand Iooss, Olivier Asserin, Alexandre Loredo. Latin hypercube sampling with inequality constraints. 2009. ⟨hal-00412235v2⟩
335 Consultations
2810 Téléchargements

Altmetric

Partager

More