MaxPro (version 4.1-2)

MaxPro: Locally Optimal Maximum Projection Designs for Continuous Factors

Description

Find the locally optimal maximum projection (MaxPro) design in the neighborhood of a given initial design for continuous factors.

Usage

MaxPro(InitialDesign,s=2,iteration=10)

Arguments

InitialDesign

The initial design matrix, which we recommend to be a MaxPro Latin hypercube design generated by the MaxProLHD function

s

Optional, default is ``2''. The parameter in defining the s-norm distance (2 corresponds to Euclidean distance)

iteration

Optional, default is ``10''. The number of iterations in running the continuous local search

Value

The value returned from the function is a list containing the following components:

Design

The locally optimal MaxPro design matrix

measure

The MaxPro criterion measure for the locally optimal design

Details

This function applies a continuous optimization algorithm in nloptr (Ypma 2014) to find the locally optimal MaxPro design in the neighborhood of the initial design. A MaxPro Latin hypercube design generated by the MaxProLHD function is a good choice for the initial design. Please refer to Joseph, Gul and Ba (2015) for details.

References

Joseph, V. R., Gul, E., and Ba, S. (2015) "Maximum Projection Designs for Computer Experiments," Biometrika, 102, 371-380.

Ypma, J. (2014) "Introduction to nloptr: an R interface to NLopt", R Package Version 1.0.0.

See Also

MaxProLHD, MaxProRunOrder, MaxProAugment

Examples

# NOT RUN {
InitialDesign<-MaxProLHD(n = 10, p = 4)$Design 
DOX<-MaxPro(InitialDesign)
DOX$Design

# }