Latin hypercube sampling with constraints
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Im trying to do a LHS design with linear nonequality constraints. Is this possible with the lhsdesign function which is incorporated in MATLAB 2014b? If this is not possible, is there another sampling design which enables constraints?
Kind regards
Ben
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Answers (1)
aooEo
on 17 Aug 2019
https://www.mathworks.com/matlabcentral/fileexchange/57657-lhs-doe-generator this is the app to solve your problem.
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Ahmed Abouhussein
on 5 Mar 2021
Edited: Ahmed Abouhussein
on 5 Mar 2021
This app appears to be setting up an LHS study and then enforcing the constraints by ignoring the non feasible candidates. It still space filling to some extent and it works well but its not "true" LHS. However as far as state of the art goes, I was not able to find anything better, at least using LHS. This is the closest that I could find:
https://arxiv.org/abs/0909.0329
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