Constrained Minimum Energy Designs

TL;DR

This paper introduces Constrained Minimum Energy Design (CoMinED), a new method for generating space-filling designs in constrained input spaces that reduces the need for expensive constraint evaluations.

Contribution

The paper proposes CoMinED, a novel deterministic sampling-based approach that improves efficiency and performance in constrained space-filling design construction.

Findings

CoMinED outperforms existing methods in benchmark tests.

It reduces the number of constraint evaluations needed.

Demonstrates effectiveness in high-dimensional problems.

Abstract

Space-filling designs are important in computer experiments, which are critical for building a cheap surrogate model that adequately approximates an expensive computer code. Many design construction techniques in the existing literature are only applicable for rectangular bounded space, but in real world applications, the input space can often be non-rectangular because of constraints on the input variables. One solution to generate designs in a constrained space is to first generate uniformly distributed samples in the feasible region, and then use them as the candidate set to construct the designs. Sequentially Constrained Monte Carlo (SCMC) is the state-of-the-art technique for candidate generation, but it still requires large number of constraint evaluations, which is problematic especially when the constraints are expensive to evaluate. Thus, to reduce constraint evaluations and improve efficiency, we propose the Constrained Minimum Energy Design (CoMinED) that utilizes recent advances in deterministic sampling methods. Extensive simulation results on 15 benchmark problems with dimensions ranging from 2 to 13 are provided for demonstrating the improved performance of CoMinED over the existing methods.