Starting design for use in variance exchange algorithms

Abstract

A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of  permutation-invariant sets. The initial design is as close as possible to the optimal design as measured by the determinant values. A Comparison of the performance of the new method is made with the commonly used random selection method and is found to be comparatively efficient.

Key Words: Initial design, support point distance, permutation-invariant sets, variance exchange.