Incremental construction of nested designs based on two-level fractional factorial designs

The incremental construction of nested designs having good spreading properties over the d-dimensional hypercube is considered, for values of d such that the 2 d vertices of the hypercube are too numerous to be all inspected. A greedy algorithm is used, with guaranteed efficiency bounds in terms of packing and covering radii, using a 2 d−m fractional-factorial design as candidate set for the sequential selection of design points. The packing and covering properties of fractional-factorial designs are investigated and a review of the related literature is provided. An algorithm for the construction of fractional-factorial designs with maximum packing radius is proposed. The spreading properties of the obtained incremental designs, and of their lower dimensional projections, are investigated. An example with d = 50 is used to illustrate that their projection in a space of dimension close to d has a much higher packing radius than projections of more classical designs based on Latin hypercubes or low discrepancy sequences.