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Chebyshev Approximate Solution to Allocation Problem in Multiple Objective Surveys with Random Costs
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American Journal of Computational Mathematics·Volume 01 (2011)·Pages 247–251·Published 22 December 2011·DOI10.4236/ajcm.2011.14029
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Abstract
In this paper, we consider an allocation problem in multivariate surveys as a convex programming problem with non-linear objective functions and a single stochastic cost constraint. The stochastic constraint is converted into an equivalent deterministic one by using chance constrained programming. The resulting multi-objective convex programming problem is then solved by Chebyshev approximation technique. A numerical example is presented to illustrate the computational procedure.
KeywordsChance Constrained ProgrammingMultivariate Stratified SamplingOptimum AllocationChebyshev Approximation
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