Author(s)

Mohammed Faisal khan, Irfan Ali, Qazi Shoeb Ahmad

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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.

Chance Constrained Programming, Multivariate Stratified Sampling, Optimum Allocation, Chebyshev Approximation

M. khan, I. Ali and Q. Ahmad, "Chebyshev Approximate Solution to Allocation Problem in Multiple Objective Surveys with Random Costs," American Journal of Computational Mathematics, Vol. 1 No. 4, 2011, pp. 247-251. doi: 10.4236/ajcm.2011.14029.