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Nonlinear integer programming for optimal allocation in stratified sampling

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  • Bretthauer, Kurt M.
  • Ross, Anthony
  • Shetty, Bala

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  • Bretthauer, Kurt M. & Ross, Anthony & Shetty, Bala, 1999. "Nonlinear integer programming for optimal allocation in stratified sampling," European Journal of Operational Research, Elsevier, vol. 116(3), pages 667-680, August.
  • Handle: RePEc:eee:ejores:v:116:y:1999:i:3:p:667-680
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    References listed on IDEAS

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    1. Fred Glover, 1975. "Improved Linear Integer Programming Formulations of Nonlinear Integer Problems," Management Science, INFORMS, vol. 22(4), pages 455-460, December.
    2. H. F. Huddleston & P. L. Claypool & R. R. Hocking, 1970. "Optimal Sample Allocation to Strata Using Convex Programming," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 19(3), pages 273-278, November.
    3. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    4. Kurt M. Bretthauer & Bala Shetty, 1995. "The Nonlinear Resource Allocation Problem," Operations Research, INFORMS, vol. 43(4), pages 670-683, August.
    5. K. S. Srikantan, 1963. "A Problem in Optimum Allocation," Operations Research, INFORMS, vol. 11(2), pages 265-273, April.
    6. Soren S. Nielsen & Stavros A. Zenios, 1992. "Massively Parallel Algorithms for Singly Constrained Convex Programs," INFORMS Journal on Computing, INFORMS, vol. 4(2), pages 166-181, May.
    7. Gabriel R. Bitran & Arnoldo C. Hax, 1981. "Disaggregation and Resource Allocation Using Convex Knapsack Problems with Bounded Variables," Management Science, INFORMS, vol. 27(4), pages 431-441, April.
    8. Mary W. Cooper, 1981. "A Survey of Methods for Pure Nonlinear Integer Programming," Management Science, INFORMS, vol. 27(3), pages 353-361, March.
    9. John M. Mulvey, 1983. "Multivariate Stratified Sampling by Optimization," Management Science, INFORMS, vol. 29(6), pages 715-724, June.
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    Citations

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    Cited by:

    1. Keskinturk, Timur & Er, Sebnem, 2007. "A genetic algorithm approach to determine stratum boundaries and sample sizes of each stratum in stratified sampling," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 53-67, September.
    2. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Bretthauer, Kurt M. & Shetty, Bala, 2002. "The nonlinear knapsack problem - algorithms and applications," European Journal of Operational Research, Elsevier, vol. 138(3), pages 459-472, May.
    4. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2023. "A general purpose exact solution method for mixed integer concave minimization problems," European Journal of Operational Research, Elsevier, vol. 309(3), pages 977-992.
    5. Friedrich, Ulf & Münnich, Ralf & de Vries, Sven & Wagner, Matthias, 2015. "Fast integer-valued algorithms for optimal allocations under constraints in stratified sampling," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 1-12.
    6. Michael Ludkovski & James Risk, 2017. "Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement," Papers 1710.05204, arXiv.org, revised May 2018.
    7. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems (revised as on 12/08/2021)," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    8. Zhang, Bin & Hua, Zhongsheng, 2008. "A unified method for a class of convex separable nonlinear knapsack problems," European Journal of Operational Research, Elsevier, vol. 191(1), pages 1-6, November.
    9. Calinescu, Melania & Bhulai, Sandjai & Schouten, Barry, 2013. "Optimal resource allocation in survey designs," European Journal of Operational Research, Elsevier, vol. 226(1), pages 115-121.
    10. Patriksson, Michael & Strömberg, Christoffer, 2015. "Algorithms for the continuous nonlinear resource allocation problem—New implementations and numerical studies," European Journal of Operational Research, Elsevier, vol. 243(3), pages 703-722.
    11. Jirachai Buddhakulsomsiri & Parthana Parthanadee, 2008. "Stratified random sampling for estimating billing accuracy in health care systems," Health Care Management Science, Springer, vol. 11(1), pages 41-54, March.
    12. Patriksson, Michael, 2008. "A survey on the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 185(1), pages 1-46, February.
    13. Carrizosa, Emilio & Romero Morales, Dolores, 2007. "A biobjective method for sample allocation in stratified sampling," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1074-1089, March.

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