CHANCE CONSTRAINED MIXED ALLOCATION

Ahsan et al. (2005) introduced the idea of “Mixed Allocation” in stratified sampling. In the present paper the work of Ahsan et al. (2005) has been extended when the per unit measurement costs in various strata are random variables and there is a small probability of violation of the cost constraint. The problem of obtaining the optimum allocation in the stated situation is formulated as a Nonlinear Chance Constrained Programming Problem. A solution procedure is developed by converting the Chance Constraint in an equivalent deterministic form. A numerical example is also presented to illustrate the computational details.