Chebyshev Approximate Solution to Allocation Problem in Multiple Objective Surveys with Random Costs

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

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.

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