An optimization approach applied to the optimal stratification problem
| Autor: | Augusto Cesar Fadel, José André de Moura Brito, Luciana Roque Brito, Gustavo Silva Semaan |
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| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Mathematical optimization 021103 operations research Optimization algorithm GRASP 0211 other engineering and technologies 02 engineering and technology 01 natural sciences Stratification (mathematics) 010104 statistics & probability Mathematics::Algebraic Geometry Homogeneous Sample size determination Modeling and Simulation 0101 mathematics Algorithm Greedy randomized adaptive search procedure Mathematics |
| Zdroj: | Communications in Statistics - Simulation and Computation. 46:4419-4451 |
| ISSN: | 1532-4141 0361-0918 |
| DOI: | 10.1080/03610918.2015.1118505 |
| Popis: | A new optimization algorithm is presented to solve the stratification problem. Assuming the number L of strata and the total sample size n are fixed, we obtain strata boundaries by using an objective function associated with the variance. In this problem, strata boundaries must be determined so that the elements in each stratum are more homogeneous among themselves. To produce more homogeneous strata, this paper proposes a new algorithm that uses the Greedy Randomized Adaptive Search Procedure (GRASP) methodology. Computational results are presented for a set of problems, with the application of the new algorithm and some algorithms from literature. |
| Databáze: | OpenAIRE |
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