The Bureau of Labor Statistics has used GRG2 in the implementation of a program that solves a problem that arises in stratified sampling of allocating a fixed total sample size over the strata so as to minimize the variances of a set of estimators subject to a variety of constraints on stratum sample sizes and precisions of subgroup estimators. The program will also find the minimum cost or sample size allocation satisfying a set of constraints.
The program is discussed in Valliant, R. and Gentle, J. (1994), An Application of Mathematical Programming to Sample Allocation, Proceedings of the Section on Survey Research Methods, American Statistical Association, Alexandria VA, pp. 683-688.
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