Multi-objective convex programming problem arising in multivariate sampling

Abstract

In this paper, we formulate the multivariate allocation problem as a multi-objective convex programming problem. The objective functions are convex and there is a single linear constraint with some upper and lower bounds. We also consider a two dimensional multivariate problem when the cost is minimized. A numerical example is given to illustrate the solution procedure.

International Journal of Engineering, Science and Technology, Vol. 2, No. 6, 2010, pp. 291-296