Mathematical programming formulations for the optimal stratification problem

Abstract

This paper proposes two integer linear programming formulations to solve the optimal stratification problem (OSP). In this problem, once given the number of strata and the total sample size, the cutoff points and sample allocation should be determined jointly to minimize an expression of variance and to solve the OSP corresponding to an integer nonlinear optimization problem. One proposed formulation determines the optimal cutoff points considering classical allocation methods from the literature, and a second formulation produces the global optimum regarding the determination of the cutoff points and the sample allocation to the strata. Both formulations were implemented using Gurobi solver and applied to a set of 20 datasets from the literature, with population sizes ranging from 91 to 16,057, considering six different scenarios concerning the number of strata and sample sizes. The results obtained indicate that the formulations are a good alternative for the resolution of the OSP.