Stochastic nonlinear resource allocation problem

International audienc

Stochastic nonlinear resource allocation problem

International audienceIn this paper, we deal with a resource allocation problem modeled as special case of0-1 Quadratic Programs with joint probabilistic rectangular constraints (QPJPC)with normally distributed coefficients and independent matrix vector rows. Wereformulate this problem as a completely positive problem. In addition, the optimalvalue of the latter problem converges to the optimal value of the original problemunder certain conditions. Numerical experiments on randomly generated data aregiven