Stochastic nonlinear resource allocation problem

Jinqiang Cheng, Abdel Lisser, Janny Leung

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


In this paper, we deal with a resource allocation problem modeled as special case of 0-1 Quadratic Programs with joint probabilistic rectangular constraints (QPJPC) with normally distributed coefficients and independent matrix vector rows. We reformulate this problem as a completely positive problem. In addition, the optimal value of the latter problem converges to the optimal value of the original problem under certain conditions. Numerical experiments on randomly generated data are given.

Original languageEnglish (US)
Pages (from-to)165-172
Number of pages8
JournalElectronic Notes in Discrete Mathematics
StatePublished - Jun 1 2016
Externally publishedYes


  • Completely positive program
  • Joint probabilistic constraints
  • Piecewise tangent approximation
  • Quadratic program
  • Resource allocation problems
  • Stochastic programming

ASJC Scopus subject areas

  • Discrete Mathematics and Combinatorics
  • Applied Mathematics


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