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Article Dans Une Revue Electronic Notes in Discrete Mathematics Année : 2016

Stochastic nonlinear resource allocation problem

Résumé

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.
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Dates et versions

hal-01417903 , version 1 (16-12-2016)

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  • HAL Id : hal-01417903 , version 1

Citer

Jianqiang Cheng, Janny Leung, Abdel Lisser. Stochastic nonlinear resource allocation problem. Electronic Notes in Discrete Mathematics, 2016, 52, pp.165-172. ⟨hal-01417903⟩
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