Stochastic nonlinear resource allocation problem

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.