Abstract
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Article Information:
A New Algorithm for Stochastic Variational Inequality with an Application
Bing Liang, Chunsheng Shi, Xue Tong and Tianhua Song
Corresponding Author: Bing Liang
Submitted: January 10, 2013
Accepted: January 31, 2013
Published: June 05, 2013 |
Abstract:
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Recently stochastic variational inequality has been extensively studied. However there are few methods can be effectively realized. This study considers to solve stochastic variational inequality by combining quasi-Monte Carlo approach and interior point method. The global convergence is established for the new algorithm. An application for the synergies analysis of the supply chain after M&A from the literature is discussed.
Key words: Convergence, interior point method, quasi-monte carlo approach, supply chain, stochastic variational inequality, , ,
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Cite this Reference:
Bing Liang, Chunsheng Shi, Xue Tong and Tianhua Song, . A New Algorithm for Stochastic Variational Inequality with an Application. Research Journal of Applied Sciences, Engineering and Technology, (01): 171-174.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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