Research Article | OPEN ACCESS
A New Algorithm for Stochastic Variational Inequality with an Application
1Bing Liang, 1Chunsheng Shi, 2Xue Tong and 2Tianhua Song
1School of Management, Harbin Institute of Technology, Harbin 15001, China
2School of Humanities and Social Science, Harbin Institute of Technology, Harbin 15001, China
Research Journal of Applied Sciences, Engineering and Technology 2013 1:171-174
Received: January 10, 2013 | Accepted: January 31, 2013 | Published: June 05, 2013
Abstract
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.
Keywords:
Convergence, interior point method, quasi-monte carlo approach, supply chain, stochastic variational inequality,
Competing interests
The authors have no competing interests.
Open Access Policy
This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Copyright
The authors have no competing interests.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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