A New Algorithm for Stochastic Variational Inequality with an Application
نویسندگان
چکیده
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.
منابع مشابه
ψ-pseudomonotone generalized strong vector variational inequalities with application
In this paper, we establish an existence result of the solution for an generalized strong vector variational inequality already considered in the literature and as applications we obtain a new coincidence point theorem in Hilbert spaces.
متن کاملStrong convergence theorem for a class of multiple-sets split variational inequality problems in Hilbert spaces
In this paper, we introduce a new iterative algorithm for approximating a common solution of certain class of multiple-sets split variational inequality problems. The sequence of the proposed iterative algorithm is proved to converge strongly in Hilbert spaces. As application, we obtain some strong convergence results for some classes of multiple-sets split convex minimization problems.
متن کاملAn Iterative Scheme for Generalized Equilibrium, Variational Inequality and Fixed Point Problems Based on the Extragradient Method
The problem ofgeneralized equilibrium problem is very general in the different subjects .Optimization problems, variational inequalities, Nash equilibrium problem and minimax problems are as special cases of generalized equilibrium problem. The purpose of this paper is to investigate the problem of approximating a common element of the set of generalized equilibrium problem, variational inequal...
متن کاملStrong convergence of variational inequality problem Over the set of common fixed points of a family of demi-contractive mappings
In this paper, by using the viscosity iterative method and the hybrid steepest-descent method, we present a new algorithm for solving the variational inequality problem. The sequence generated by this algorithm is strong convergence to a common element of the set of common zero points of a finite family of inverse strongly monotone operators and the set of common fixed points of a finite family...
متن کاملDesigning a new multi-objective fuzzy stochastic DEA model in a dynamic environment to estimate efficiency of decision making units (Case Study: An Iranian Petroleum Company)
This paper presents a new multi-objective fuzzy stochastic data envelopment analysis model (MOFS-DEA) under mean chance constraints and common weights to estimate the efficiency of decision making units for future financial periods of them. In the initial MOFS-DEA model, the outputs and inputs are characterized by random triangular fuzzy variables with normal distribution, in which ...
متن کامل