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Computing integral solutions of complementarity problems

Gerard van der Laan, Dolf Talman () and Zaifu Yang
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Zaifu Yang: Tilburg University, Center for Economic Research

No 5, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral solution of the complementarity problem under consideration.

JEL-codes: C61 C62 C68 C72 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp
Date: 2005
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