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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: Yokohama National University

No 05-006/1, Tinbergen Institute Discussion Papers from Tinbergen Institute

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.

Keywords: Discrete set; complementarity problem; algorithm; triangulation (search for similar items in EconPapers)
JEL-codes: C61 C62 C68 C72 (search for similar items in EconPapers)
Date: 2005-01-10
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