Computing Integral Solutions of Complementarity Problems

Gerard van der Laan, Adolphus Talman and Zaifu Yang

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

Abstract: This discussion paper resulted in a publication in 'Discrete Optimization', 2007, 4, 315-321.

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: C58 C61 C62 C68 C72 (search for similar items in EconPapers)
Date: 2005-01-10
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Citations: View citations in EconPapers (11)

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