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Computing integral solutions of complementarity problems

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

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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.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 5.

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Date of creation: 2005
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Handle: RePEc:dgr:kubcen:20055

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Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
C68 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computable General Equilibrium Models
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Iimura, Takuya, 2003. "A discrete fixed point theorem and its applications," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 725-742, September. [Downloadable!] (restricted)
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Cited by:
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  1. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2007. "Combinatorial Integer Labeling Theorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers 07-084/1, Tinbergen Institute. [Downloadable!]
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  2. Talman, Dolf & Yang, Zaifu, 2006. "A discrete multivariate mean value theorem with applications," Discussion Paper 106, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Tinbergen Institute Discussion Papers 05-106/1, Tinbergen Institute. [Downloadable!]
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