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Solving Discrete Systems of Nonlinear Equations

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Author Info
Laan, G. van der
Talman, A.J.J.
Yang, Z.F. (Tilburg University, Center for Economic Research)

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Abstract

In this paper we study the existence problem of a zero point of a function defined on a finite set of elements of the integer lattice Zn of the n-dimensional Euclidean space IRn. It is assumed that the set is integrally convex, which implies that the convex hull of the set can be subdivided in simplices such that every vertex is an element of Zn and each simplex of the triangulation lies in an n-dimensional cube of size one. With respect to this triangu- lation we assume that the function satisfies some property that replaces continuity. Under this property and some boundary condition the function has a zero point. To prove this we use a simplicial algorithm that terminates with a zero point within a finite number of iterations. The standard technique of applying a fixed point theorem to a piecewise linear approximation cannot be applied, because the `continuity property' is too weak to assure that a zero point of the piecewise linear approximation induces a zero point of the function itself. We apply the main existence result to prove the existence of a pure Cournot-Nash equilibrium in a Cournot oligopoly model. We further adapt the main result to a discrete variant of the well-known Borsuk-Ulam theorem and to a theorem for the existence of a solution for the discrete nonlinear complementarity problem.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-105.

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Date of creation: 2008
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Handle: RePEc:dgr:kubcen:2008105

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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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  1. Herbert E. Scarf, 1967. "The Approximation of Fixed Points of a Continuous Mapping," Cowles Foundation Discussion Papers 216R, Cowles Foundation, Yale University. [Downloadable!]
  2. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Computing Integral Solutions of Complementarity Problems," Tinbergen Institute Discussion Papers 05-006/1, Tinbergen Institute. [Downloadable!]
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  3. Talman, Dolf & Yang, Zaifu, 2009. "A discrete multivariate mean value theorem with applications," European Journal of Operational Research, Elsevier, vol. 192(2), pages 374-381, January. [Downloadable!] (restricted)
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  4. 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)
  5. Iimura, Takuya & Murota, Kazuo & Tamura, Akihisa, 2005. "Discrete fixed point theorem reconsidered," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 1030-1036, December. [Downloadable!] (restricted)
  6. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers 04-112/1, Tinbergen Institute. [Downloadable!]
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