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Computing Integral Solutions of Complementarity Problems

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Author Info
Gerard van der Laan () (Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam)
Dolf Talman () (Tilburg University)
Zaifu Yang () (Yokohama National University)

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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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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 05-006/1.

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Date of creation: 10 Jan 2005
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Handle: RePEc:dgr:uvatin:20050006

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Web page: http://www.tinbergen.nl/

For technical questions regarding this item, or to correct its listing, contact: (Walther Schoonenberg).

Related research
Keywords: Discrete set complementarity problem algorithm triangulation

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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

References listed on IDEAS
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:
(explanations, 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. 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!]
    Other versions:
  2. 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!]
    Other versions:
  3. Talman, Dolf & Yang, Zaifu, 2006. "A discrete multivariate mean value theorem with applications," Discussion Paper 106, Tilburg University, Center for Economic Research. [Downloadable!]
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