Computing Integral Solutions of Complementarity Problems

Tinbergen Institute Discussion Paper No. TI 05-006/1; CentER Discussion Paper No. 2005-05

17 Pages Posted: 11 Jan 2005

See all articles by Gerard van der Laan

Gerard van der Laan

Vrije Universiteit Amsterdam, School of Business and Economics; Tinbergen Institute

Dolf Talman

Tilburg University - Department of Econometrics & Operations Research

Zaifu Yang

Yokohama National University - Faculty of Business Administration; Tilburg University - Department of Econometrics & Operations Research

Date Written: December 2, 2004

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

JEL Classification: C61, C62, C68, C72, C58

Suggested Citation

van der Laan, Gerard and Talman, Dolf J. J. and Yang, Zaifu, Computing Integral Solutions of Complementarity Problems (December 2, 2004). Tinbergen Institute Discussion Paper No. TI 05-006/1; CentER Discussion Paper No. 2005-05, Available at SSRN: https://ssrn.com/abstract=646501 or http://dx.doi.org/10.2139/ssrn.646501

Gerard Van der Laan (Contact Author)

Vrije Universiteit Amsterdam, School of Business and Economics ( email )

De Boelelaan 1105
Department of Econometrics and Tinbergen Institute
1081 HV Amsterdam
Netherlands

Tinbergen Institute ( email )

Gustav Mahlerplein 117
Amsterdam, 1082 MS
Netherlands

Dolf J. J. Talman

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands
+31 13 466 2346 (Phone)

Zaifu Yang

Yokohama National University - Faculty of Business Administration ( email )

79-4 Tokiwa-dai Hodogaya-ku
Yokohama, Kanagawa, 2408501
Japan

Tilburg University - Department of Econometrics & Operations Research ( email )

P.O. Box 90153
5000 LE Tilburg
Netherlands

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