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
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: Suggested Citation