Template-Type: ReDIF-Paper 1.0 Series: Tinbergen Institute Discussion Papers Creation-Date: 2005-01-10 Number: 05-006/1 Author-Name: Gerard van der Laan Author-Email: glaan@feweb.vu.nl Author-Workplace-Name: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam Author-Name: Dolf Talman Author-Email: talman@uvt.nl Author-Workplace-Name: Tilburg University Author-Name: Zaifu Yang Author-Email: zyang@business.ynu.ac.jp Author-Workplace-Name: Yokohama National University Title: Computing Integral Solutions of Complementarity Problems Abstract: This discussion paper resulted in a publication in 'Discrete Optimization', 2007, 4, 315-321.

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. Classification-JEL: C61; C62; C68; C72; C58 Keywords: Discrete set; complementarity problem; algorithm; triangulation File-Url: https://papers.tinbergen.nl/05006.pdf File-Format: application/pdf File-Size: 566675 bytes Handle: RePEc:tin:wpaper:20050006