Computing Integral Solutions of Complementarity Problems

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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Year of publication:	2005
Authors:	van der Laan, Gerard ; Talman, Dolf ; Yang, Zaifu
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Dynamische Optimierung \| Gleichgewicht \| CGE-Modelling \| Nichtkooperatives Spiel \| Discrete set \| complementarity problem \| algorithm \| triangulation

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Series:	Tinbergen Institute Discussion Paper ; 05-006/1
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	836133404 [GVK] hdl:10419/86626 [Handle] RePEc:dgr:uvatin:20050006 [RePEc]
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; C68 - Computable General Equilibrium Models ; C72 - Noncooperative Games ; c58
Source:	EconStor

Persistent link: https://www.econbiz.de/10010325585