Computing integral solutions of complementarity problems

Authors:
Gerard Van Der Laan;Dolf Talman;Zaifu Yang
Affiliations:
Department of Econometrics and Tinbergen Institute, Vrije Universiteit, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands;Department of Econometrics & Operations Research and CentER, Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands;Faculty of Business Administration, Yokohama National University, Yokohama 240-8501, Japan
Venue:
Discrete Optimization
Year:
2007

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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.