You use these syntax instead:
BigInteger i = BigInteger.valueOf(100000L);  // long i = 100000L;
i.compareTo(BigInteger.ONE) > 0              // i > 1
i = i.subtract(BigInteger.ONE)               // i = i - 1
So here's an example of putting it together:
    for (BigInteger bi = BigInteger.valueOf(5);
            bi.compareTo(BigInteger.ZERO) > 0;
            bi = bi.subtract(BigInteger.ONE)) {
        System.out.println(bi);
    }
    // prints "5", "4", "3", "2", "1"
Note that using 
BigInteger as a loop index is highly atypical. long is usually enough for this purpose.API links
The compareTo idiom
From the documentation:
This method is provided in preference to individual methods for each of the six boolean comparison operators (<,==,>,>=,!=,<=). The suggested idiom for performing these comparisons is: (x.compareTo(y)0), whereis one of the six comparison operators.
In other words, given 
BigInteger x, y, these are the comparison idioms:x.compareTo(y) <  0     // x <  y
x.compareTo(y) <= 0     // x <= y
x.compareTo(y) != 0     // x != y
x.compareTo(y) == 0     // x == y
x.compareTo(y) >  0     // x >  y
x.compareTo(y) >= 0     // x >= y
This is not specific to 
BigInteger; this is applicable to any Comparable in general.Note on immutability
BigInteger, like String, is an immutable object. Beginners tend to make the following mistake:String s = "  hello  ";
s.trim(); // doesn't "work"!!!
BigInteger bi = BigInteger.valueOf(5);
bi.add(BigInteger.ONE); // doesn't "work"!!!
Since they're immutable, these methods don't mutate the objects they're invoked on, but instead return new objects, the results of those operations. Thus, the correct usage is something like:
s = s.trim();
bi = bi.add(BigInteger.ONE);