On the Identification of Zero Variables in an Interior-Point
Francisco Facchinei, Andreas Fischer, Christian Kanzow
We consider column sufficient linear complementarity problems and
study the problem of identifying those variables that are zero at a
solution. To this end we propose a new, computationally inexpensive
technique that is based on growth functions. We analyze in detail the
theoretical properties of the identification technique and test it
numerically. The identification technique is particularly suited to
interior-point methods but can be applied to a wider class of methods.
Mathematical Programming Technical Report 98-06, Computer Sciences
Department, University of Wisconsin, Madison, WI, May 1998.