On the Identification of Zero Variables in an Interior-Point Framework

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.

Contact: kanzow@cs.wisc.edu


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