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

Abstract. 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. Key words. Linear complementarity problem, column sufficient matrix, identification of zero variables, growth function, indicator function, interior-point method. AMS subject classifications. 90C05, 90C33, 65K05

• Type: Journal
• Year: 2000
• Where: SIAMJO
• Authors: Francisco Facchinei, Andreas Fischer, Christian Kanzow
• Keywords: Identification Technique, Linear Complementarity Problem, SIAMJO 2000, Sufficient Linear Complementarity