On the identification of zero variables in an interior-point framework

Citation
F. Facchinei et al., On the identification of zero variables in an interior-point framework, SIAM J OPTI, 10(4), 2000, pp. 1058-1078
Citations number
23
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
10
Issue
4
Year of publication
2000
Pages
1058 - 1078
Database
ISI
SICI code
1052-6234(20000618)10:4<1058:OTIOZV>2.0.ZU;2-W
Abstract
We consider column sufficient linear complementarity problems and study the problem of identifying those variables that are zero at a solution. To thi s end we propose a new, computationally inexpensive technique that is based on growth functions. We analyze in detail the theoretical properties of th e identification technique and test it numerically. The identification tech nique is particularly suited to interior-point methods but can be applied t o a wider class of methods.