On the Identification of Zero Variables in an Interior-Point Framework
Date
1998-05-19Author
Kanzow, Christian
Fischer, Andreas
Facchinei, Francisco
Metadata
Show full item recordAbstract
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.
Subject
interior-point method
indicator function
growth function
identification of zero variables
column sufficient matrix
linear complementarity problem
Permanent Link
http://digital.library.wisc.edu/1793/66114Citation
98-06