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SIAMJO
2000

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

11 years 5 months ago
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
Francisco Facchinei, Andreas Fischer, Christian Ka
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2000
Where SIAMJO
Authors Francisco Facchinei, Andreas Fischer, Christian Kanzow
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