LINEAR STATIONARY POINT PROBLEMS

In this paper we propose a complementary pivoting algorithm to find a stationary point of an affine function on a polytope. The purpose of this paper is twofold. First, we fully exploit the linearity of the problem to follow a linear piece of the path of the algorithm. This typically avoids unnecessary linear programming pivoting steps. Second, we consider the case that the polytope is the product of cells and the affine function has special structure.