So as theoretical I know interior point generate a solution in which the solution satisfies strictly complementary slackness condition. but when i use solver like linprog (by specifying 'interior-point' in matlab) or gurobi or SDPT3 or SeDumi solver, the final solution dose not hold strictly complementary slackness condition. so is there any solver which find optimal solution that holds strictly complementary slackness condition? or are there any ways or methods to convert a solution find by this solver to a solution which satisfies the strictly complementary slackness condition?
Thank you very much in advance.