Preprocessing for quadratic programming

Nick Gould, Philippe Toint

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Abstract

Techniques for the preprocessing of (not-necessarily convex) quadratic programs are discussed. Most of the procedures extend known ones from the linear to quadratic cases, but a few new preprocessing techniques are introduced. The implementation aspects are also discussed. Numerical results are finally presented to indicate the potential of the resulting code, both for linear and quadratic problems. The impact of insisting that bounds of the variables in the reduced problem be as tight as possible rather than allowing some slack in these bounds is also shown to be numerically significant. © Springer-Verlag Berlin Heidelberg 2004.
Original languageEnglish
Pages (from-to)95-132
Number of pages38
JournalMathematical Programming
Volume100
Issue number1
DOIs
Publication statusPublished - 1 May 2004

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Quadratic programming
Quadratic Programming
Preprocessing
Convex Program
Quadratic Program
Numerical Results

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Gould, Nick ; Toint, Philippe. / Preprocessing for quadratic programming. In: Mathematical Programming. 2004 ; Vol. 100, No. 1. pp. 95-132.
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Preprocessing for quadratic programming. / Gould, Nick; Toint, Philippe.

In: Mathematical Programming, Vol. 100, No. 1, 01.05.2004, p. 95-132.

Research output: Contribution to journalArticle

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