Preprocessing for quadratic programming

Nick Gould, Philippe Toint

Résultats de recherche: Contribution à un journal/une revueArticle

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Résumé

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.
langue originaleAnglais
Pages (de - à)95-132
Nombre de pages38
journalMathematical Programming
Volume100
Numéro de publication1
Les DOIs
étatPublié - 1 mai 2004

Empreinte digitale

Quadratic programming
Quadratic Programming
Preprocessing
Convex Program
Quadratic Program
Numerical Results

Citer ceci

Gould, Nick ; Toint, Philippe. / Preprocessing for quadratic programming. Dans: Mathematical Programming. 2004 ; Vol 100, Numéro 1. p. 95-132.
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Preprocessing for quadratic programming. / Gould, Nick; Toint, Philippe.

Dans: Mathematical Programming, Vol 100, Numéro 1, 01.05.2004, p. 95-132.

Résultats de recherche: Contribution à un journal/une revueArticle

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