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Persistent URL http://purl.org/net/epubs/work/40540
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Record Id 40540
Title Preprocessing for quadratic programming
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.
Organisation CCLRC , CSE , CSE-NAG
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Related Research Object(s): 29787
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Language English (EN)
Type Details URI(s) Local file(s) Year
Journal Article Math Program 100, no. 1 (2004): 95-132. 2004