Preprocessing for quadratic programming
Author(s) -
Nicholas I. M. Gould,
Philippe L. Toint
Publication year - 2004
Publication title -
mathematical programming
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.358
H-Index - 131
eISSN - 1436-4646
pISSN - 0025-5610
DOI - 10.1007/s10107-003-0487-2
Subject(s) - preprocessor , quadratic programming , quadratic equation , mathematics , numerical analysis , linear programming , mathematical optimization , quadratically constrained quadratic program , code (set theory) , algorithm , regular polygon , computer science , mathematical analysis , programming language , geometry , set (abstract data type)
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.
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