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.
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Mathamatics Subject Classification (2000): 20E28, 20G40, 20C20
To Roger Fletcher, friend, mentor and inspiration, for his 65th birthday
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Gould, N., Toint, P. Preprocessing for quadratic programming. Math. Program., Ser. B 100, 95–132 (2004). https://doi.org/10.1007/s10107-003-0487-2
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DOI: https://doi.org/10.1007/s10107-003-0487-2