Preprocessing for quadratic programming
Nick Gould and Philippe L. Toint
Report 01/10
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.