Preprocessing for quadratic programming

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چکیده

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Preprocessing for quadratic programming

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 prob...

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ژورنال

عنوان ژورنال: Mathematical Programming

سال: 2004

ISSN: 0025-5610,1436-4646

DOI: 10.1007/s10107-003-0487-2