Article ID: | iaor20051126 |
Country: | Germany |
Volume: | 25 |
Issue: | 4 |
Start Page Number: | 575 |
End Page Number: | 595 |
Publication Date: | Jan 2003 |
Journal: | OR Spektrum |
Authors: | Mszros C., Suhl U.H. |
Keywords: | programming: quadratic |
The paper presents an overview on the preprocessing techniques of linear programming. A new reduction technique is also introduced and the presolve is extended to mixed integer and quadratic programming problems. Numerical results are presented to demonstrate the impact of presolving in interior point and simplex implementations. The demonstrative results are given on large-scale linear, mixed integer and quadratic programming test problems.