Advanced preprocessing techniques for linear and quadratic programming

Advanced preprocessing techniques for linear and quadratic programming

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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: ,
Keywords: programming: quadratic
Abstract:

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.

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