Advanced preprocessing techniques for linear and quadratic programming

被引：30
|
作者：
Mészáros, C
Suhl, UH
机构：
[1] Free Univ Berlin, Inst Prod Wirtschaftsinformat & OR, D-14195 Berlin, Germany
[2] Hungarian Acad Sci, Comp & Automat Res Inst, H-1111 Budapest, Hungary
来源：
OR SPECTRUM | 2003年 / 25卷 / 04期
关键词：
linear programming; presolve; simplex and interior point methods;
D O I：
10.1007/s00291-003-0130-x
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：575 / 595
页数：21
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