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.