 the constraints to reduce the size of
the feasible set. This will sometimes improve the numerical conditioning of the problem.
Make them as tight as you can without impinging on the optimal set. If this modified
problem is successfully solved, check the solution to see if any of the added bounds
are active. If they are, relax them, and try again.</dd>
<dt><em>Watch for scaling issues.</em></dt>
<dd>Scaling issues are the most vexing problems for numerical
solvers to deal with. Solvers will often re-scale t