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Limited memory solution of bound constrained convex quadratic problems arising in video games

Published online by Cambridge University Press:  15 June 2007

Michael C. Ferris ,
Andrew J. Wathen  and
Paul Armand
Michael C. Ferris
Affiliation:
Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK. Computer Sciences Department, University of Wisconsin, 1210 West Dayton Street, Madison, Wisconsin 53706, USA.
Andrew J. Wathen
Affiliation:
Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK.
Paul Armand
Affiliation:
Laboratoire XLIM, Université de Limoges, Faculté des Sciences et Techniques, 123, avenue Albert Thomas, 87060 Limoges, France; armand@unilim.fr
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Abstract

We describe the solution of a bound constrained convex quadratic problem with limited memory resources. The problem arises from physical simulations occurring within video games. The motivating problem is outlined, along with a simple interior point approach for its solution. Various linear algebra issues arising in the implementation are explored, including preconditioning, ordering and a number of ways of solving an equivalent augmented system. Alternative approaches are briefly surveyed, and some recommendations for solving these types of problems are given.

Keywords

Interior point methodnonlinear complementarity problembound constrained problemlimited memory method.
Type
Research Article
Information
RAIRO - Operations Research , Volume 41 , Issue 1 , January 2007 , pp. 19 - 34
Copyright
© EDP Sciences, ROADEF, SMAI, 2007

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