Geodesic
Limited memory solution of bound constrained convex quadratic problems arising in video games
Ferris, Michael C. ; Wathen, Andrew J. ; Armand, Paul1
1 Laboratoire XLIM, Université de Limoges, Faculté des Sciences et Techniques, 123, avenue Albert Thomas, 87060 Limoges, France
RAIRO - Operations Research - Recherche Opérationnelle, Tome 41 (2007) no. 1, pp. 19-34

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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.

DOI : 10.1051/ro:2007009
Classification : 90C20, 90C51
Keywords: interior point method, nonlinear complementarity problem, bound constrained problem, limited memory method

Ferris, Michael C.  ; Wathen, Andrew J.  ; Armand, Paul 1

1 Laboratoire XLIM, Université de Limoges, Faculté des Sciences et Techniques, 123, avenue Albert Thomas, 87060 Limoges, France 
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     title = {Limited memory solution of bound constrained convex quadratic problems arising in video games},
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     pages = {19--34},
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Ferris, Michael C.; Wathen, Andrew J.; Armand, Paul. Limited memory solution of bound constrained convex quadratic problems arising in video games. RAIRO - Operations Research - Recherche Opérationnelle, Tome 41 (2007) no. 1, pp. 19-34. doi: 10.1051/ro:2007009

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