Volume 41, Number 1, January-March 2007
|Page(s)||19 - 34|
|Published online||15 June 2007|
Limited memory solution of bound constrained convex quadratic problems arising in video games
Oxford University Computing
Laboratory, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK.
2 Computer Sciences Department, University of Wisconsin, 1210 West Dayton Street, Madison, Wisconsin 53706, USA.
3 Laboratoire XLIM, Université de Limoges, Faculté des Sciences et Techniques, 123, avenue Albert Thomas, 87060 Limoges, France; firstname.lastname@example.org
Accepted: 23 June 2006
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.
Mathematics Subject Classification: 90C20 / 90C51
Key words: Interior point method / nonlinear complementarity problem / bound constrained problem / limited memory method.
© EDP Sciences, ROADEF, SMAI, 2007
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