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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
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; [email protected]
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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.

Type
Research Article
Copyright
© EDP Sciences, ROADEF, SMAI, 2007

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