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.
Mots-clés : interior point method, nonlinear complementarity problem, bound constrained problem, limited memory method
@article{RO_2007__41_1_19_0,
author = {Ferris, Michael C. and Wathen, Andrew J. and Armand, Paul},
title = {Limited memory solution of bound constrained convex quadratic problems arising in video games},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {19--34},
publisher = {EDP-Sciences},
volume = {41},
number = {1},
year = {2007},
doi = {10.1051/ro:2007009},
mrnumber = {2310537},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ro:2007009/}
}
TY - JOUR AU - Ferris, Michael C. AU - Wathen, Andrew J. AU - Armand, Paul TI - Limited memory solution of bound constrained convex quadratic problems arising in video games JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2007 SP - 19 EP - 34 VL - 41 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro:2007009/ DO - 10.1051/ro:2007009 LA - en ID - RO_2007__41_1_19_0 ER -
%0 Journal Article %A Ferris, Michael C. %A Wathen, Andrew J. %A Armand, Paul %T Limited memory solution of bound constrained convex quadratic problems arising in video games %J RAIRO - Operations Research - Recherche Opérationnelle %D 2007 %P 19-34 %V 41 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro:2007009/ %R 10.1051/ro:2007009 %G en %F RO_2007__41_1_19_0
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. http://www.numdam.org/articles/10.1051/ro:2007009/
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