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

Michael C. FerrisAndrew J. WathenPaul Armand — 2007

RAIRO - Operations Research

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, ...

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