Displaying similar documents to “Limited memory solution of bound constrained convex quadratic problems arising in video games”

On the solution of a finite element approximation of a linear obstacle plate problem

Luis Fernandes, Isabel Figueiredo, Joaquim Júdice (2002)

International Journal of Applied Mathematics and Computer Science

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In this paper the solution of a finite element approximation of a linear obstacle plate problem is investigated. A simple version of an interior point method and a block pivoting algorithm have been proposed for the solution of this problem. Special purpose implementations of these procedures are included and have been used in the solution of a set of test problems. The results of these experiences indicate that these procedures are quite efficient to deal with these instances and compare...

On diagonally preconditioning the 2-steps BFGS method with accumulated steps for supra-scale linearly constrained nonlinear programming.

Laureano F. Escudero (1982)

Qüestiió

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We present an algorithm for supra-scale linearly constrained nonlinear programming (LNCP) based on the Limited-Storage Quasi-Newton's method. In large-scale programming solving the reduced Newton equation at each iteration can be expensive and may not be justified when far from a local solution; besides, the amount of storage required by the reduced Hessian matrix, and even the computing time for its Quasi-Newton approximation, may be prohibitive. An alternative based on the reduced...

Nonmonotone strategy for minimization of quadratics with simple constraints

M. A. Diniz-Ehrhardt, Zdeněk Dostál, M. A. Gomes-Ruggiero, J. M. Martínez, Sandra Augusta Santos (2001)

Applications of Mathematics

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An algorithm for quadratic minimization with simple bounds is introduced, combining, as many well-known methods do, active set strategies and projection steps. The novelty is that here the criterion for acceptance of a projected trial point is weaker than the usual ones, which are based on monotone decrease of the objective function. It is proved that convergence follows as in the monotone case. Numerical experiments with bound-constrained quadratic problems from CUTE collection show...