메뉴 건너뛰기




Volumn 41, Issue 1, 2007, Pages 19-34

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

Author keywords

Bound constrained problem; Interior point method; Limited memory method; Nonlinear complementarity problem

Indexed keywords

ANIMATION; CONSTRAINED OPTIMIZATION; LINEAR ALGEBRA; QUADRATIC PROGRAMMING; VIRTUAL REALITY;

EID: 34247371452     PISSN: 03990559     EISSN: 28047303     Source Type: Journal    
DOI: 10.1051/ro:2007009     Document Type: Article
Times cited : (5)

References (24)
  • 2
    • 0001531895 scopus 로고
    • Two-point step size gradient methods
    • J. Barzilai and J.M. Borwein, Two-point step size gradient methods. IMA J. Numer. Anal. 8 (1988) 141-148.
    • (1988) IMA J. Numer. Anal , vol.8 , pp. 141-148
    • Barzilai, J.1    Borwein, J.M.2
  • 3
    • 3543086890 scopus 로고    scopus 로고
    • Preconditioning indefinite systems in interior point methods for optimization
    • L. Bergamaschi, J. Gondzio and G. Zilli, Preconditioning indefinite systems in interior point methods for optimization. Comput. Optim. Appl. 28 (2004) 149-171.
    • (2004) Comput. Optim. Appl , vol.28 , pp. 149-171
    • Bergamaschi, L.1    Gondzio, J.2    Zilli, G.3
  • 4
    • 0034345420 scopus 로고    scopus 로고
    • Nonmonotone spectral projected gradient methods on convex sets
    • E.G. Birgin, J.M. Martínez and M. Raydan, Nonmonotone spectral projected gradient methods on convex sets. SIAM J. Optim. 10 (2000) 1196-1211.
    • (2000) SIAM J. Optim , vol.10 , pp. 1196-1211
    • Birgin, E.G.1    Martínez, J.M.2    Raydan, M.3
  • 5
    • 18044400238 scopus 로고    scopus 로고
    • Algorithm 813: Spg - software for convexconstrained optimization
    • E.G. Birgin, J.M. Martinez and M. Raydan, Algorithm 813: Spg - software for convexconstrained optimization. ACM Trans. Math. Software 27 (2001) 340-349.
    • (2001) ACM Trans. Math. Software , vol.27 , pp. 340-349
    • Birgin, E.G.1    Martinez, J.M.2    Raydan, M.3
  • 6
    • 0033471382 scopus 로고    scopus 로고
    • R.H. Byrd, M.E. Hribar and J. Nocedal, An interior point algorithm for large-scale nonlinear programming. SIAM J. Optim. 9 (1999) 877-900 (electronic).
    • R.H. Byrd, M.E. Hribar and J. Nocedal, An interior point algorithm for large-scale nonlinear programming. SIAM J. Optim. 9 (1999) 877-900 (electronic).
  • 7
    • 0028319529 scopus 로고
    • Representations of quasi-Newton matrices and their use in limited memory methods
    • R.H. Byrd, J. Nocedal and R.B. Schnabel, Representations of quasi-Newton matrices and their use in limited memory methods. Math. Program. 63 (1994) 129-156.
    • (1994) Math. Program , vol.63 , pp. 129-156
    • Byrd, R.H.1    Nocedal, J.2    Schnabel, R.B.3
  • 8
    • 0029423693 scopus 로고
    • The PATH solver: A non-monotone stabilization scheme for mixed complementarity problems
    • S.P. Dirkse and M.C. Ferris, The PATH solver: A non-monotone stabilization scheme for mixed complementarity problems. Optim. Meth. Software 5 (1995) 123-156.
    • (1995) Optim. Meth. Software , vol.5 , pp. 123-156
    • Dirkse, S.P.1    Ferris, M.C.2
  • 9
    • 0005463695 scopus 로고    scopus 로고
    • Crash techniques for large-scale complementarity problems
    • edited by M.C. Ferris and J.S. Pang. Philadelphia, Pennsylvania. SIAM Publications
    • S.P. Dirkse and M.C. Ferris, Crash techniques for large-scale complementarity problems, in Complementarity and Variational Problems: State of the Art, edited by M.C. Ferris and J.S. Pang. Philadelphia, Pennsylvania. SIAM Publications (1997) 40-61.
    • (1997) Complementarity and Variational Problems: State of the Art , pp. 40-61
    • Dirkse, S.P.1    Ferris, M.C.2
  • 10
    • 28244496090 scopus 로고    scopus 로고
    • Benchmarking optimization software with performance profiles
    • E.D. Dolan and J.J. More, Benchmarking optimization software with performance profiles. Math. Program. 91 (2002) 201-213.
    • (2002) Math. Program , vol.91 , pp. 201-213
    • Dolan, E.D.1    More, J.J.2
  • 11
    • 0000660146 scopus 로고    scopus 로고
    • Complementarity problems in GAMS and the PATH solver
    • M.C. Ferris and T.S. Munson, Complementarity problems in GAMS and the PATH solver. J. Econ. Dyn. Control 24 (2000) 165-188.
    • (2000) J. Econ. Dyn. Control , vol.24 , pp. 165-188
    • Ferris, M.C.1    Munson, T.S.2
  • 12
    • 10844238213 scopus 로고    scopus 로고
    • Object-oriented software for quadratic programming
    • E.M. Gertz and S.J. Wright, Object-oriented software for quadratic programming. ACM Trans. Math. Software 29 (2003) 58-81.
    • (2003) ACM Trans. Math. Software , vol.29 , pp. 58-81
    • Gertz, E.M.1    Wright, S.J.2
  • 13
    • 0000470989 scopus 로고
    • Sparge matrices in MATLAB: Design and implementation
    • John R. Gilbert, Cleve Moler and Robert Schreiber, Sparge matrices in MATLAB: design and implementation. SIAM J. Matrix Anal. Appl. 13 (1992) 333-356.
    • (1992) SIAM J. Matrix Anal. Appl , vol.13 , pp. 333-356
    • Gilbert, J.R.1    Moler, C.2    Schreiber, R.3
  • 14
    • 2442619389 scopus 로고    scopus 로고
    • GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
    • N.I.M. Gould, D. Orban and P.L. Toint, GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Trans. Math. Software 29 (2003) 353-372.
    • (2003) ACM Trans. Math. Software , vol.29 , pp. 353-372
    • Gould, N.I.M.1    Orban, D.2    Toint, P.L.3
  • 15
    • 0034145598 scopus 로고    scopus 로고
    • Constraint preconditioning for indefinite linear systems
    • C. Keller, N.I.M. Gould and A.J. Wathen, Constraint preconditioning for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21 (2000) 1300-1317.
    • (2000) SIAM J. Matrix Anal. Appl , vol.21 , pp. 1300-1317
    • Keller, C.1    Gould, N.I.M.2    Wathen, A.J.3
  • 16
    • 0033294627 scopus 로고    scopus 로고
    • Incomplete Cholesky factorizations with limited memory
    • C.J. Lin and J. Moré, Incomplete Cholesky factorizations with limited memory. SIAM J. Sci. Comput. 21 (1999) 24-45.
    • (1999) SIAM J. Sci. Comput , vol.21 , pp. 24-45
    • Lin, C.J.1    Moré, J.2
  • 17
    • 0033436056 scopus 로고    scopus 로고
    • Newton's method for large bound-constrained optimization problems
    • C.J. Lin and J. Moré, Newton's method for large bound-constrained optimization problems. SIAM J. Optim. 9 (1999) 1100-1127.
    • (1999) SIAM J. Optim , vol.9 , pp. 1100-1127
    • Lin, C.J.1    Moré, J.2
  • 18
    • 0034345411 scopus 로고    scopus 로고
    • Automatic preconditioning by limited memory quasi-Newton updating
    • J.L. Morales and J. Nocedal, Automatic preconditioning by limited memory quasi-Newton updating. SIAM J. Optim. 10 (2000) 1079-1096.
    • (2000) SIAM J. Optim , vol.10 , pp. 1079-1096
    • Morales, J.L.1    Nocedal, J.2
  • 20
    • 0034497397 scopus 로고    scopus 로고
    • M.F. Murphy, G.H. Golub and A.J. Wathen, A note on preconditioning for indefinite linear systems. SIAM J. 3d. Comput. 21 (2000) 1969-1972.
    • M.F. Murphy, G.H. Golub and A.J. Wathen, A note on preconditioning for indefinite linear systems. SIAM J. 3d. Comput. 21 (2000) 1969-1972.
  • 21
    • 0039943513 scopus 로고
    • LSQR: An algorithm for sparse linear equations and sparse least squares
    • C.C. Paige and M.A. Saunders, LSQR: An algorithm for sparse linear equations and sparse least squares. ACM Trans. Math. Software 8 (1982) 43-71.
    • (1982) ACM Trans. Math. Software , vol.8 , pp. 43-71
    • Paige, C.C.1    Saunders, M.A.2
  • 24
    • 0031345518 scopus 로고    scopus 로고
    • L-BFGS-B, FORTRAN routines for large scale bound constrained optimization
    • C.Y. Zhu, R. Byrd, P. Lu and J. Nocedal, L-BFGS-B, FORTRAN routines for large scale bound constrained optimization. ACM Trans. Math. Software 23 (1997) 550-560.
    • (1997) ACM Trans. Math. Software , vol.23 , pp. 550-560
    • Zhu, C.Y.1    Byrd, R.2    Lu, P.3    Nocedal, J.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.