NASOQ numerically accurate sparsity-oriented QP solver

• Published in: ACM transactions on graphics Vol. 39; no. 4; pp. 96:1 - 96:17
• Main Authors: Cheshmi, Kazem, Kaufman, Danny M., Kamil, Shoaib, Dehnavi, Maryam Mehri
• Format: Journal Article
• Language: English
• Published: New York, NY, USA ACM 08.07.2020
• Subjects: Computations on matrices; Computer graphics; Computing methodologies; Continuous optimization; Mathematical analysis; Mathematical optimization; Mathematical software; Mathematics of computing; Numerical analysis; Quadratic programming; Shape modeling; Solvers; contact simulation; indefinite factorization; sparse row modification; mesh deformation; sparse linear algebra; numerical optimization; quadratic programming
• ISSN: 0730-0301; 1557-7368
• DOI: 10.1145/3386569.3392486

Quadratic programs (QP), minimizations of quadratic objectives subject to linear inequality and equality constraints, are at the heart of algorithms across scientific domains. Applications include fundamental tasks in geometry processing, simulation, engineering, animation and finance where the accu...