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 numb...

In this paper we answer certain questions posed by V.I. Arnold, namely, we study periods of continued fractions for solutions of quadratic equations in the form x + px = q with integer p and q, p + q ≤ R. Our results concern the average sum of period elements and Gauss–Kuzmin statistics as R → ∞.

In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. The optimal strategies for the players are given explicitly using a simple and direct method based on square completion and a Girsanov-type change of measure, suggested in Duncan et al. in e.g. [3, 4] for the mean-fiel...

In this paper, we consider minimizing the ratio of two indefinite quadratic functions subject to two quadratic constraints. Using the extension of Charnes– Cooper transformation, we transform the problem to a homogenized quadratic problem. Then, we show that, under certain assumptions, it can be solved to global optimality using semidefinite optimization relaxation.

The estimation of quadratic functions of a multivariate normal mean is an inferential problem which, while being simple to state and often encountered in practice, leads to surprising complications both from frequentist and Bayesian points of view. The drawbacks of Bayesian inference using the constant noninformative prior are now well established and we consider in this paper the advantages an...

in this paper, nonlinear klein-gordon equation with quadratic term is solved by means of an analytic technique, namely the homotopy analysis method (ham).comparisons are made between the adomian decomposition method (adm), the exact solution and homotopy analysis method. the results reveal that the proposed method is very effective and simple.

This report covers the application of a piecewise-linear approximation to a quadratic program, QP. In this case the program is one that solves 3D conformal radiation treatment problem and returns optimal beam weights. Four different methods of approximating the quadratic problem were tested and compared to each other and the original problem. The methods are δ method, λ method, σ method, and γ ...

Split quaternions are noncommutative and contain nontrivial zero divisors. Generally speaking, it is difficult to solve equations in such an algebra. In this paper, by using the roots of any split two real nonlinear systems, we derive explicit formulas for computing x2+bx+c=0 quaternion

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE), which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the g...