A closed quasigeodesic is a closed curve on the surface of a polyhedron with at most $180^\circ$ of surface on both sides at all points; such curves can be locally unfolded straight. In 1949, Pogorelov proved that every convex polyhedron has at least three (non-self-intersecting) closed quasigeodesics, but the proof relies on a nonconstructive topological argument. We present the first finite algorithm to find a closed quasigeodesic on a given convex polyhedron, which is the first positive progress on a 1990 open problem by O'Rourke and Wyman. The algorithm also establishes a pseudopolynomial upper bound on the total number of visits to faces (number of line segments), namely, $O\left(\frac{n \, L^2}{\epsilon^2 \, \ell^2}\right)$ where $n$ is the number of vertices of the polyhedron, $\epsilon$ is the minimum curvature of a vertex, $L$ is the length of the longest edge, and $\ell$ is the smallest distance within a face between a vertex and a nonincident edge (minimum feature size of any face). On the real RAM, the algorithm's running time is also pseudopolynomial, namely $O\left(\frac{L^2}{\epsilon^2 \, \ell^2} \, n \lg n\right)$. On a word RAM, the running time grows to $O\left(\frac{b^2 \, \Delta^{36} \, L^{146}}{\epsilon^{98} \, \ell^{146}} \, n \lg n \cdot 2^{O(|R|)}\right)$, where $\Delta \leq n$ is the polyhedron's maximum vertex degree, assuming the polyhedron's intrinsic geometry is given by constant-size radical expressions with $b$-bit integers and at most $|R|$ distinct square-roots. Along the way, we introduce the expression RAM model of computation, formalizing a connection between the real RAM and word RAM hinted at by past work on exact geometric computation.

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