Efficient Algorithm for Solving Semi-Infinite Programming Problems and Their Applications to Nonuniform Filter Bank Designs

C.Y.-F. Ho, Bo Ling, Yan Liu, P.K.S. Tam, Kok Lay Teo · IEEE Transactions on Signal Processing · 2006

An efficient algorithm for solving semi-infinite programming problems is proposed in this paper. The index set is constructed by adding only one of the most violated points in a refined set of grid points. By applying this algorithm for solving the optimum nonuniform symmetric/antisymmetric linear phase finite-impulse-response (FIR) filter bank design problems, the time required to obtain a globally optimal solution is much reduced compared with that of the previous proposed algorithm

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