A globally most violated cutting plane method for complex minimax problems with application to digital filter design (Q1315252)
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English | A globally most violated cutting plane method for complex minimax problems with application to digital filter design |
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A globally most violated cutting plane method for complex minimax problems with application to digital filter design (English)
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24 November 1994
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This paper is concerned with the generalized complex Chebyshev- approximation problem: \[ \text{Minimize}\qquad F(h):= \max_{1\leq j\leq m} \max_{\omega\in\Omega_ j}\left| D_ j(\omega)- \sum^ N_{n=1} h_ n \phi_{n,j}(\omega)\right|^ p, \] over all elements \(h:= (h_ 1,\dots,h_ N)^ T\) of a nonempty closed parameter set \(H\). The authors consider a direct approach for the solution of general convex semi-infinite programming problems. The algorithm is based on the use of the globally most violated constraint. Some interesting numerical examples are discussed.
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cutting plane method
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complex minimax problems
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generalized complex Chebyshev-approximation problem
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convex semi-infinite programming problems
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algorithm
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numerical examples
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