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Since Lim's 1986 paper on the frequency-response masking (FRM) technique for the design of FIR digital filters with very small transition widths, the analysis and design of FRM filters have been a subject of study. In this paper, a new optimization technique for the design of FRM filters is proposed. Central to the new design method is a sequence of linear updates for the design variables, with each update carried out by second-order cone programming. Design simulations are presented to illustrate the proposed algorithms and to evaluate the design performance.