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

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