36,283 research outputs found

    Numerical experiments in semi-infinite programming

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    A quasi-Newton algorithm for semi-infinite programming using an L∞ exact penalty function is described, and numerical results are presented. Comparisons with three Newton algorithms and one other quasi-Newton algorithm show that the algorithm is very promising in practice

    Efficient algorithm for solving semi-infinite programming problems and their applications to nonuniform filter bank designs

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    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 algorith
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