FIR filter design problems in the frequency domain are nonlinear (semi-infinite) optimization problems. In practice these almost always have been solved in a simplified form and/or only under restricting assumptions. In this paper, the four main design approximation problems in the frequency domain are stated in general forms, which allow the inclusion of constraints and the choice of an arbitrary L"p - resp. l"p-norm, 1lep#<=##infinity#, for the approximation. The careful mathematical formulation of these problems enables the derivation of several theoretical results (given in another paper), and it empowers the application of optimization procedures to their direct solution. Then, for the actual solution of these problems, a novel method for nonlinear semi-infinite programming is introduced and applied to several specific design problems. For some examples, the computed solution of the nonlinear problem is compared with a solution obtained form a convex approximation of the problem. (orig.)SIGLEAvailable from TIB Hannover: RR 7760(1999,4) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman