Tight wavelet frames via semi-definite programming

In this paper we state the “oblique extension principle” as a problem of semi-definite programming. Using this optimization technique we show that the existence of a tight frame is equivalent to the existence of a certain matrix from a cone of positive semi-definite matrices, whose entries satisfy linear constraints. We also discuss how to use the optimization techniques to reduce the number of frame generators in univariate and multivariate cases. We apply our results for constructing tight frames for several subdivision schemes.