A globally most violated cutting plane method for complex minimax problems with application to digital filter design |
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Authors: | A. Potchinkov R. Reemtsen |
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Affiliation: | (1) Fachbereich Elektrotechnik, Institut für Elektronik, D-10623 Berlin, Germany;(2) Fachbereich Mathematik, Technische Universität Berlin, D-10623 Berlin, Germany |
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Abstract: | In [4,6], the authors have presented a numerical method for the solution of complex minimax problems, which implicitly solves discretized versions of the equivalent semi-infinite programming problem on increasingly finer grids. While this method only requires the most violated constraint at the current iterate on a finite subset of the infinitely many constraints of the problem, we consider here a related and more direct approach (applicable to general convex semi-infinite programming problems) which makes use of the globally most violated constraint. Numerical examples with up to 500 unknowns, which partially originate from digital filter design problems, are discussed. |
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Keywords: | AMS(MOS) 65D15 65E05 41A45 41A50 90C25 90C90 |
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