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A globally most violated cutting plane method for complex minimax problems with application to digital filter design
Authors:A. Potchinkov  R. Reemtsen
Affiliation:(1) Fachbereich Elektrotechnik, Institut für Elektronik, D-10623 Berlin, Germany;(2) Fachbereich Mathematik, Technische Universität Berlin, D-10623 Berlin, Germany
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.
Keywords:AMS(MOS) 65D15  65E05  41A45  41A50  90C25  90C90
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