A Smoothing Newton Method for Semi-Infinite Programming
Journal of Global Optimization
Optimized analog filter designs with flat responses by semidefinite programming
IEEE Transactions on Signal Processing
Optimization Under Probabilistic Envelope Constraints
Operations Research
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The envelope constrained (EC) filtering problem is the minimization of the noise gain of the filter while satisfying the constraint that its noiseless response to a specified input lies within a prescribed envelope. Using a hybrid filter consisting of an A/D converter, an FIR filter, and a linear interpolator, the problem is posed as a functional inequality constrained optimization problem. A technique for solving this problem is proposed by approximating it with a conventional unconstrained optimization problem that is then solved by a descent direction-based algorithm