Telecommunications: Filter design

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Problem type: SOCP (small)

Keywords: FIR, conic programming, second-order cone, SOCP.

Description: Minimax dB linear phase low-pass filter design. The problem is to find the filter weights for a finite impulse response (FIR) filter. This model forms an approximation by transforming the frequency variable (omega) into discrete values resulting in a second-order cone programming (SOCP) problem. SOCP problems can be solved by CPLEX and Gurobi.

References: Lobo, M.S., L. Vandenberghe, S. Boyd, H. Lebret, Applications of Second-order Cone Programming, Linear Algebra and its Applications 284(1-3) 1998, pp. 193-228