Now gather all of the constraints to form an LP problem:

(4.75) |

where the optimization variables are .

Solving this linear-programming problem should produce a window that
is optimal in the Chebyshev sense over the chosen frequency samples,
as shown in Fig.3.37. If the chosen frequency
samples happen to include all of the *extremal frequencies*
(frequencies of maximum error in the DTFT of the window),
then *the* unique Chebyshev window for the specified main-lobe
width must be obtained. Iterating to find the extremal frequencies is
the heart of the Remez multiple exchange algorithm, discussed in the
next section.

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Center for Computer Research in Music and Acoustics (CCRMA), Stanford University