Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search


Linear Programming (LP)

If we can get our filter or window design problems in the form

\begin{displaymath}\begin{array}[t]{ll} \mathrm{minimize} & f^{T}x\\ \mathrm{subject}\, \mathrm{to} & \begin{array}[t]{l} \mathbf{A}_{eq}x=b_{eq}\\ \mathbf{A}x\le b\end{array}, \end{array}\end{displaymath} (4.60)

where $ x,f\in\mathbb{R}^N$ , $ b\in\mathbb{R}^M$ , $ A$ is $ M\times N$ , etc., then we are done.

The linprog function in Matlab Optimization Toolbox solves LP problems. In Octave, one can use glpk instead (from the GNU GLPK library).


Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search

[How to cite this work]  [Order a printed hardcopy]  [Comment on this page via email]

``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2020-07-26 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
CCRMA