Linear Programming (LP)

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

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