Filter Design

Filter Design

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


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

Problem Type

SOCP (small)


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. 


A zip file with this example can be downloaded here.