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An efficient linear programming solver for optimal filter synthesis
Author(s) -
Ren Jihong,
Greif Chen,
Greenstreet Mark R.
Publication year - 2007
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.547
Subject(s) - solver , linear programming , deconvolution , mathematics , linear system , mathematical optimization , filter (signal processing) , algorithm , point (geometry) , block (permutation group theory) , system of linear equations , computer science , mathematical analysis , geometry , computer vision
We consider the problem of l ∞ optimal deconvolution arising in high data‐rate communication between integrated circuits. The optimal deconvolver can be found by solving a linear program for which we use Mehrotra's interior‐point approach. The critical step is solving the linear system for the normal equations in each iteration. We show that this linear system has a special block structure that can be exploited to obtain a fast solution technique whose overall computational cost depends mostly on the number of design variables, and only linearly on the number of constraints. Numerical experiments validate our findings and illustrate the merits of our approach. Copyright © 2007 John Wiley & Sons, Ltd.