Greetings DSP enthusiastics and other earthlings,
My problem is related with the design of perfect reconstruction modulated
filter banks. It is one component of the self-made lapped transform/filter bank
toolbox for MATLAB. I've been utilizing optimization toolbox fmincon to
solve minimization problems such as
min h^T Q h
h
subject to
c (h) = 0,
n
where h is a vector containing the coefficients of the real-valued
prototype filter, Q is a quadratic (or pos.def. ?) matrix and
the set of equality constraints c_n(h) are non-linear. More
precisely, the constraint equations can be given as
h^T C_n h - ScalarConstant = 0, but the nasty C_n is indefinite.
And sparse.
With "lowpass filter"-shaped initial value fmincon solves the problem above
without difficulties. However, my interest is to make the LT/FB toolbox
compatible with GNU OCTAVE, the free MATLAB-look-a-like. Currently the
optimization routines that are included to the OCTAVE package can not solve the
MFB design problem.
Now the actual question is:
---------------------------
Is there available GNU licence/freeware non-linear programming routines that is
applicable with MFB design? I have exact functions for the gradients, also for
the constraint equations. Yet one special feature in PR design is very strict
constraint tolerance, in my MATLAB routine TolCon=.5e-14 is utilized.
Or has anybody bumped into a specialized code for this kind of purposes, since I
know that there exists such.
Please, all suggestions are welcome as the optimization related issues are not
my favorite playgroud.
Regards,
J. Alhava
Non-linear programming; GNU licence/freeware alternatives for MATLAB fmincon?
Started by ●November 15, 2007