Based on Litschitz infimum estimate and the technology of branch-bound, the global optimization algorithm for one-dimension finite wavelet filter approach is presented, Taking advantage of the peculiarity of this filter approach problem,the convergence rate of Lipschitz algorithm was improved from linear to second-order.
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粟塔山,吴翊.参数化滤波器逼近问题的全局最优算法[J].国防科技大学学报,2006,28(6):58-62. SU Tashan, WU Yi. The Global Optimization Algorithm for One-dimensionFinite Wavelet Filters Approach[J]. Journal of National University of Defense Technology,2006,28(6):58-62.