Recursive Approximation of the High Dimensional max Function
An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This is followed by a comparison with an alternative well-known smoothing method.
|Keywords||n dimensional max function, recursive approximation, smoothing methods, vertical linear complementarity (VLCP)|
|Publisher||Erasmus Research Institute of Management (ERIM)|
Birbil, S.I., Fang, S-C., Frenk, J.B.G., & Zhang, S.. (2003). Recursive Approximation of the High Dimensional max Function (No. ERS-2003-003-LIS). Erasmus Research Institute of Management (ERIM). Retrieved from http://hdl.handle.net/1765/267