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S.I. Birbil (Ilker), S-C. Fang (Shu-Cherng), J.B.G. Frenk (Hans) and S. Zhang (Shuzhong)

2003-01-21

Recursive Approximation of the High Dimensional max Function

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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.

Additional Metadata
Keywords n dimensional max function, recursive approximation, smoothing methods, vertical linear complementarity (VLCP)
JEL Optimization Techniques; Programming Models; Dynamic Analysis (jel C61), Business Administration and Business Economics; Marketing; Accounting (jel M), Production Management (jel M11), Transportation Systems (jel R4)
Publisher Erasmus Research Institute of Management
Persistent URL hdl.handle.net/1765/267
Series ERIM Report Series Research in Management , Econometric Institute Research Papers
Rights Copyright 2002, S.I. Birbil, S.-C. Fang, J.B.G. Frenk, S. Zhang, This report in the ERIM Report Series Research in Management is intended as a means to communicate the results of recent research to academic colleagues and other interested parties. All reports are considered as preliminary and subject to possibly major revisions. This applies equally to opinions expressed, theories developed, and data used. Therefore, comments and suggestions are welcome and should be directed to the authors.
Organisation Erasmus Research Institute of Management
Citation
Birbil, I., Fang, S.-C., Frenk, H., & Zhang, S. (2003). Recursive Approximation of the High Dimensional max Function (No. ERS-2003-003-LIS). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/267
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