This paper proposes a smoothing method for the general n-dimensional max function, based on a recursive extension of smoothing functions for the two-dimensional max function. A theoretical framework is introduced, and some applications are discussed. Finally, a numerical comparison with a well-known smoothing method is presented.

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doi.org/10.1016/j.orl.2004.11.004, hdl.handle.net/1765/73920
Operations Research Letters
Erasmus Research Institute of Management

Birbil, I., Fang, S.-C., Frenk, H., & Zhang, S. (2005). Recursive approximation of the high dimensional max function. Operations Research Letters, 33(5), 450–458. doi:10.1016/j.orl.2004.11.004