2005-09-01
Recursive approximation of the high dimensional max function
Publication
Publication
Operations Research Letters , Volume 33 - Issue 5 p. 450- 458
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.
Additional Metadata | |
---|---|
, , | |
doi.org/10.1016/j.orl.2004.11.004, hdl.handle.net/1765/73920 | |
Operations Research Letters | |
Organisation | 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 |