Recursive approximation of the high dimensional max function

  • Authors:
  • Ş. İ. Birbil;S. -C. Fang;J. B. G. Frenk;S. Zhang

  • Affiliations:
  • Faculty of Engineering and Natural Sciences, Sabancı University, Orhanli-Tuzla, 34956, Istanbul, Turkey;Industrial Engineering and Operations Research, North Carolina State University, Raleigh, NC 27695-7906, USA;Econometrics Institute, Erasmus University Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands;Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong, China

  • Venue:
  • Operations Research Letters
  • Year:
  • 2005

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Abstract

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.