Recursive approximation of the high dimensional max function

Recursive approximation of the high dimensional max function

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Article ID: iaor2006362
Country: Netherlands
Volume: 33
Issue: 5
Start Page Number: 450
End Page Number: 458
Publication Date: Sep 2005
Journal: Operations Research Letters
Authors: , , ,
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.

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