Recursive Approximation of the High Dimensional Max Function
15 Pages Posted: 16 Aug 2006
Date Written: January 21, 2003
Abstract
An alternative smoothing method for the high dimensional max functionhas been studied. The proposed method is a recursive extension of thetwo dimensional smoothing functions. In order to analyze the proposedmethod, a theoretical framework related to smoothing methods has beendiscussed. Moreover, we support our discussion by considering someapplication areas. This is followed by a comparison with analternative well-known smoothing method.
Keywords: n dimensional max function, recursive approximation, smoothing methods, vertical linear complementarity (VLCP)
JEL Classification: R4, M, M11, C61
Suggested Citation: Suggested Citation
Birbil, S. Ilker and Fang, Shu-Cherng and Frenk, J.B.G. (Hans) and Zhang, Shuzhong, Recursive Approximation of the High Dimensional Max Function (January 21, 2003). ERIM Report Series Reference No. ERS-2003-003-LIS, Available at SSRN: https://ssrn.com/abstract=411640
Do you have negative results from your research you’d like to share?
Recommended Papers
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.