Recursive Approximation of the High Dimensional Max Function
15 Pages Posted: 16 Aug 2006
Date Written: January 21, 2003
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
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