Recursive Approximation of the High Dimensional Max Function

15 Pages Posted: 16 Aug 2006

See all articles by S. Ilker Birbil

S. Ilker Birbil

Shu-Cherng Fang

North Carolina State University - Department of Industrial Engineering

J. B. G. Frenk

Erasmus University, Rotterdam (EUR) - Department of Econometrics ; Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

Shuzhong Zhang

The Chinese University of Hong Kong (CUHK) - Faculty of Engineering

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

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

Shu-Cherng Fang

North Carolina State University - Department of Industrial Engineering ( email )

Raleigh, NC 26695-7906
United States

J.B.G. (Hans) Frenk

Erasmus University, Rotterdam (EUR) - Department of Econometrics ( email )

P.O. Box 1738
3000 DR Rotterdam
Netherlands
+31 0 10 408 1257 (Phone)
+31 0 10 408 9162 (Fax)

Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

P.O. Box 1738
3000 DR Rotterdam
Netherlands

Shuzhong Zhang

The Chinese University of Hong Kong (CUHK) - Faculty of Engineering ( email )

Ho Sin Hang Engineering Building, Room 228
Shatin, N.T.
Hong Kong
852 2609 8240 (Phone)
852 2603 5505 (Fax)

HOME PAGE: http://www.se.cuhk.edu.hk/~zhang/

No contact information is available for S. Ilker Birbil

Register to save articles to
your library

Register

Paper statistics

Downloads
108
Abstract Views
1,280
rank
253,136
PlumX Metrics