Recursive Approximation of the High Dimensional max Function

Ilker Birbil, Shu-Cherng Fang, Hans Frenk and Shuzhong Zhang

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This is followed by a comparison with an alternative well-known smoothing method.

Keywords: n dimensional max function; recursive approximation; smoothing methods; vertical linear complementarity (VLCP) (search for similar items in EconPapers)
JEL-codes: C61 M M11 R4 (search for similar items in EconPapers)
Date: 2003-01-21
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