Recursive Approximation of the High Dimensional Max Function

Ilker Birbil (sibirbilfew.eur.nl)
Shu-chern Fang (fangeos.ncsu.edu)
Hans Frenk (frenkfew.eur.nl)
Shuzhong Zhang (zhangse.cuhk.edu.hk)

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: smoothing methods, $n$ dimensional $\max $ function, recursive approximation

Category 1: Convex and Nonsmooth Optimization

Citation: Technical Report SEEM2002-12, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong

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Entry Submitted: 01/18/2003
Entry Accepted: 01/20/2003
Entry Last Modified: 01/18/2003

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