Recursive approximation of the high dimensional max function

Author:

Birbil Ş.İ.,Fang S.-C.,Frenk J.B.G.,Zhang S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference18 articles.

1. A smoothing technique for nondifferentiable optimization, problems;Ben-Tal,1989

2. Constrained Optimization and Lagrange Multiplier Methods;Bertsekas,1982

3. Ş.İ. Birbil, J.B.G. Frenk, S. Zhang, A finite approximation approach to min–max optimization, Forthcoming, 2004.

4. Ş.İ. Birbil, J.B.G. Frenk, S. Zhang, Generalized fractional programming with user interaction, Technical Report SEEM2004-2, The Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management, 2004.

5. Smoothing methods for convex inequalities and linear complementarity problems;Chen;Math. Programming,1995

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