Tag Info

Accepted

Smooth approximation of $\max(f_1(x),f_2(x),\cdots,f_n(x))$

Indeed, there exists numerous smooth approximations for the max function. One of the most well known approximation is the Kreisselmeier-Steinhauser (KS) functional, that approximates the non-smooth ...
• 1,511

What approximation is guarantees when solving an LP with floating-point numbers?

A quick disclaimer regarding I can solve it exactly in polynomial time using e.g. interior-point methods Interior-point algorithms do not solve a problem "exactly": they provide a solution ...
• 4,183

Find an upper bound for an objective function

Yes, because $\log$ is monotonic, it preserves inequalities. The tightness depends on your other constraints.
• 32.7k

How to apply smooth approximation to non-linear complementarity constraints?

Read Bintong CHen and Patrick T. Harker, Smooth Approximations to Nonlinear Complementarity Problems, SIAM Journal on Optimization, 7(2), 403-320, 1997
• 13.5k

Normal approximation of Poisson distribution

Context Free Algebra. As pointed out by xd y in the comments, one way to derive this without context (i.e., understanding the Gaussian approximation to the Poisson) is just to apply the quadratic ...
• 1,895

• 13.5k
1 vote
Accepted

Deriving a lower bound for a two-stage stochastic problem

It's a while since I asked this question. I have now came across the answer which is as follows: Yes, if the stochastic problem is solved through the horizon based on the realized scenario, it ...
• 2,104

Only top scored, non community-wiki answers of a minimum length are eligible