Optimality conditions for invex nonsmooth optimization problems with fuzzy objective functions

invex fuzzy function Karush-Kuhn-Tucker optimality conditions nondominated solution nonsmooth optimization problem with fuzzy objective function weighting method

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Review text

The author considers the following optimization problem with fuzzy-valued objective function: \[ \tilde{f}(x) \rightarrow \min \text{ s. t. }g_j(x) \leq 0, \, j\in J,\, h_i(0) = 0,\, i \in I, \] where \(I,J\) are finite index sets and \(g_j:\mathbb{R}^n \rightarrow \mathbb{R}\), \(h_i(x): \mathbb{R}^n \rightarrow \mathbb{R}\) are non-smooth locally Lipschitz functions. The fuzzy-valued objective function is described by \(\alpha\)-cuts defined as follows: \[ \tilde{f}^{\alpha} = [\min_x f^L(x,\alpha), \min_x f^R(x,\alpha) ]. \] Clarke generalized derivative and Clarke generalized gradient are defined and used to introduce the concept of invexity. The representation the objective function by \(\alpha\)-cuts leads to introduction an associated bi-objective problem and establishing a connection between Pareto optimal solution of the bi-objective problem and nondominated solutions of the originally considered fuzzy-objective problem. Besides, the bi-objective problem has been used to formulate the Karush-Kuhn-Tucker optimality conditions. Some open problems connected with the presented research are outlined in the concluding part of the paper.

Recommendations

Cites work

Cited in

(4)

This page was built for publication: Optimality conditions for invex nonsmooth optimization problems with fuzzy objective functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6102829)