Saddle Point Optimality Conditions in Fuzzy Optimization Problems

Author: Wu H-C.

Source: Fuzzy Optimization and Decision Making, Volume 2, Number 3, September 2003 , pp. 261-273(13)

Publisher: Springer

Abstract:

The fuzzy-valued Lagrangian function of fuzzy optimization problem via the concept of fuzzy scalar (inner) product is proposed. A solution concept of fuzzy optimization problem, which is essentially similar to the notion of Pareto solution in multiobjective optimization problems, is introduced by imposing a partial ordering on the set of all fuzzy numbers. Under these settings, the saddle point optimality conditions along with necessary and sufficient conditions for the absence of a duality gap are elicited.

Keywords: fuzzy numbers; fuzzy-valued Lagrangian function; fuzzy-valued Lagrangian dual function; fuzzy scalar (inner) product; saddle point

Language: English

Document Type: Research article

Affiliations: 1: Department of Information Management, National Chi Nan University, Puli, Nantou 545, Taiwan hcwu@im.ncnu.edu.tw

Publication date: 2003-09-01

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• In this Subject: Mathematics and Statistics
• By this author: Wu H-C.

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