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BY 4.0 license Open Access Published by De Gruyter Open Access July 9, 2019

Variational-like inequalities for n-dimensional fuzzy-vector-valued functions and fuzzy optimization

  • Ting Xie and Zengtai Gong EMAIL logo
From the journal Open Mathematics

Abstract

The existing results on the variational inequality problems for fuzzy mappings and their applications were based on Zadeh’s decomposition theorem and were formally characterized by the precise sets which are the fuzzy mappings’ cut sets directly. That is, the existence of the fuzzy variational inequality problems in essence has not been solved. In this paper, the fuzzy variational-like inequality problems is incorporated into the framework of n-dimensional fuzzy number space by means of the new ordering of two n-dimensional fuzzy-number-valued functions we proposed [Fuzzy Sets and Systems 295 (2016) 19-36]. As a theoretical basis, the existence and the basic properties of the fuzzy variational inequality problems are discussed. Furthermore, the relationship between the variational-like inequality problems and the fuzzy optimization problems is discussed. Finally, we investigate the optimality conditions for the fuzzy multiobjective optimization problems.

1 Introduction

Variational inequality theory, where the function is a vector-valued mapping, known either in the form presented by Hartman and Stampacchia [1] or in the form introduced by Minty [2], has become an effective and powerful tool for studying a wide class of linear/nonlinear problems arising in diverse applied fields such as optimization and control, mechanics, economics and engineering sciences. Vector variational inequality, where the function is a matrix-valued mapping, was first introduced and studied by Giannessi [3] in finite-dimensional Euclidean spaces. This is a generalization of a scalar variational inequality to the vector case by virtue of multi-criteria considering. In the study of problems related to stochastic impulse control, Bensoussan and Lions [4] proposed quasi-variational inequality [5, 6, 7], where the function is a set-valued mapping. However, one frequently observes that there are objects that have an ambiguous status in the real world. The fuzzy set theory, introduced by Zadeh [8] in 1965, offers a wide variety of techniques for analyzing imprecise data and fuzzy numbers [9] have been investigated extensively. In order to deal with the variational inequalities derived from some fuzzy environments, in 1989, Chang and Zhu [10] introduced the concepts of variational inequalities for fuzzy mapping in abstract spaces and investigated the existence of some types of variational-like inequalities for fuzzy mappings. Since then, several types of variational inequalities and complementarity problems for fuzzy mappings have been studied by various researchers [11, 12, 13, 14, 15, 16, 17, 18].

On the other hand, variational inequalities are efficient tool for the investigation of optimization problems because these inequalities ensure the existence of efficient solutions, under the condition of convexity or generalized convexity. Many works of these type of inequalities have been focused on looking for the relations between the solutions of various type of variational inequalities and optimization problems [19, 20]. While very few investigations have appeared to study the relationships between fuzzy variational inequalities and fuzzy optimization problems. Wu and Xu [21, 22] introduced the generalized monotonicity of fuzzy mappings and discussed the relationship between the fuzzy variational-like inequality and fuzzy optimization problems. Weir [23] and Noor [24, 25] have studied some basic properties of the preinvex functions and their role in optimization and variational-like inequality problems. In [24], Noor has pointed out that the concept of invexity plays exactly the same role in variational-like inequality problems as the classical convexity plays in variational inequality problems, and has shown that the variational-like inequality problems are well defined in the setting of invexity. Recently, Ruiz-Garzon et al. [26] established relationships between vector variational-like inequality and optimization problems, under the assumptions of pseudo-invexity. However, the exiting results on the variational inequalities for fuzzy mappings are focused on two methods. Since the cut set of a 1-dimensional fuzzy number is a close interval on R, one method is investigates the n-dimensional fuzzy-vector-valued function whose components are the 1-dimensional fuzzy numbers by means of the ordering of two fuzzy numbers proposed by Goetschel and Voxman [27] or by Nanda and Kar [28]; the other method is transformed into the classical set-valued variational inequalities, because the cut set of an n-dimensional fuzzy number is a nonempty compact convex subset of Rn. To the best of our knowledge, very few studies have investigated the variational inequalities for n-dimensional fuzzy number-valued functions directly in n-dimensional fuzzy number space. The main reason is that there is almost no related research about the ordering and the difference of n-dimensional fuzzy numbers. Until 2016, Gong and Hai [29] introduced the concept of a convex fuzzy-number-valued function based on a new ordering ⪯c of n-dimensional fuzzy numbers, and investigated some relations among the convexity and quasiconvex of n-dimensional fuzzy-number-valued functions, and also study the local-global minimum properties of the convex fuzzy number-valued functions. The present study is to incorporate the fuzzy variational-like inequality problems into the framework of n-dimensional fuzzy number space by the new ordering of two n-dimensional fuzzy numbers, which is a further study in theoretical research and more convenient in practical application.

The aim of this paper is to incorporate the fuzzy variational-like inequality problems into the framework of n-dimensional fuzzy number space. To make our analysis possible, we present the preliminary terminology used throughout this paper in Section 2. In Section 3, the concept of generalized monotonicity and invexity for n-dimensional fuzzy-number-valued functions are presented and some properties are discussed. In Section 4, we introduce the fuzzy variational-like inequality based on the order ⪰c and obtain the existence of a solution of the fuzzy variational-like inequality. The relationship between the variational-like inequality problems and fuzzy optimization problems is given in Section 5. We investigate the optimality conditions for the fuzzy multiobjective optimization problems in Section 6. Section 7 concludes this paper.

2 Preliminaries

Throughout this paper, Rn denotes the n-dimensional Euclidean space, 𝓚n and KCn denote the spaces of nonempty compact and compact convex sets of Rn, respectively. Let 𝓕(Rn) be the set of all fuzzy subsets on Rn. A fuzzy set u on Rn is a mapping u : Rn → [0, 1], and u(x) is the degree of membership of the element x in the fuzzy set u. For each fuzzy set u, we denote its r-level set as [u]r = {xRn : u(x) ≥ r} for any r ∈ (0, 1], and in some references also denoted by ur for short. The support of u we denote by suppu where suppu = {xRn: u(x) > 0}. The closure of suppu defines the 0-level of u, i.e. [u]0 = cl(suppu). Here cl(M) denotes the closure of set M. Fuzzy set u ∈ 𝓕(Rn) is called a fuzzy number if [30, 31]

  1. u is a normal fuzzy set, i.e., there exists an x0Rn such that u(x0) = 1,

  2. u is a convex fuzzy set, i.e., u(λ x + (1 − λ)y) ≥ min{u(x),u(y)} for any x, yRn and λ ∈ [0, 1],

  3. u is upper semicontinuous,

  4. [u]0 = cl(suppu) = cl(⋃r∈(0,1][u]r) is compact.

    We use En to denote the fuzzy number space. Note that if u : R → [0, 1], then u is a 1-dimensional fuzzy number, denoted by uE, and [u]r = [u(r), u+(r)] is a close interval on R.

    It is clear that each uRn can be considered as a fuzzy number u defined by

    u(x)=1,x=u,0,otherwise. (2.1)

    In particular, the fuzzy number 0 is defined as 0(x) = 1 if x = 0, and 0(x) = 0 otherwise.

Example 2.1

Let uE2 is defined by

u(x,y)=1x2y2,x2+y21,0,otherwise, (2.2)

then [u]r = {(x, y): x2 + y2 ≤ 1 − r2}, r ∈ [0, 1].

Theorem 2.2

[32] If uEn, then

  1. [u]r is a nonempty compact convex subset of Rn for any r ∈ (0, 1],

  2. [u]r1 ⊆ [u]r2, whenever 0 ≤ r2r1 ≤ 1,

  3. if rn > 0 and rn converging to r ∈ [0, 1] is nondecreasing, then n=1[u]rn=[u]r.

    Conversely, suppose for any r ∈ [0, 1], there exists an ArRn which satisfies the above (i)-(iii), then there exists a unique uEn such that [u]r = Ar, r ∈ (0, 1], [u]0 = r∈(0,1][u]rA0.

    Let u, vEn, kR. For any xRn, the addition and scalar multiplication can be defined, respectively, as:

    (u+v)(x)=sups+t=xmin{u(s),v(t)}, (2.3)
    (ku)(x)=u(xk),k0, (2.4)
    (0u)(x)=1,x=0,0,x0. (2.5)

    It is well known that for any u, vEn and kR, the addition u + v and the scalar multiplication ku have the level sets

    [u+v]r=[u]r+[v]r={x+y:x[u]r,y[v]r}, (2.6)
    [ku]r=k[u]r={kx:x[u]r}. (2.7)

Proposition 2.3

[33] If u, vEn, k, k1, k2R, then

  1. k(u + v) = ku + kv,

  2. k1(k2 u) = (k1 k2)u,

  3. (k1+k2) u = k1 u + k2u when k1 ≥ 0 and k2 ≥ 0.

    Give two subsets A, BRn and kR, the Minkowski difference is given by AB = A + (−1)B = {ab : aA, bB}. However, in general, A + (−A) ≠ 0, i.e. the opposite of A is not the inverse of A in Minkowski addition (unless A = {a} is a singleton). The spaces 𝓚n and KCn are not linear spaces since they do not contain inverse elements and therefore subtraction is not defined. To partially overcome this situation, Hukuhara [36] introduced the following H-difference AB = CA = B + C and an important property of ⊖ is that AA = {0}, ∀ ARn and (A + B) ⊖ B = A, ∀ A, BRn. The H-difference is unique, but a necessary condition for AHB to exist is that A contains a translation {c} + B of B. In order to overcome this situation, Stefanini [37] defined the generalized Hukuhara difference of two sets A, B ∈ 𝓚n as follows

    AgHB=C(1)A=B+C,or(2)B=A+(1)C. (2.8)

    The generalized Hukuhara difference has been extended to the fuzzy case in [38]. For any u, vEn, the generalized Hukuhara difference (gH-difference for short) is the fuzzy number w, if it exists, such that

    ugHv=w(1)u=v+w,or(2)v=u+(1)w. (2.9)

    It is possible that the gH-difference of two fuzzy numbers does not exist. To solve this shortcoming, in [39] a new difference between fuzzy numbers was proposed. Using the convex hull (conv) the new difference was defined as follows.

Definition 2.4

[39, 40] The generalized difference (g-difference for short) of two fuzzy numbers u, vEn is given by its level sets as

[ugv]r=cl(convβr([u]βgH[v]β)),r[0,1], (2.1)

where the gH-differencegH is with interval operands [u]β and [v]β.

A necessary condition for ug v to exist is that either [u]r contains a translation of [v]r or [v]r contains a translation of [u]r for any r ∈ [0, 1].

Proposition 2.5

[41] Let u, vEn. Then

  1. if the g-difference exists, it is unique,

  2. ug u = 0,

  3. (u + v) ⊖g v = u, (u + v) ⊖g u = v,

  4. ug v = −(vg u).

    Given u, vEn, the distance D : En × En → [0, +∞) between u and v is defined by the equation

    D(u,v)=supr[0,1]d([u]r,[v]r), (2.11)

    where d is the Hausdorff metric given by

    d([u]r,[v]r)=inf{ε:[u]rN([v]r,ε),[v]rN([u]r,ε)}=max{supa[u]rinfb[v]rab,supb[v]rinfa[u]rab}.

    N([u]r, ε) = {xRn : d(x, [u]r) = infy∈[u]rd(x, y) ≤ ε} is the ε-neighborhood of [u]r. Then, (En, D) is a complete metric space, and satisfies D(u + w, v + w) = D(u, v), D(ku, kv) = ∣kD(u, v) for any u, v, wEn and kR.

    Let Sn−1 = {xRn: ∥x∥ = 1} be the unit sphere of Rn and 〈⋅, ⋅〉 be the inner product in Rn, i.e. 〈 x, y 〉 = i=1n xiyi, where x = (x1, x2, ⋯, xn) ∈ Rn, y = (y1, y2, ⋯, yn) ∈ Rn. Suppose uEn, r ∈ [0, 1] and xSn−1, the support function of u is defined by

    u(r,x)=supa[u]ra,x. (2.12)

Theorem 2.6

[42] Suppose uEn, r ∈ [0, 1], then

[u]r={yRn:y,xu(r,x),xSn1}. (2.13)

For uEn, we denote the centroid of [u]r, r ∈ [0, 1] as

([u]rx1dx1dx2dxn[u]r1dx1dx2dxn,[u]rx2dx1dx2dxn[u]r1dx1dx2dxn,,[u]rxndx1dx2dxn[u]r1dx1dx2dxn),

where ∫ ⋯ ∫[u]r1dx1dx2dxn is the solidity of [u]r, r ∈ [0, 1] and ∫ ⋯ ∫[u]rxidx1dx2dxn (i = 1, 2, ⋯, n) is the multiple integral of xi on measurable sets [u]r, r ∈ [0, 1]. Next we define an order ⪯C for En.

Let τ : EnRn be a real vector-valued function defined by ([29])

τ(u)=(201r[u]rx1dx1dx2dxn[u]r1dx1dx2dxndr,201r[u]rx2dx1dx2dxn[u]r1dx1dx2dxndr,,201r[u]rxndx1dx2dxn[u]r1dx1dx2dxndr), (2.14)

where 01r[u]rxidx1dx2dxn[u]r1dx1dx2dxndr(i=1,2,,n) is the Lebesgue integral of r[u]rxidx1dx2dxn[u]r1dx1dx2dxn(i=1,2,,n) on [0, 1]. The vector-valued function τ is called a ranking value function defined on En.

Definition 2.7

[29] Let u, vEn, CRn be a closed convex cone with 0 ∈ C and CRn. We say that uc v (u precedes v) if

τ(v)τ(u)+C. (2.15)

We say that uc v if uc v and τ(u) ≠ τ(v). Sometimes we may write vc u (resp. vc u) instead of uc v (resp. uc v). In addition, ε͠En is said to be an arbitrary positive fuzzy-number if ε͠c0 (0 ∈ Rn) and D(ε͠, 0) < ε, where ε is an arbitrary positive real number.

Example 2.8

If u, vE1, then τ(u) = 01r(ur+ur+)dr,τ(v)=01r(vr+vr+)dr. Suppose C = R+ = [0, +∞) ⊆ R, uc v if and only if τ(u) ≤ τ(v), i.e., τ(v) ∈ τ(u) + [0, +∞). Therefore, when u, vE1, Definition 2.7 coincides with the definition of ordering of u, v proposed by Goetschel ([27]).

If u, vE2, in Definition 2.7, let C be the set of nonnegative orthant of R2, i.e., C = R2+ = {(x1, x2) ∈ R2 : x1 ⩾ 0, x2 ⩾ 0)} ⊆ R2.

Example 2.9

A special kind of n-dimension fuzzy numbers is the fuzzy n-cell numbers proposed in [43]. Let uL(En), i.e., [u]r = i=1n[ui(r),ui+(r)]=[u1(r),u1+(r)]×[u2(r),u2+(r)]××[un(r),un+(r)] for any r ∈ [0, 1], where the left endpoint function and the right endpoint function ui(r),ui+(r)R with ui(r)ui+(r) (i = 1, 2, ⋯, n), then we have

τ(u)=(01r(u1(r)+u1+(r))dr,01r(u2(r)+u2+(r))dr,,01r(un(r)+un+(r))dr). (2.16)

For u, vL(En), suppose C = Rn+ = {(x1, x2, ⋯, xn) ∈ Rn : x1 ⩾ 0, x2 ⩾ 0, ⋯, xn ⩾ 0)} ⊆ Rn, then we have uc vτ(u) ∈ τ(v) + c. Furthermore, for k1, k2R, we obtain

τ(k1u+k2v)=k1τ(u)+k2τ(v). (2.17)

Let M be a convex set of m-dimensional Euclidean space Rm and F be an n-dimensional fuzzy-number-valued function (fuzzy-number-valued function for short) from M into En.

Example 2.10

The following function is a 2-dimensional fuzzy-number-valued function. For constants s, tR, F:[ln15,ln15]2E2 is defined as

F(s,t)(x,y)=54e[(xs)2+(yt)2]14,ln15x,yln150,otherwise. (2.18)

Example 2.11

The following function is a fuzzy 1-cell number function. Furthermore, for constants sR, F(s)(x) = f(s)u(x).

F(s)(x)=x+es2es,esxes,2esxes,esx2es,0,otherwise, (2.19)

where f(s) = es, and

u(x)=x+12,1x1,2x,1<x<2,0,otherwise. (2.20)

The epigraph of F, denoted by epi(F), is defined as

epi(F)={(t,u):tM,uEn,F(t)cu}. (2.20)

For u, vEn, we say that u and v are comparable, if either uc v or vc u,; otherwise, they are non-comparable. F is said to be a comparable fuzzy-number-valued function if for each pair t1, t2M and t1t2, F(t1) and F(t2) are comparable; otherwise, F is said to be a non-comparable fuzzy-number-valued function.

F is said to be lower semicontinuous (l.c.) at t0M, if for any ε͠c0, there exists a neighborhood U of t0, when tU, we have F(t0)≺cF(t) + ε͠; F is said to be upper semicontinuous (u.c.) at t0M, if for any ε͠c0, there exists a neighborhood U of t0, when tU, we have F(t)≺cF(t0)+ε͠. F is continuous at t0M, if it is both l.c. and u.c. at t0, and that it is continuous if and only if it is continuous at every point of M ([29]).

Definition 2.12

([29]) Let F : MEn be a fuzzy-number-valued function.

  1. An element t0M is called a local minimum point of F if there exists a neighborhood U of t0, F(t0)⪯c F(t) for any tU.

  2. An element t0M is called a global minimum point of F if F(t0)⪯c F(t) for any tM.

  3. An element t0M is called a strictly local minimum point of F if there exists a neighborhood U of t0, F(t0)≺c F(t) for any tU and tt0.

  4. An element t0M is called a strictly global minimum point of F if F(t0)≺c F(t) for any tM and tt0.

Definition 2.13

Let A = (u1, u2, ⋯, un) ∈ (En)n, uiEn, i = 1, 2, ⋯, n, and T = (t1, t2, ⋯, tn) ∈ Rn be an n-dimensional fuzzy vector and an n-dimensional real vector, respectively. We define the product of a fuzzy vector with a real vector as TA = i=1n tiui, which is an n-dimensional fuzzy number. In addition, if TA = 0, then we say A is fuzzy orthogonal to T.

We denote the fuzzy vector 0 by 0={0,0,,0n}, where 0 ∈ En. If A = (u1, u2, ⋯, un) ∈ (E)n, uiE1, i = 1, 2, ⋯, n, then Definition 2.13 coincides with Definition 2.4 proposed in [34]. It is not difficult to obtain

[TA]r=i=1nti[ui]r=i=1n{tixi:x[ui]r}. (2.21)

For any n-dimensional fuzzy vectors X and Y, let X = {X1, X2, ⋯, Xn}, Y = {Y1, Y2, ⋯, Yn}, we use the following convention for equalities and inequalities throughout the paper:

  1. XYxic yi, i = 1, 2, ⋯ n, with strict inequality holding for at least one i;

  2. Xq Yxic yi, i = 1, 2, ⋯ n;

  3. X = Yxi =c yi, i = 1, 2, ⋯ n;

  4. X < Yxic yi, i = 1, 2, ⋯ n.

    In the following, we assume that the fuzzy-number-valued function F : MEn and fuzzy-vector-valued function F: M → (En)n are comparable, respectively.

Definition 2.14

Let F: M → (En)n be an n-dimensional fuzzy-vector-valued function, denoted by F(t) = (u1(t), u2(t), ⋯, un(t)), where ui(t) (i = 1, 2, ⋯, n) is a fuzzy-number-valued function on M. For the sake of brevity, F is called a fuzzy-vector-valued function.

  1. F is said to be a comparable fuzzy-vector-valued function if any ui(t) (i = 1, 2, ⋯, n) is a comparable fuzzy-number-valued function.

  2. For s, tM, we define g-difference of fuzzy-vector-valued functions as

    F(s)gF(t)=(u1(s)gu1(t),u2(s)gu2(t),un(s)gun(t)). (2.22)

Example 2.15

Let f(t) = (t1, t2, t3) = (et,et(et1)3,et3) R3, tR, be a 3-dimensional real-vector-valued function, and u = (u1, u2, u3) ∈ (E)3 (uiE, i = 1, 2, 3) be a 3-dimensional fuzzy-vector-valued function, where

u1=x+2,2x1,1,1x0,0,otherwise,u2=1,0x1,0,otherwise,

and

u3=1x,0x1,0,otherwise.

Then according to Definition 2.13, we have the following 1-dimensional fuzzy-number-valued function F : (0, ∞)2E and

F(t)(x)=fu=f1u1+f2u2+f3u32et+xet,2etxet,1,etxe2tet3,2et3xet,e2tet3xe2t3,0,otherwise,

and

Fr(t)=[et(r2),et(etr)3]=et[r2,0]+et(et1)3[0,1]+et3[0,1r],r[0,1].

Theorem 2.16

Let F, G ∈ (En)n. Then

  1. if the g-difference exists, it is unique,

  2. FgF = 0,

  3. (F + G) ⊖gG = F, (F + G) ⊖gF = G,

  4. FgG = −(GgF).

Proof

It is not difficult to obtain from Proposition 2.5 and Definition 2.14.

Definition 2.17

Let F: M → (En)n be a fuzzy-vector-valued function, denoted by F(t) = (u1(t), u2(t), ⋯, un(t)), where ui(t) (i = 1, 2, ⋯, n) is a fuzzy-number-valued function on M.

  1. F is said to be lower semicontinuous (l.c.) at t0M if there exists a neighborhood U of t0, any ui(t) (i = 1, 2, ⋯, n) is l.c. at t0.

  2. F is said to be upper semicontinuous (u.c.) at t0M if there exists a neighborhood U of t0, any ui(t) (i = 1, 2, ⋯, n) is u.c. at t0.

    A fuzzy-vector-valued function F : M → (En)n is continuous at t0M, if it is both l.c. and u.c. at t0, and that it is continuous if and only if it is continuous at every point of M.

Definition 2.18

Let F : MEn be a fuzzy-number-valued function, t0=(t10,t20,,tm0)intM. If g-difference F(t10,,tj0+h,,tm0)gF(t10,,tj0,,tm0) exists and there exists ujEn (j = 1, 2, ⋯, m), such that

limh0F(t10,,tj0+h,,tm0)gF(t10,,tj0,,tm0)h=uj,

then we say that F has the jth partial generalized derivative (g-derivative for short) at t0, denoted by uj=F/tj0.

Here the limit is taken in the metric space (En, D). If all the partial g-derivatives at t0 exist, then we say F is said to be generalized differentiable (g-differentiable for short) on t0. If F is g-differentiable at any interior point of M, then F is said to be g-differentiable on M. The fuzzy vector(u1, u2, ⋯, um) ∈ (En)m is said to be the gradient of F at t0, denoted byF(t0), that is,

F(t0)=(u1,u2,,um)=(F/t10,F/t20,,F/tm0).

In addition, t0M is said to be a stationary point of F ifF(t0) = 0.

Note that if M = [a, b], then Definition 2.18 coincides with the definition of F is g-differentiable on [a, b] proposed by Gong and Hai ([41]).

We call F : [a, b] → (L(En))n, denoted by F = (F1, F2, ⋯, Fn), is an n-dimensional fuzzy n-cell vector-valued function (fuzzy n-cell vector-valued function for short). If F = (f1(t)u1, f2(t)u2, ⋯, fn(t)un), where fi : [a, b] → R, uiL(En), i = 1, 2, ⋯ n, then the gradient of F at t0 is defined as

F(t0)=(F1,F2,,Fn),

and it is not difficult to obtain Fi=(uifi/t10,uifi/t20,,uifi/tm0),i=1,2,n.

Definition 2.19

The function η : M × MRn is said to be a skew function if

η(x,y)=η(y,x),x,yM. (2.23)

Definition 2.20

[35] An n-dimensional fuzzy set u is a fuzzy cone if u (γ x) = u (x) for all γ > 0 and xRn.

Definition 2.21

Let A = (u1, u2, ⋯, un) ∈ (En)n (uiEn, i = 1, 2, ⋯, n) be an n-dimensional fuzzy vector. A fuzzy dual cone of A is the n-dimensional fuzzy vector A given by

A(y)=(infxRn:xy<0(1u1(x)),infxRn:xy<0(1u2(x)),,infxRn:xy<0(1un(x))) (2.24)

for nonzero yRn, and A(0)=(1,1,,1n).

Notice that if A = (u) ∈ En is a 1-dimensional fuzzy vector, i.e., an n-dimensional fuzzy number, then Definition 2.21 reduces to Definition 8 proposed in [35].

3 Generalized convex fuzzy-number-valued functions

It is well known that the role of generalized monotonicity of the operator in vector variational inequality problems corresponds to the role of generalized convexity of the objective function in the optimization problem. In this section, we generalize convexity from vector-valued maps to fuzzy number-valued functions. The concepts of invexity and generalized monotonicity for n-dimensional fuzzy-number-valued functions are presented and some relative properties are discussed. In the following, suppose MRn be a convex set.

Definition 3.1

The mapping F : M → (En)n is said to be

  1. fuzzy monotone over M if

    (yx)(F(y)gF(x))c0,x,yM. (3.1)
  2. fuzzy invex monotone over M if there exists a continuous map η: M × MRn such that

    η(y,x)(F(y)gF(x))c0,x,yM. (3.2)

    Note that this definition reduces to the definition of monotone functions if η(y, x) = yx.

  3. fuzzy strictly invex monotone over M if there exists a continuous map η : M × MRn such that

    η(y,x)(F(y)gF(x))c0,x,yM,xy. (3.3)

Definition 3.2

A g-differentiable fuzzy mapping F : MEn is called

  1. fuzzy invex (FIX) with respect to a function η : M × MRn, if for all x, yM

    F(x)gF(y)cη(x,y)F(y). (3.4)
  2. fuzzy strictly invex (FSIX) with respect to a function η : M × MRn, if for all x, yM

    F(x)gF(y)cη(x,y)F(y),xy. (3.5)
  3. fuzzy incave (FIC) with respect to a function η : M × MRn, if for all x, yM

    F(x)gF(y)cη(x,y)F(y). (3.6)
  4. fuzzy strictly incave (FSIC) with respect to a function η : M × MRn, if for all x, yM

    F(x)gF(y)cη(x,y)F(y),xy. (3.7)

Theorem 3.3

The function F : MEn will be a fuzzy invex fuzzy-number-valued function with respect to some function η if and only if each stationary point of F is a global minimum point.

Proof

Necessity. Let F be a fuzzy invex fuzzy-number-valued function with respect to some function η. If x0 is a stationary point of F, then ∇ F(x0) = 0. Since F is fuzzy invex, using (3.4), we have F(x)⊝gF(x0)⪰c η(x, y)∇ F(x0) = 0, ∀ xM. Thus, we obtain F(x0)⪯cF(x), ∀ xM. Therefore, x0 is a global minimum point.

Sufficiency. If y is a stationary point of F, i.e., ∇ F = 0, and also a global minimum point of F, then for a function η : M × MRn, we have

F(x)gF(y)c0=η(x,y)F,xM.

Therefore, F is a fuzzy invex fuzzy-number-valued function.□

Theorem 3.4

If a g-differentiable fuzzy mapping F : MEn is fuzzy invex on M with respect to η : M × MRn and η is a skew function. Then, ∇ F : M → (En)n is fuzzy invex monotone with respect to the same η.

Proof

By the fuzzy invexity of F, there exists η(x, y) ∈ Rn, such that

F(x)gF(y)cη(x,y)F(y),x,yM.

By changing x for y,

F(y)gF(x)cη(y,x)F(x).

Adding the above two formulas, we obtain

0cη(x,y)F(y)+η(y,x)F(x).

Since η is a skew function, η(y, x) = −η(x, y), thus, we have

η(y,x)F(y)gη(y,x)F(x)c0,

that is,

η(y,x)(F(y)gF(x))c0.

Therefore, ∇ F is fuzzy invex monotone.□

Theorem 3.5

If a g-differentiable fuzzy mapping F : MEn is fuzzy strictly invex on M with respect to η : M × MRn and η is a skew function. Then, ∇ F: M → (En)n is fuzzy strictly invex monotone with respect to the same η.

Proof

By the fuzzy invexity of F, there exists η(x, y) ∈ Rn, such that

F(x)gF(y)cη(x,y)F(y),x,yM.

By changing x for y,

F(y)gF(x)cη(y,x)F(x).

Adding the above two formulas, we obtain

η(x,y)F(y)+η(y,x)F(x)c0.

Since η is a skew function, η(y, x) = −η(x, y), thus, we have

η(y,x)F(y)gη(y,x)F(x)c0,

that is,

η(y,x)(F(y)gF(x))c0.

Therefore, ∇ F is fuzzy strictly invex monotone.□

4 Variational-like inequalities for fuzzy-vector-valued functions

The existing results on the variational inequality problems for fuzzy mappings and their applications were based on Zadeh’s decomposition theorem and were formally characterized by the precise sets which are the fuzzy mappings’ cut sets directly. In this section, the fuzzy variational-like inequality problems is incorporated into the framework of n-dimensional fuzzy number space and proposed by means of the new ordering of two n-dimensional fuzzy-number-valued functions we proposed in [29]. In addition, we give the extension principle of the fuzzy variational inequality problems.

Theorem 4.1

(Decomposition theorem)[39] If uEn, then

u=λ[0,1](λ[u]λ). (4.1)

Let f : MEn be a fuzzy-number-valued function, then ∀ xM, [f(x)]α = fα(x) = f(x)(α) = f(x, {α}) = {xRn : f(x) ⩾ α}, α ∈ [0, 1], denotes the α-cut set of f. According to Theorem 2.2, ∀ xM, fα(x) ⊆ KCn ⊆ 2Rn, where 2Rn is the family of all nonempty subsets of Rn.

Definition 4.2

Let M be a closed and convex set in Rm. Given a continuous mapping η : M × MRn.

  1. The variational-like inequality problem for n-dimensional fuzzy mappings (fuzzy variational-like inequality problem for short), denoted by FVLIP(M, F, η), is to find xM such that

    η(x,y)F(x)c0,yM, (4.2)

    where F : M → (En)n is a continuous fuzzy-vector-valued mapping.

  2. The variational inequality problem for n-dimensional fuzzy mappings (fuzzy variational inequality problem for short), denoted by FVIP(M, F), is to find xM such that

    (yx)F(x)c0,yM, (4.3)

    where F : M → (En)n is a continuous fuzzy-vector-valued mapping.

  3. The generalized variational-like inequality problem for n-dimensional fuzzy mappings (generalized fuzzy variational-like inequality problem for short), denoted by GFVLIP(M, F,η), is to find xM with xF(x) such that

    η(x,y)xc0,yM. (4.4)

    where F : M → 2(En)n is a continuous set-valued fuzzy vector mapping, and 2(En)n is the family of all nonempty subsets of (En)n.

  4. The generalized variational inequality problem for n-dimensional fuzzy mappings (generalized fuzzy variational inequality problem for short), denoted by GFVIP(M, F), is to find xM with xF(x) such that

    (yx)xc0,yM. (4.5)

    where F : M → 2(En)n is a continuous set-valued fuzzy vector mapping, and 2(En)n is the family of all nonempty subsets of (En)n.

    Here we would like to point out that (FVLIP) and (FVIP) include many kinds of variational inequality problems as their special cases. For example,

  1. If F : MRn is a continuous real-vector-valued mapping, and C = R+ = [0,∞), then (4.3) reduces to the classical variational inequality problem: to finding xK such that

    (yx)F(x)0,yM, (4.6)

    which was considered by Stampacchia [1].

  2. If F : M → 2Rn is a continuous set-valued real-vector mapping, then (4.5) reduces to the classical generalized variational inequality problem: to finding xM with xF(x) such that

    (yx)x0,yM. (4.7)

    This problem was considered and studied by Noor [24].

    Suppose for any r ∈ [0, 1], there exists an ArRn which satisfies the conditions (i)-(iii) in Theorem 2.2, then there exists a unique FEn such that [F]r = Ar, r ∈ (0, 1], [F]0 = r∈(0,1][F]rA0. We denote A = {Ar:r ∈ [0, 1]}, then A KCn ⊆ 2Rn.

  3. Let G : MA be a set-valued mapping. Now we define a 1-dimensional fuzzy-vector-valued mapping F by

    F:MF(A),xrχA(x)(En)1,

    where χA(x)=1,xA,0,xA, is the characteristic function of the set A. Then (4.3) is equivalent to the variational inequality for fuzzy mapping, which was considered and studied by Noor [17], i.e., is to find xM with xG(x) such that

    (yx)x0,yM. (4.8)
  4. Let G : MA be a set-valued mapping. Now we define a 1-dimensional fuzzy-vector-valued mapping F by

    F:MF(A),xrχA(x)(En)1,

    where χA(x)=1,xA,0,xA, is the characteristic function of the set A. Then (4.2) is equivalent to the variational-like inequality for fuzzy mapping, which was considered and studied by Rufián-Lizana [44], i.e., is to find xM with xG(x) such that

    η(x,y)x0,yM. (4.9)

    Let a : Rn → [0, 1] be a function, we have fa(x) = {xRn : f(x) ⩾ a(x)}. ∀ xRn, suppose for any a(x) ∈ [0, 1], there exists an Aa(x)Rn which satisfies the conditions (i)-(iii) in Theorem 2.2, then there exists a unique FEn such that [F]a(x) = Aa(x), a(x) ∈ (0, 1], and [F]0 = a(x)∈(0,1][F]a(x)A0. We denote A = {Aa(x) : a(x) ∈ [0, 1]}, then A KCn ⊆ 2Rn.

    (v) Let G : MA be a set-valued mapping. Now we define a 1-dimensional fuzzy-vector-valued mapping F by

    F:MF(A),xa(x)χA(x)(En)1,

    where χA(x)=1,xA,0,xA, is the characteristic function of the set A. Then (4.2) is equivalent to the variational inequality for fuzzy mapping: is to find xM with xFa(x)(x) such that

    (yx)xc0,yM. (4.10)

    This problem was studied by Huang [16], where the cut a(x) depends on x. It is slightly different from that of Noor [17], where the cut is a constant. The advantages are that the cuts have more freedom than those of Noor, and the model includes that of Noor as a special case in the viewpoint of mathematics.

Remark 4.3

Let M be a convex cone in Rm and F : M → (En)n. The fuzzy variational-like inequality problem is called complementarity-like problem, denoted by NCLP(F). The NCLP(F) is an important special case of FVILP(M, F, η). That is, the NCLP(F) is to find xM such that

F(x)F,η(x)F(x)=0, (4.11)

where F denotes the fuzzy dual cone of F, i.e.,

F(y)=(infxD:xy<0(1u1(x)),infxM:xy<0(1u2(x)),,infxM:xy<0(1un(x))),yM.

Remark 4.4

If F : M → (L(En))n, the fuzzy variational-like inequality problem is called the fuzzy box constrained variational-like inequality problem, denoted by FBVLIP(M, F, η).

Example 4.5

If F : M → (L(En))n be fuzzy n-cell vector-valued function, then (FBVLIP) is to find xM such that

η(x,y)F(x)c0,yM, (4.12)

which is equivalent to

τ(η(x,y)F(x))τ(0)+C,yM, (4.13)

where C = Rn+ = {(x1, x2, ⋯, xn) ∈ Rn : x1 ⩾ 0, x2 ⩾ 0, ⋯, xn ⩾ 0} ⊆ Rn. Suppose that F = (F1, F2, ⋯, Fn), η = (η1, η2, ⋯, ηn), then (FVIP) is to find xM such that

τ(η(x,y)F(x))=τ(i=1nηiFi(x))=i=1nηiτ(Fi(x))0, (4.14)

where τ(Fi(x)) = (01r(Fi1(x)(r)+Fi1+(x)(r))dr,01r(Fi2(x)(r)+Fi2+(x)(r))dr,,01r(Fin(x)(r)+Fin+(x)(r))dr), i = 1, 2, ⋯ n.

Theorem 4.6

Let M be a nonempty, compact and convex subset of Rm and let F be a continuous mapping from X into (En)n. Then there exists a solution to the problem FVLIP(M, F, η), that is, there exists x0M such that

η(y,x0)F(x0)c0,yM. (4.15)

Proof

If M is a point, the theorem is trivial. If M is not a point, then it can be supposed that M has interior points for otherwise, without loss of generality, Rn is replaced by a suitable subspace of Rn containing M. Since a translation of the space Rn dose not affect the assumption or assertion, it can be supposed that x = 0 is an interior point of M. We denote a half-space by ∂M = {xRm : (xp)n ≤ 0}, where p is a point in Rm and n is an nonzero vector in Rm.

Let x0∂M. Then (4.15) holds if and only if there is a hyperplane π through x0, that is, π = {xRm : (xp)n = 0}, supporting M such that if N ≠ 0 is a fuzzy vector which is fuzzy orthogonal to π and pointing into the half-space not containing M, then F(x0) = –tN for some t ≥ 0.

  1. ∂M is of class C1. Assume that (4.15) fails to hold for all x0M. We shall show that

    F(x)=0 (4.16)

    has a solution x0M, which satisfies (4.15) trivially.

    Let N(x0) be the outward, unit normal vector at x0∂M. Then

    F(x0,t)=(1t)F(x0)+tN(x0),0t1,

    is a deformation of the vector field F(x0), x0∂M, into the vector field N(x0). The assumption that (4.15) dose not hold for x0∂M implies that F(x0) ≠ 0 for x0∂M, 0 ≤ t ≤ 1. Hence the indices of the vector fields F(x0), N(x0) with respect to x = 0 are identical.

    There is a deformation D(x0, s) = (1 – s)N(x0) + sx0, 0 ≤ s ≤ 1, of N(x0) into x0 and D(x0, s) ≠ 0 since x = 0 is an interior point of M. Since the vector field x0, x0∂M, has index 1 with respect to x = 0, the index of N(x0) and, hence, of F(x0) is 1. This proves that (4.16) has a solution in M.

  2. ∂M is not of class C1. By a theorem of Minkowski (see [45], pp. 36-37), there exists a sequence of compact convex sets M1M2 ⊆ ⋯ such that M is the closure of the union M1M2 ∪ ⋯ and ∂Mm, m = 1, 2, ⋯, is of class C1. By case 1, there exists xmM satisfying

    η(y,xm)F(xm)c0,yMm.

After a selection of a subsequence, it can be supposed that x0 = lim xm exists. Then, by continuity of F, it follows that

η(y,x0)F(x0)c0,yMm.

This implies (4.15) and completes the proof.□

Corollary 4.7

Let M be a nonempty, closed and fuzzy invex subset of Rm and let F : Rn → (En)n be continuous. If there exists a nonempty bounded subset B of M such that for every xMB there is a yB with

η(x,y)F(x)0,

then the problem FVLIP(M, F, η) has a solution.

5 Relationship between fuzzy variational-like inequality problems and fuzzy optimization problems

In this section, we investigate the relationships between fuzzy variational-like inequality problems and fuzzy optimization problems.

The Fuzzy Optimization Problem (FOP) is defined as

minf(t)subjecttotM, (5.1)

where M is closed and convex set and in Rn and f : MEn is continuously g-differentiable.

Theorem 5.1

Suppose that f : MEn is fuzzy invex with respect to some continuous map η : M × MRn. If tM is a solution to FVLIP(M, F, η), where F(t) = ∇f, then t is a solution to the (FOP).

Proof

By the fuzzy invexity of f, we have

f(t)gf(t)cη(t,t)f(t),tM.

Since tM is a solution to FVLIP(M, F, η), we have

η(t,t)F(t)c0,tM.

Now, setting F(t) = ∇ f(t), we obtain

f(t)gf(t)c0,tM,

that is,

f(t)cf(t),tM.

Thus, we have

f(t)=mintMf(t).

Therefore, t is a solution to the (FOP).□

Theorem 5.2

Let KRn be an invex set with respect to η, xK, and F : KEn be a g-differentiable incave fuzzy mapping (FIC) with respect to η. If x is a strictly local optimal solution to (FOP), then (x, ∇ F(x)) is a solution to (FVLIP).

Proof

Let x be a strictly local optimal solution to (FOP). By contradiction, suppose that there exists an xK such that

η(x¯,x)F(x)c0.

Since F is a g-differentiable incave fuzzy mapping,

F(x¯)gF(x)cη(x¯,x)F(x).

Thus, we have

F(x¯)cF(x).

This contradicts the fact that x is a strictly local optimal solution of (FOP).□

Theorem 5.3

Let KRn be an open invex set with respect to η, xK, and F : KEn be a g-differentiable strictly incave fuzzy mapping (FSIC) with respect to η. If x is an optimal solution of (FOP), then (x, ∇ F(x) is a solution to (FVLIP).

Proof

Let x be an optimal solution to (FOP). By contradiction, suppose that there exists an xK such that

η(x¯,x)F(x)c0.

Since F is a g-differentiable strictly incave fuzzy mapping,

F(x¯)gF(x)cη(x¯,x)F(x).

Therefore,

F(x¯)cF(x).

This contradicts the fact that x is an optimal solution to (FOP).□

6 Fuzzy multiobjective optimization

In this section, we investigate the optimality conditions for the multiobjective optimization problems.

The Fuzzy Multiobjective Optimization Problem (FMOP1) is defined as

minF(x)=(f1(x),f2(x),,fp(x))subjecttoG(x)0,H(x)=0,xM, (6.1)

where MRm is closed and convex set, the objective function F(x) : M → (L(En))p is a fuzzy-vector-valued function, G(x) : M → (L(En))l and H(x) : M → (L(En))t in constraint conditions are fuzzy-vector-valued functions, denoted by G(x) = (g1(x), g2(x), ⋯, gl(x)), H(x) = (h1(x), h2(x), ⋯, ht(x)), where fi(x), gk(x), hs(x) : MEn, i = 1, 2, ⋯, p, k = 1, 2, ⋯, l, s = 1, 2, ⋯, t.

X = {xM : G(x) ≤ 0, H(x) = 0} is said to be the feasible set of (FMOP1). Let x0X, if there does not exist xM such that F(x) ≤ F(x0), then x0 is said to be an optimal solution to (FMOP1).

Let C = Rn+ = {(x1, x2, ⋯, xn) ∈ Rn : x1 ⩾ 0, x2 ⩾ 0, ⋯, xn ⩾ 0} ⊆ Rn. Then we have

G(x)0τ(gk(x))0(0Rn),k=1,2,,l. (6.2)

where τ(gk(x))=(01r(gk1(x)(r)+gk1+(x)(r))dr,01r(gk2(x)(r)+gk2+(x)(r))dr,,01r(gkn(x)(r)+gkn+(x)(r))dr), k = 1, 2, ⋯ l, thus, we obtain

G(x)001r(gkj(x)(r)+gkj+(x)(r))dr0(0R),k=1,2,,l,j=1,2,,n. (6.3)

Similarly, we have

H(x)=001r(hsj(x)(r)+hsj+(x)(r))dr=0(0R),s=1,2,,t,j=1,2,,n. (6.4)

We denote Gk(x)=01r(gkj(x)(r)+gkj+(x)(r))dr,Hs(x)=01r(hsj(x)(r)+hsj+(x)(r))dr, k′ = 1, 2, ⋯, l × n, s′ = 1, 2, ⋯, t × n, then the fuzzy multiobjective optimization problem (FMOP1) can be transformed into the following fuzzy multiobjective optimization problem (FMOP2)

minF(x)=(f1(x),f2(x),,fp(x))subjecttoGk(x)0,Hs(x)=0,xM, (6.5)

where Gk, Hs : MR.

Obviously, the feasible set of (FMOP2) is equivalent to the feasible set of (FMOP1).

In the following, suppose that the feasible set of (FMOP2) X = {x ∈ intM : Gk(x) ≤ 0, Hs(x) = 0, k′ = 1, 2, ⋯, l × n, s′ = 1, 2, ⋯, t × n} ⊆ KCn, the real-valued functions Gk(x), k′ = 1, 2, ⋯, l × n, are convex on M, continuous and differentiable at x0X.

Definition 6.1

Let F : M → (L(En))p, denoted by F(x) = (f1(x), f2(x), ⋯, fp(x)). If for any x1, x2 ∈ intM and λ ∈ [0, 1], the inequalities

fij(λx1+(1λ)x2)λfij(x1,r)+(1λ)fij(x2,r),i=1,2,,p,j=1,2,,n, (6.6)

and

fij+(λx1+(1λ)x2)λfij+(x1,r)+(1λ)fij+(x2,r),i=1,2,,p,j=1,2,,n, (6.7)

uniformly hold for all r ∈ [0, 1], then F(x) is said to be endpoint-wise fuzzy convex.

Definition 6.2

Let F : M → (L(En))p, denoted by F(x) = (f1(x), f2(x), ⋯, fp(x)). Then we say F is endpoint-wise differentiable at x0, that is, if there exists ukij,ukij+R, k = 1, 2, ⋯, p, i = 1, 2, ⋯, n, j = 1, 2, ⋯, m, such that

limh0fki(x10,,xj0+h,,xm0,r)fki(x10,,xj0,,xm0,r)h=ukij,k=1,2,,p,

and

limh0fki+(x10,,xj0+h,,xm0,r)fki+(x10,,xj0,,xm0,r)h=ukij+,k=1,2,,p,

uniformly for r ∈ [0, 1], then we say F has jth partial endpoint-wise differentiable at x0, and we denote Fi(x0,r)xj0=uij,Fi+(x0,r)xj0=uij+. If all the partial endpoint-wise derivatives at x0 exist, then we say F is endpoint-wise differentiable at x0.

Theorem 6.3

Let the objective function F : M → (L(En))p, denoted by F(x) = (f1(x), f2(x), ⋯, fp(x)), be endpoint-wise fuzzy convex, let F be continuous and endpoint-wise differentiable at x0={x10,x20,,xm0} ∈ intM. If for any r ∈ [0, 1], there exist ω(r) = {ω1(r), ω2(r), ⋯, ωp(r)} ∈ Rp+, α(r) = {α1(r), α2(r), ⋯, αl×n(r)} ∈ R(l×n)+ and β(r) = {β1(r), β2(r), ⋯, βt×n(r)} ∈ Rt×n such that

  1. i=1pωi(r)fij(x,r)xj|x0+i=1pωi(r)fij+(x,r)xj|x0+k=1l×nαk(r)Gk(x)xj|x0+s=1t×nβs(r)Hs(x)xj|x0=0,j=1,2,,m,

  2. αk(r)Gk(x0) = 0, k′ = 1, 2, ⋯ l × n,

    then x0 is an optimal solution to (FMOP2).

    Note that ω(r), α(r), β(r) are called Lagrange multiplier vectors containing parameters, the condition (1) and (2) are called the Karush-Kuhn-Tucke r(KKT for short) conditions fo r(FMOP2).

Proof

r ∈ [0, 1], we denote f(x, r) = {f1(x, r), f2(x, r), ⋯, fp(x, r)}, and

f¯ij(x,r)=fi(x,r)+fij+(x,r),i=1,2,,p,j=1,2,,n.

Since F is endpoint-wise fuzzy convex on M, and continuous and endpoint-wise differentiable at x0, then the real-valued function fij(x,r)andfij+(x,r), i = 1, 2, ⋯, p, j = 1, 2, ⋯, n, is convex on M, and continuous and differentiable at x0. Therefore, for all r ∈ [0, 1], fij(x, r) is convex, and continuous and differentiable at x0, furthermore, we have

f¯ij(x,r)xj|x0=fij(x,r)xj|x0+fij+(x,r)xj|x0,i=1,2,,p,j=1,2,,n,j=1,2,,m.

Since ∀ r ∈ [0, 1], the KKT conditions are equivalent to

  1. i=1pωi(r)f¯ij(x,r)xj|x0+k=1l×nαk(r)Gk(x)xj|x0+s=1t×nβs(r)Hs(x)xj|x0=0,

  2. αk(r)Gk(x0) = 0, k′ = 1, 2, ⋯ l × n,

    thus, x0 is an optimal solution to the multiobjective optimization problem under this constraint conditions (1) and (2), where the mutiobjective function f(x, r) = {f1(x, r), f2(x, r), ⋯, fp(x, r)}, that is ∀x ∈ intM, we have f(x0, r) ≤ f(x, r), that is,

    f¯ij(x0,r)f¯ij(x,r),i=1,2,,p,j=1,2,,n, (6.8)

    By reductio ad absurdum, suppose that x0 is not an optimal solution of (FMOP2), then there exists x′ ∈ intM such that F(x′) < F(x0).

Let C = Rn+Rn, according to Definition 2.7, we have

01r(fij(x)(r)+fi1+(x)(r))dr<01r(fij(x0)(r)+fi1+(x0)(r))dr,i=1,2,,p,j=1,2,,n,

that is,

01rf¯ij(x,r)dr<01rf¯ij(x0,r)dr,i=1,2,,p,j=1,2,,n,

which is in contradiction to (6.8). Therefore, x0 is an optimal solution {to (FMOP2).□

Theorem 6.4

Let the objective function F : M → (L(En))p be denoted by F(x) = (f1(x)u1, f2(x)u2, ⋯, fp(x)up), where fi : [a, b] → R, uiL(En), i = 1, 2, ⋯ p, and uic 0. Let F be endpoint-wise fuzzy convex, continuous and endpoint-wise differentiable at x0={x10,x20,,xm0} ∈ intM. If there exist ω = {ω1, ω2, ⋯, ωp} ∈ Rp+, α(r) = {α1(r), α2(r), ⋯, αl×n(r)} ∈ R(l×n)+ and β(r) = {β1(r), β2(r), ⋯, βt×n(r)} ∈ Rt×n such that

  1. ωi=1pωifi(x0)+k=1l×nαk(r)Gk(x)xj|x0+s=1t×nβs(r)Hs(x)xj|x0=0,j=1,2,,m,

  2. αk(r)Gk(x0) = 0, k′ = 1, 2, ⋯ l × n,

    then x0 is an optimal solution to (FMOP2).

    Note that ω, α, β are called Lagrange multiplier vectors.

Proof

By Definition 2.18, ∀ x0M, we have ∇ F(x0) = (∇(f1(x0)u1), ∇ (f2(x0)u2), ⋯, ∇(fp(x0)up)), and

(fi(x0)ui)=(uifix10,uifix20,,uifixm0),i=1,2,,p. (6.9)

Since F is endpoint-wise fuzzy convex M, and continuous and endpoint-wise differentiable at x0, then fi(x), i = 1, 2, ⋯, p, is convex on M, continuous and differential at x0 ∈ intM, that is, the real-vector-valued function f = (f1(x), f2(x), ⋯, fp(x)) is convex on M, continuous and differential at x0 ∈ intM. Consider the following multiobjective optimization problem

minf(x)=(f1(x),f2(x),,fp(x))subjecttoGk(x)0,Hs(x)=0,xM. (6.10)

Obviously, the conditions (1) and (2) are the KKT conditions for this problem. Therefore, x0 is an optimal solution to this problem, that is, ∀ x ∈ intM, we have f(x0) ≤ f(x), that is,

fi(x0)fi(x),i=1,2,,p. (6.11)

By reductio ad absurdum, suppose that x0 is not an optimal solution to (FMOP2), then there exists x′ ∈ intM such that F(x′) < F(x0), that is, fi(x′)uc fi(x0)u, i = 1,, 2, ⋯, p.

Let C = Rn+Rn, according to Definition 2.7, we have

τ(fi(x)u)τ(fi(x0)u)+C,

thus, we obtain fi(x′)τ(u) ∈ fi(x0)τ(u) + C and fi(x′)τ(u) ≠ fi(x0)τ(u). Since uic 0, we have fi(x′) < fi(x0), which is in contradiction to (6.11). Therefore, x0 is an optimal solution to (FMOP2).□

7 Conclusions

We define the fuzzy variational-like inequality problems by using the new ordering of two n-dimensional fuzzy-number-valued functions, and the existence and the basic properties of the fuzzy variational inequality problems are also investigated. We examine the relationship between the variational-like inequality problems and fuzzy optimization problems. Additionally, we discuss the optimality conditions for fuzzy multiobjective optimization. The next step for the continuation of the research direction proposed here is to investigate ill-posedness and regularization methods of the fuzzy variational-like inequality problems, and the duality for the fuzzy multiobjective optimization problems.



Acknowledgments

We would like to thank the anonymous reviewers for their careful work and helpful comments. This research is supported by the National Natural Science Foundation of China (61763044) and the Strategic Priority Research Program of Chinese Academy of Sciences (XDA21010202).

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Received: 2018-11-25
Accepted: 2019-04-25
Published Online: 2019-07-09

© 2019 Xie and Gong, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 Public License.

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