Extended Duality in Fuzzy Optimization Problems

Abstract EN

Duality theorem is an attractive approach for solving fuzzy optimization problems.

However, the duality gap is generally nonzero for nonconvex problems.

So far, most of the studies focus on continuous variables in fuzzy optimization problems.

And, in real problems and models, fuzzy optimization problems also involve discrete and mixed variables.

To address the above problems, we improve the extended duality theory by adding fuzzy objective functions.

In this paper, we first define continuous fuzzy nonlinear programming problems, discrete fuzzy nonlinear programming problems, and mixed fuzzy nonlinear programming problems and then provide the extended dual problems, respectively.

Finally we prove the weak and strong extended duality theorems, and the results show no duality gap between the original problem and extended dual problem.