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KKT optimality conditions for fuzzy optimization problems using \({H}^{1}\) and \({H}^{2}\) derivative

  • Tsuknungchila Jamir,
  • Prem Prakash Mishra

摘要

This paper purposes a new concept of differentiability to obtain optimality conditions for Fuzzy Optimization Problems with fuzzy number valued objective function in a Quasi-linear metric space. Hukuhara differentiability (H-differentiability) and generalized Hukuhara differentiability (gH-differentiability) are the widely adapted concepts of differentiability in literature. A core issue open to exploration is how to optimize a fuzzy objective function which is neither gH-differentiable nor H-differentiable. We derive modified Karush–Kuhn–Tucker (KKT) conditions using the concept of \({H}^{1}\) H 1 and \({H}^{2}\) H 2 differentiability, which is a generalization of the widely used Hukuhara differentiability (H-differentiability) and generalized Hukuhara differentiability (gH-differentiability). Numerical illustrations have been provided to validate the obtained results. The conditions derived in this paper cover a significantly wider range of functions as compared to the previous works which uses H-differentiability and gH-differentiability.