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Solving Fuzzy Variational Inequalities |
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| Authors: | Shu-Cherng Fang Cheng-Feng Hu |
| Institution: | (1) Operations Research and Industrial Engineering, North Carolina State University, Raleigh, NC 27695-7906, USA;(2) Department of Applied Mathematics, I-Shou University, Kaohsiung, Taiwan, ROC |
| Abstract: | This paper studies the variational inequality problem over a fuzzy domain and variational inequalities for fuzzy mappings over a fuzzy domain. It is shown that such problems can be reduced to bilevel programming problems. A penalty function algorithm is introduced with a convergence proof. Numerical examples are also included to illustrate the solution procedure. |
| Keywords: | fuzzy optimization variational inequalities nonlinear programming |
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