In this paper, on the basis of an order in the quotient space of fuzzy numbers, the concepts of gradient and convexity of fuzzy mappings are presented. Then, the fuzzy optimizations of differentiable fuzzy mappings and convex fuzzy mappings are discussed and some examples are provided to illustrate the main results.
The fuzzy set theory was introduced initially in 1965 by Zadeh [30] with a view to reconcile mathematical modeling and human knowledge in the engineering science. Since most of practical optimization problems are fuzzy and approximate, the concepts of convexity and differentiability of fuzzy mappings have been studied extensively to find the optimal solutions.
In 1992, Nanda and Kar [12] firstly introduced the concept of convexity for fuzzy mappings and proved that a fuzzy mapping is convex if and only if its epigraph is a convex set. Yan and Xu [29] described characteristics of the convex fuzzy mappings and quasi-convex fuzzy mappings by considering the concept of ordering due to Goetschel and Voxman [3]. In addition they discussed the properties of convex fuzzy optimizations. In [20, 21], Syau introduced the concepts of pseudo-convexity, invexity and pseudo-invexity for fuzzy mappings of one variable and investigated the relationships among them by using notion of differentiability and the results proposed by Goetschel and Voxman [3]. In [22], Syau defined a differentiable fuzzy mappings of several variables in ways that parallel the definition, proposed by Goetschel and Voxman [3], for a fuzzy mapping of one variable. In [23], Syau introduced and investigated a new kind of generalized convex fuzzy mappings known as a B-vex fuzzy mappings and proved that a strictly B-vex, or B-preinvex fuzzy mappings has at most one global minimum point. Wang and Wu [25] proposed the concepts of directional derivative, differential and subdifferential of fuzzy mappings from into the set of fuzzy numbers and discussed the characterizations of directional derivative and differential. Panigrahi et al. [16] extended and generalized these concepts to fuzzy mappings of several variables using the approach due to Buckley and Feuring [2] for fuzzy differential and derived a K-K-T condition for the constrained fuzzy minimization problems. Wu and Xu [27] introduced the concepts of fuzzy pseudoconvex, fuzzy invex, fuzzy pseudoinvex and fuzzy preinvex mapping from to the set of fuzzy numbers and relations were discussed between the fuzzy variational-like inequality and the fuzzy optimizations. Wu [26] discussed the optimality conditions for optimization problems with convex constraints and multiple fuzzy-valued objective functions. Bao and Wu [1] introduced a new class of fuzzy mappings called semistrictly convex fuzzy mappings and proved that a local minimum of a semistrictly convex fuzzy mappings is also a global minimum.
In [17], Qiu et al. intuitively showed a method of finding the inverse operation in the quotient space of fuzzy numbers based on the Mareš equivalence relation [10, 11], which have the desired group properties for the addition operation [6, 28]. Jamison [6–8] proposed the midpoint functions of fuzzy numbers and pointed out that a fuzzy number is equivalent to a fuzzy number if and only if they have the same midpoint function. In this paper, on the basis of an order in the quotient space of fuzzy numbers, we will study the basic theory of fuzzy optimizations. In Section 2, we recall some related concepts and lemmas. In Section 3, we will deal with the convexity and gradient of a fuzzy mapping in the quotient space of fuzzy numbers. In Section 4, we will discuss the properties of fuzzy optimizations of differentiable fuzzy mappings and convex fuzzy mappings.
Preliminaries
This section is to recall some pertinent concepts and key lemmas from the function of bounded variation, fuzzy numbers and fuzzy equivalence classes which will be used later.
Definition 2.1. [9] Let be a function. f is said to be of bounded variation if there exists a C > 0 such that
for every partition a = x0 < x1 < x2 < ⋯ < xn = b on [a, b]. The set of all functions of bounded variation on [a, b] is denoted by BV [a, b].
Definition 2.2. [9] Let be a function of bounded variation. The total variation of f on [a, b], denoted by , is defined by
where p represents all partitions of [a, b].
Lemma 2.3. [9] Let f, g ∈ BV [a, b], then we have (1) cf + dg ∈ BV [a, b] and
for any contents (2) fg ∈ BV [a, b] and
A fuzzy set in is characterized by a membership function . The α-level set of is denoted by for each α ∈ (0, 1]. The 0-level set is defined as the closure of the set , i.e., . A fuzzy set is said to be a fuzzy number if it satisfies the following conditions:
is normal, i.e., there exists an such that ;
is convex, i.e., λ ∈ (0, 1);
is upper semicontinuous, i.e., the α-level set is a closed subset of for all α ∈ [0, 1];
the 0-level set is a compact subset of .
Let ℱ be the set of all fuzzy numbers on . Then for any , it is well known that the α-level set is a non-empty bounded closed interval in for all α ∈ [0, 1], where denotes the left-hand end point of and the denotes the right one.
For any and , owing to Zadeh’s extension principle [31], the addition and scalar multiplication can be respectively defined for any by
and
We say that a fuzzy number is symmetric, if , i.e., for all . Denote the set of all symmetric fuzzy number by §.
Definition 2.4. [4] Let , we say that is equivalent to , if there exist two symmetric fuzzy numbers such that and then we denote this by
It is easy to verify that the equivalence relation defined above is reflexive, symmetric and transitive [10]. Let denote the fuzzy equivalence class containing the element and ℱ/§ the set of all fuzzy equivalence classes.
Definition 2.5. [17] Let , we define the midpoint function by assigning the midpoint of each α-level set to for all α ∈ [0, 1], i.e.,
Then the function will be called the midpoint function of the fuzzy number .
Lemma 2.6. [17] For any , the midpoint function is continuous from the right at 0 and continuous from the left on [0, 1]. Furthermore, it is a function of bounded variation on [0, 1].
Definition 2.7. [11] Let and let be a fuzzy number such that for some , if for some and , then . Then the fuzzy number will be called the Mareš core of the fuzzy number .
Definition 2.8. [19] Let , we define the midpoint function by for all α ∈ [0, 1], where is the Mareš core of .
Next, we will discuss some kinds of operations on the quotient space of fuzzy numbers ℱ/§.
Definition 2.9. [19] Let , we define the sum of this two fuzzy equivalence classes as a fuzzy equivalence class , which satisfies the condition for all α ∈ [0, 1] and we denote this by
Remark 2.10. [7, 8] The addition operation defined by Definition 2.9 is a group operation over the set of fuzzy equivalence classes ℱ/§ up to the equivalence relation in Definition 2.4.
Now, we define operation of multiplication and scalar-multiplication on the quotient space of fuzzy numbers.
Definition 2.11. [11] Let , we say that is the product of and if their midpoint functions satisfy for all α ∈ [0, 1] and denote this by
Definition 2.13. Let , we say that if for all α ∈ [0, 1]. If and , then . We say that , if and there exists at least one α0 ∈ [0, 1] such that
For any , if either or , then we say that and are comparable, otherwise non-comparable. Note that ⪯ is a partial order relation on ℱ/§. In the field of fuzzy optimizations, ranking of fuzzy numbers is an important and prerequisite procedure. In general, we rank two fuzzy numbers by considering their left-hand functions and right-hand functions [5, 16], which is called the fuzzy-max order. We will show that two fuzzy numbers are not comparable by using the general method but the corresponding equivalence classes are comparable in the sense of Definition 2.13.
Example 2.14. Define respectively by
Then by Theorem 3.10 and 3.13 in [19], we can get that the level sets of the Mareš core of are
It is obvious that in the sense of Definition 2.13. However, the fuzzy numbers and are not comparable with respect to the fuzzy-max order [5, 16].
It is easy to see that (ℱ/§ , dsup) is a metric space [17].
Fuzzy mappings
The range of fuzzy mappings we discussed is the set of all fuzzy equivalence classes ℱ/§. Furthermore, since ℱ/§ is not totally ordered, we have to define the class of comparable fuzzy mappings.
Definition 3.1. Let F : T→ ℱ/§ be a fuzzy mapping, where . F is said to be comparable if for each pair s, t ∈ T with s ≠ t, F (s) and F (t) are comparable. Otherwise, F is said to be a non-comparable fuzzy mapping. Let ℰ denote the set of all comparable fuzzy mappings.
Example 3.2. We give a fuzzy mapping , defined by MF(t) (α) = f (t) g (α) for all α ∈ [0, 1], where is a real-valued mapping and is a non-negative real-valued mapping. For each pair s, t ∈ T with s ≠ t, we have MF(s) (α) - MF(t) (α) = g (α) (f (s) - f (t)) for all α ∈ [0, 1]. Then it is easy to get that F is comparable.
Definition 3.3. [18] Let F : T→ ℱ/§ be a fuzzy mapping, where . Then F is said to be continuous at t ∈ T with respect to dsup if for any h ≠ 0 with t + h ∈ T such that If t = a (orb), then we consider only h → 0+ or (h → 0-).
Definition 3.4. [19] Let F : T→ ℱ/§ be a fuzzy mapping, where . Then F is said to be differentiable at t ∈ T if there exists an F′ (t)∈ ℱ/§ such that
If t = a (orb), then we consider only h → 0+ or (h → 0-).
Lemma 3.5. [19] F : T→ ℱ/§ is differentiable on T if and only if
MF(t) (α) is differentiable with respect to t ∈ T for all α ∈ [0, 1], i.e., exists and is of bounded variation with respect to α ∈ [0, 1] for all t ∈ T.
The mappings {MF(t) (α) } α∈[0,1] are uniformly differentiable with the derivatives , i.e., for each t ∈ T and ɛ > 0, there exists a δ > 0 such that
for all |h| ∈ (0, δ) and α ∈ [0, 1].
Lemma 3.6. [19] If F : T→ ℱ/§ is differentiable, then it is continuous with respect to dsup.
Definition 3.7. Let and be an n-dimensional fuzzy equivalence class vector and n-dimensional real vector respectively. Define their product as
which is a fuzzy equivalence class.
Notice that in this paper later the vectors are all column vectors, whose components will be denoted by the transpose symbol T as t = (t1, t2, ⋯ , tn)T. The vector components will be denoted by ti and the sequence of vectors will be denoted by {tk}.
Definition 3.8. Let F : Ω→ ℱ/§ be a fuzzy mapping, where Ω is an open subset in . We say that F has a partial derivative at t = (t1, t2, ⋯ , tn)T∈ Ω with respect to the i-th variable ti if there exists an such that
where ei stands for the unit vector that the i-th component is 1 and the others are 0.
Definition 3.9. Let F : Ω→ ℱ/§ be a fuzzy mapping, where Ω is an open subset in . We say that F is differentiable at t = (t1, t2, ⋯ , tn)T∈ Ω if F has continuous partial derivatives with respect to the i-th variable ti (i = 1, 2, ⋯ , n) and satisfies
where is an n-dimensional fuzzy equivalence class vector defined by
∥h∥ is the usual Euclid norm of and o : [0, + ∞) → ℱ/§ is a fuzzy mapping that satisfies
Then we call , the gradient of the fuzzy mappings F at t.
Theorem 3.10.Let F : Ω→ ℱ/§ be differentiable at t = (t1, t2, ⋯ , tn)T∈ Ω, where F ∈ ℰ and Ω is an open subset in . If there is a vector such that for some α0 ∈ [0, 1], then there exists a δ > 0 such that F (t + λd) ≺ F (t) for each λ ∈ (0, δ) and we say that d is a descent direction of F at t.
Proof. Since F is differentiable at t, by Definition 3.10 we have
for any , where
as λ → 0. Since λ ≠ 0, we get
for all α ∈ [0, 1]. Since for some α0 ∈ [0, 1] and
as λ → 0, there exists a δ > 0 such that
for α0 and each λ ∈ (0, δ). Then we have
Sinceλ > 0, we get MF(t+λd) (α0) - MF(t) (α0) < 0, that is MF(t+λd) (α0) < MF(t) (α0) for α0 and each λ ∈ (0, δ). Furthermore, since F ∈ ℰ, we have F (t + λd) ≺ F (t).
Definition 3.11. Let be an n × n fuzzy equivalence class matrix in which the entries are all fuzzy equivalence classes. is said to be symmetric if for all i, j = 1, 2, ⋯ , n. is said to be positive semi-definite if the midpoint-value matrices are positive semi-definite for all α ∈ [0, 1]. is said to be positive definite if is positive semi-definite and the midpoint-value matrices are positive definite for at least one α ∈ [0, 1].
Definition 3.12. Let F : Ω→ ℱ/§ be a fuzzy mapping, where Ω is an open subset in . We say that F is twice differentiable at t = (t1, t2, ⋯ , tn)T∈ Ω if F has continuous twice partial derivatives with respect to i-th variable ti (i = 1, 2, ⋯ , n) and j-th variable tj (j = 1, 2, ⋯ , n) such that
where is an n × n fuzzy equivalence class matrix defined by
and o : [0, + ∞) → ℱ/§ is a fuzzy mapping that satisfies
Then, we call , the Hessian matrix of F at t.
Since the Hessian matrix of a fuzzy mapping is a fuzzy equivalence class matrix, we can denote the midpoint-value functions matrices as
for all α ∈ [0, 1].
Definition 3.13. Let F : Ω→ ℱ/§ be a fuzzy mapping, where Ω is a non-empty convex subset in and F ∈ ℰ. F is said to be convex on Ω if for any s, t ∈ Ω and λ ∈ (0, 1), we always have F (λs + (1 - λ) t) ⪯ λF (s) + (1 - λ) F (t) . F is said to be concave if -F is convex.
Applications to fuzzy optimizations of convex fuzzy mappings with differentiability
In this section, we will discuss the properties of fuzzy optimizations of differentiable fuzzy mappings and convex fuzzy mappings.
Definition 4.1. Let be a fuzzy mapping. Consider the problem
when , the problem (1) is called unconstrained optimization problem. A point is called a feasible solution. A point is called a local optimal solution if there exists an ɛ > 0 such that for all , where is an ɛ-neighborhood around . Similarly, a point is called a strict local optimal solution if there exists an ɛ > 0 such that for all . A point is called a global optimal solution if for all t ∈ Ω. A point is called a strict global optimal solution if for all .
First, we will show some analytical properties of fuzzy optimizations with differentiable fuzzy-valued objective functions.
Theorem 4.2.Let F : Ω→ ℱ/§ be a differentiable fuzzy mappings at , where F ∈ ℰ and Ω is an open subset in . If is a local optimal solution, then , where .
Proof. Suppose , then there exists at least one α0 ∈ [0, 1] such that . Let , then we get that
Since F is differentiable and F ∈ ℰ, by Theorem 3.10 there exists a δ > 0 such that for λ ∈ (0, δ), which contradicts the assumption that is a local optimal solution. Hence, .
Theorem 4.3.Let be a twice differentiable fuzzy mappings at and F ∈ ℰ. If is a local optimal solution, then is a positive semi-definite fuzzy equivalence class matrix.
Proof. Since F is twice differentiable at , from Definition 3.12, is equal to
for any , where
as λ → 0 . Since is a local optimal solution, by Theorem 4.2 we have . Divided by λ2> 0, we get
Since is a local optimal solution, we have for λ sufficiently small. That is
for all α ∈ [0, 1] and λ sufficiently small. Since
as λ → 0, by taking the limit as λ → 0, it follows that
for all α ∈ [0, 1]. Hence, by the arbitrariness of d, is positive semi-definite for all α ∈ [0, 1], so is .
Theorem 4.4.Let be a twice differentiable fuzzy mappings at and F ∈ ℰ. If and is a positive definite fuzzy equivalence class matrix, then is a strict local optimal solution.
Proof. Since F is twice differentiable at , by Definition 3.12 we have
for any , where
as . Suppose that is not a strict local optimal solution, then there exists a sequence converging to such that
for each . Denote Since , the equality (1) implies that
for each . That is
for all α ∈ [0, 1] and each . Since ∥dk∥ = 1 and
as , when , there exists a such that dk→ d as k→ ∞. Considering this two sequences {tk} and {dk} and taking the limit as k→ ∞, we can get that for all α ∈ [0, 1], which contradicts the assumption that is positive definite. Therefore, is indeed a strict local optimal solution.
Now, we will reveal the important necessary and sufficient conditions for convex fuzzy optimizations.
Theorem 4.5.Let be a convex fuzzy mappings, where Ω is a non-empty open convex set and F ∈ ℰ. Then the any local optimal solution in the problem (1) is a global optimal solution.
Proof. Let be a local optimal solution in the problem(1). Suppose that is not a global optimal solution, then there exists at least one t′ ∈ Ω such that Since Ω is a convex set, we have for any λ ∈ (0, 1). Considering that F is convex, we have
for some α ∈ [0, 1]. Since λ > 0 can be sufficiently small, there exists an ɛ-neighborhood around such that for all where ɛ > 0, which contradicts the condition that is a local optimal solution. Hence, is also a global optimal solution.
Theorem 4.6.Let F : Ω→ ℱ/§ be a differentiable fuzzy mappings on Ω, where Ω is a non-empty open convex subset in and F ∈ ℰ. Then F is convex if and only if for any we have for each t ∈ Ω.
Proof. We suppose that F is convex, then for any we have
for each t ∈ Ω and all α ∈ [0, 1], which implies that
for each t ∈ Ω and all α ∈ [0, 1]. Furthermore, by the Definition 3 and the proof of Theorem 3.10, it is easy to get that
for each t ∈ Ω and all α ∈ [0, 1], where
as λ → 0. So, if we take the limit λ → 0, it follows that
for each t ∈ Ω and all α ∈ [0, 1], that is, for each t ∈ Ω.
Conversely, for any t1, t2∈ Ω and λ ∈ (0, 1), let t = λt1+ (1 - λ) t2, then we have
and
Now we get
Hence, F is convex.
Theorem 4.7.Let F : Ω→ ℱ/§ be a twice differentiable fuzzy mapping, where Ω is a non-empty open convex subset in and F ∈ ℰ. F is convex on Ω if and only if for each t ∈ Ω, is a positive semi-definite fuzzy equivalence class matrix.
Proof. Suppose that F is convex. For any , by Theorem 4.6 we have
for each t ∈ Ω. Since F is twice differentiable at , by Definition 3.12 we have
for any , where
as . Subtracting (5) from (6), we get
Divided by and denoted we have
for all α ∈ [0, 1]. Since
as , taking the limit as , we can get that for all α ∈ [0, 1]. Hence, by the arbitrariness of d, is positive semi-definite for all α ∈ [0, 1], so is .
Conversely, suppose that is positive semi-definite for all t ∈ Ω, then is positive semi-definite for all t ∈ Ω and α ∈ [0, 1]. Since F is a differentiable fuzzy mappings on Ω and F is comparable, we have that MF(t) (α) is differentiable with respect to t ∈ Ω for all α ∈ [0, 1]. Now, let any t1, t2∈ Ω, by the mean value theorem in [14], there exists at least one λ ∈ (0, 1) such that
for all α ∈ [0, 1], where t = λt1+ (1 - λ) t2. Notice that t ∈ Ω because Ω is convex and hence, by assumption, is positive semi-definite for all t ∈ Ω and α ∈ [0, 1]. Therefore, from (7) one can get
for any t1, t2∈ Ω. Hence,by Theorem 4.6 we have that F is convex on Ω.
Theorem 4.8. Let F : Ω→ ℱ/§ be a differentiable fuzzy mappings on Ω, where Ω is a non-empty open convex subset in and F ∈ ℰ. Then F is convex if and only if for each t1, t2∈ Ω we have
Proof. Suppose that F is convex. For any t1, t2∈ Ω, by Theorem 4.6 we have
and
Adding the two inequalities above, we get
Conversely, let t1, t2∈ Ω, Since F is a differentiable fuzzy mappings on Ω and F is comparable, we have that MF(t) (α) is differentiable with respect to t ∈ Ω for all α ∈ [0, 1]. By the mean value theorem in [14], there exists at least one λ ∈ (0, 1) such that
for all α ∈ [0, 1], where t = λt1+ (1 - λ) t2. And by assumption, we have
which implies that
for all α ∈ [0, 1]. That is
for all α ∈ [0, 1]. Then, by (8) we get
for all α ∈ [0, 1], which implies that for any t1, t2∈ Ω, we have
Hence, by Theorem 4.6 we have that F is convex.
Finally, we give the following example to illustrate the main results. It is also shown that we have improved some existing results in [12, 27] since the order for the equivalence classes of fuzzy numbers is more general than the fuzzy-max order.
Example 4.9. Define a fuzzy mapping F : Ω→ ℱ/§ by the level sets
for all α ∈ [0, 1], where and is the Mareš core of F (t), for all t = (t1, t2)T∈ Ω. Thus, we have
for all α ∈ [0, 1] and t = (t1, t2)T∈ Ω. It is obvious that MF(t) (α) is continuous from the right at 0 and continuous form the left on [0, 1] with respect to α. Since MF(t) (α) is increasing with respect to α, we get
Thus, we find that MF(t) (α) is of bounded variation with respect to α for all t = (t1, t2)T∈ Ω. It is easy to verify that F (t) is twice differentiable at any t = (t1, t2)T∈ Ω and F ∈ ℰ. In fact, is equal to
for all α ∈ [0, 1] and t = (t1, t2)T∈ Ω. Let , we have t = (0, 0)T. Thus, at t = (0, 0)T, Furthermore, the Hessian matrix of F at t = (0, 0)T exists and we can get that the midpoint-value matrices
are positive definite for all α ∈ [0, 1]. Hence, is a positive definite fuzzy equivalence matrix. Then by Theorem 4.4, we can get that F has a strict local optimal solution.
It is obvious that
and for all α ∈ [0, 1] and t = (t1, t2)T∈ Ω, which implies that is a positive definite fuzzy equivalence matrix for all t = (t1, t2)T∈ Ω. By Theorem 4.7 we have that F is convex on Ω. By Theorem 4.5, the strict local optimal solution t = (0, 0)T is indeed a strict global optimal solution of F.
Conclusions
In this present investigation, the concepts of gradient and convexity of the fuzzy mappings are presented in the quotient space of fuzzy numbers. The fuzzy optimizations of differentiable fuzzy mappings and convex fuzzy mappings are discussed. The research results on the quotient space of fuzzy numbers can be traced back to the works of Mareš [10, 11]. Hong and Do [4] improved this results and proposed a more refined equivalence relation. This equivalence relation can be used to partition of the set of fuzzy numbers into equivalence class having the desired group properties for the addition operation. Since the quotient space of fuzzy numbers is characterized by the midpoint-valued functions, there are more continuous fuzzy mappings and more differentiable fuzzy mappings. The development of fuzzy optimization theory has brought the convexity of fuzzy mappings into many theoretical and application problems recently. Thus the results of this paper may provide a background to ongoing work in related fields.
Footnotes
Acknowledgments
This work was supported by the National Natural Science Foundation of China (Grant No. 61472056), The Graduate Teaching Reform Research Program of Chongqing Municipal Education Commission (No. YJG143010) and The Natural Science Foundation Project of CQ CSTC (cstc2015jcyjA00034).
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