A new approach for the solution of unconstrained fuzzy optimization problems

The aim of this paper is to study mathematical programming techniques that are commonly used to extremize nonlinear functions of single and multiple decision variables without any constraints. We propose the Gradient Method (Steepest Descent Method of Cauchy) for solving unconstrained multi-variable fuzzy optimization problem using H-differentiability of fuzzy valued functions. A numerical example is provided to illustrate the proposed method.