Solving Variational Inequalities in a Fuzzy Environment

This paper deals with the variational inequalities in a fuzzy environment. It shows that solving the fuzzy variational inequalities is equivalent to solving a fuzzy generalized complementarity problem. By using the tolerance approach, we show that the fuzzy generalized complementarity problem can be converted to a regular unconstrained nonlinear programming problem. An entropic regularization technique is then applied to solve the resulting optimization problem. Some computational results are included.