On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method

被引：17

作者：

GonzalezLima, MD

Tapia, RA

Thrall, RM

机构：

[1] UNIV SIMON BOLIVAR,DEPT MATEMAT,CARACAS 1080A,VENEZUELA

[2] UNIV SIMON BOLIVAR,CTR ESTADIST & SOFTWARE MATEMAT,CARACAS 1080A,VENEZUELA

[3] RICE UNIV,DEPT COMPUTAT & APPL MATH,HOUSTON,TX 77251

[4] RICE UNIV,CTR RES PARALLEL COMPUTAT,HOUSTON,TX 77251

[5] RICE UNIV,JONES GRAD SCH ADM,HOUSTON,TX 77251

来源：

ANNALS OF OPERATIONS RESEARCH | 1996年 / 66卷

关键词：

primal-dual interior-point algorithm; strong complementarity slackness; analytic center of the solution set; DEA;

D O I：

10.1007/BF02187298

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A novel approach for solving the DEA linear programming problems using a primal-dual interior-point method is presented. The solution found by this method satisfies the Strong Complementarity Slackness Condition (SCSC) and maximizes the product of the positive components among all SCSC solutions. The first property is critical in the use of DEA and the second one contributes significantly to the reliability of the solution.

引用

页码：139 / 162

页数：24

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