Neural data envelopment analysis: A simulation

This paper investigates the creation of efficiency measurements structures of decision-making units (DMUs) called Neuro-DEA, by using high-speed optimization modules called Neuro-LP, inspired in the "philosophy" of an unconventional artificial neural network (ANN) and numerical methods. In addition, the linear programming problem LPP is transformed into an optimization problem without constraints by using a pseudo-cost function, where's added a term of penalty, causing high cost all time that one of the constraints goes violated. The problem is converted into a differential equations system. An unconventional ANN implements a numerical solution based gradient method.