A note on second order cone programming approach to two-stage network data envelopment analysis

被引:8
作者
Guo, Chuanyin [1 ]
Wei, Fajie [1 ]
Chen, Yao [2 ,3 ]
机构
[1] Beihang Univ, Sch Econ & Management, Beijing 100191, Peoples R China
[2] Nanjing Audit Univ, Coll Auditing & Evaluat, Nanjing 211815, Jiangsu, Peoples R China
[3] Univ Massachusetts, Manning Sch Business, Lowell, MA 01845 USA
关键词
Data envelopment analysis; Two-stage; Multiplicative; Second order cone programming; EFFICIENCY DECOMPOSITION; DEA MODELS;
D O I
10.1016/j.ejor.2017.06.011
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
In network data envelopment analysis (DEA) literature, the general multiplicative two-stage network model, where the objective function is the product of the two stage efficiency ratios, is highly non-linear and is impossible to be directly transformed into linear programming problems. Chen and Zhu (2017) discovered that this model corresponds to a cone-type structure and can be transformed into a second order cone programming (SOCP) problem with a parameter. The transformed parametric SOCP problem is solved by computing a series of SOCP models when the parameter is varied. We show that Chen and Zhu's (2017) model can be directly transformed into a single SOCP problem, without the need for solving parametric SOCP problems. This greatly reduces the computational burden. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码:733 / 735
页数:3
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