一种实现固定和产出下均衡有效前沿的新方法

A new approach for achievement of the equilibrium efficient frontier with fixed-sum outputs

Journal of the Operational Research Society · 2015
被引 38
ABS 3

中文导读

提出一个线性规划模型,能一步实现固定和产出下的共同均衡有效前沿,解决现有算法计算负担大的问题,并引入权重限制和二次目标以获得唯一前沿。

Abstract

In a recent paper, Yang et al developed an algorithm based on the extended minimal adjustment strategy and the equilibrium competition strategy to achieve a common equilibrium efficient frontier. However, the computational burden of their algorithm is challenging when a sample contains many inefficient decision-making units (DMUs). In this paper, we propose a linear programming model that can achieve a common equilibrium efficient frontier in a single step, regardless of the number of inefficient DMUs. Furthermore, we demonstrate the existence and the non-uniqueness of the equilibrium efficient frontier and identify its shortcomings through an example. Next, we extend our approach to incorporate weight restrictions to indicate the relative importance of the different inputs and outputs and introduce the secondary goal of minimizing the maximal relative deviation for each fixed-sum output, which can result in a unique equilibrium efficient frontier.

数据包络分析数学优化线性规划效率前沿