A note on second order cone programming approach to two-stage network data envelopment analysis
作者:Guo, CY(Guo, Chuanyin);Wei, FJ(Wei, Fajie);Chen, Y(Chen, Yao)
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
DOI:10.1016/j.ejor.2017.06.011
出版年:DEC 1 2017
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.
ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
研究方向:Business & Economics; Operations Research & Management Science
Web of Science 类别:Management; Operations Research & Management Science
文献类型:Article
语种:English
入藏号:WOS:000406731200031
ISSN:0377-2217
eISSN:1872-6860
