Optimality conditions and solution methodology for parameter selection in DEA
type: Item
instance of: scholarly article
title: Optimality conditions and solution methodology for parameter selection in DEA
zbMATH Open document ID: 1215.90035
DOI: 10.1504/IJMOR.2011.040025
author: X. Zhang
author: N. Chanaka P. Edirisinghe
published in: International Journal of Mathematics in Operational Research
publication date: 2011-06-28T00:00:00Z
review text: Summary: This paper focuses on developing optimality conditions and a solution methodology for generalised Data Envelopment Analysis (GDEA). The GDEA framework determines input and output parameters in DEA models of internal managerial performance of Decision Making Units (DMUs) based on an optimisation criterion involving an external non-managerial reward function on DMU performance. The resulting problem is a difficult non-convex integer optimisation model. In this paper, first-order optimality conditions are first derived, and then, these are utilised within a hybrid scheme of gradient-based search and a metaheuristic such as simulated annealing for efficient solution. Data from a financial application are used to illustrate the methodology.
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90C08
zbMATH DE Number: 5914294
zbMATH Keywords: data envelopment analysis
zbMATH Keywords: DEA
zbMATH Keywords: input selection
zbMATH Keywords: output selection
zbMATH Keywords: optimality conditions
zbMATH Keywords: gradient-based search
zbMATH Keywords: metaheuristics
zbMATH Keywords: simulated annealing
zbMATH Keywords: decision making
zbMATH Keywords: managerial performance
zbMATH Keywords: optimisation
zbMATH Keywords: parameter selection
MaRDI profile type: Publication
full work available at URL: ijmor.2011.040025
OpenAlex ID: W2099233194
description: scientific article; zbMATH DE number 5914294