中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 自动化研究所
  3. 中国科学院自动化研究所
  4. 脑图谱与类脑智能实验室
  5. 微观重建与智能分析
Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique

文献类型：期刊论文

作者Xie, Jianhui1; Xie, Qiwei2,3; Li, Yongjun4; Liang, Liang5
刊名ANNALS OF OPERATIONS RESEARCH
出版日期2021-04-12
页码28
ISSN号0254-5330
关键词Data envelopment analysis Mixed-integer linear programming Global optimal solution Fractional programming
DOI10.1007/s10479-021-04026-y
通讯作者Li, Yongjun(lionli@ustc.edu.cn)
英文摘要The majority of data envelopment analysis (DEA) models can be linearized via the classical Charnes-Cooper transformation. Nevertheless, this transformation does not apply to sum-of-fractional DEA efficiencies models, such as the secondary goal I (SG-I) cross efficiency model and the arithmetic mean two-stage network DEA model. To solve a sum-of-fractional DEA efficiencies model, we convert it into bilinear programming. Then, the obtained bilinear programming is relaxed to mixed-integer linear programming (MILP) by using a multiparametric disaggregation technique. We reveal the hidden mathematical structures of sum-of-fractional DEA efficiencies models, and propose corresponding discretization strategies to make the models more easily to be solved. Discretization of the multipliers of inputs or the DEA efficiencies in the objective function depends on the number of multipliers and decision-making units. The obtained MILP provides an upper bound for the solution and can be tightened as desired by adding binary variables. Finally, an algorithm based on MILP is developed to search for the global optimal solution. The effectiveness of the proposed method is verified by using it to solve the SG-I cross efficiency model and the arithmetic mean two-stage network DEA model. Results of the numerical applications show that the proposed approach can solve the SG-I cross efficiency model with 100 decision-making units, 3 inputs, and 3 outputs in 329.6 s. Moreover, the proposed approach obtains more accurate solutions in less time than the heuristic search procedure when solving the arithmetic mean two-stage network DEA model.
资助项目National Natural Science Foundation of China[71701220] ; National Natural Science Foundation of China[72071192] ; National Natural Science Foundation of China[71671172] ; National Natural Science Foundation of China[71631006] ; Natural Science Foundation of Beijing[9202002] ; GreatWall Scholar Training Program of Beijing Municipality[CITTCD20180305] ; Social Science Foundation of Beijing[16JDGLC005]
WOS研究方向Operations Research & Management Science
语种英语
出版者SPRINGER
WOS记录号WOS:000639514600005
资助机构National Natural Science Foundation of China ; Natural Science Foundation of Beijing ; GreatWall Scholar Training Program of Beijing Municipality ; Social Science Foundation of Beijing
源URL[http://ir.ia.ac.cn/handle/173211/44356]  
专题类脑智能研究中心_微观重建与智能分析
通讯作者Li, Yongjun
作者单位1.Sun Yat Sen Univ, Int Sch Business & Finance, Zhuhai 519082, Guangdong, Peoples R China
2.Beijing Univ Technol, Res Base Beijing Modern Mfg Dev, Beijing 100124, Peoples R China
3.Chinese Acad Sci, Inst Automat, Beijing 100190, Peoples R China
4.Univ Sci & Technol China, Sch Management, Hefei 230026, Anhui, Peoples R China
5.Hefei Univ Technol, Sch Management, 193 TunXi Rd, Hefei 230009, Anhui, Peoples R China
推荐引用方式
GB/T 7714		 Xie, Jianhui,Xie, Qiwei,Li, Yongjun,et al. Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique[J]. ANNALS OF OPERATIONS RESEARCH,2021:28.
APA Xie, Jianhui,Xie, Qiwei,Li, Yongjun,&Liang, Liang.(2021).Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique.ANNALS OF OPERATIONS RESEARCH,28.
MLA Xie, Jianhui,et al."Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique".ANNALS OF OPERATIONS RESEARCH (2021):28.

入库方式： OAI收割

来源：自动化研究所

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。