A semi-infinite programming model in data envelopment analysis

Titelangaben

Jess, Andreas ; Jongen, H. Th. ; Neralić, Luka ; Stein, Oliver:
A semi-infinite programming model in data envelopment analysis.
In: Optimization. Bd. 49 (2001) Heft 4 . - S. 369-385.
ISSN 1029-4945
DOI: https://doi.org/10.1080/02331930108844538

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Abstract

We consider a model for data envelopment analysis with infinitely many decision-making units. The determination of the relative efficiency of a given decision-making unit amounts to the solution of a semi-infinite optimization problem. We show that a decision-making unit of maximal relative efficiency exists and that it is 100% efficient. Moreover, this decision-making unit can be found by calculating a zero of the semi-infinite constraint function. For the latter task we propose a bi-level algorithm. We apply this algorithm to a problem from chemical engineering and present numerical results.