Determining radial efficiency with a large data set by solving small-size linear programs

Wen-Chih Chen*, Sheng Yung Lai

*Corresponding author for this work

研究成果: Article同行評審

6 引文 斯高帕斯(Scopus)

摘要

This paper presents a new algorithm for determining radial efficiency with a large data set by using small-size linear programs (LPs). Instead of trying to “reduce” the size of individual LPs, the proposed algorithm attempts to “control” the size of individual LPs, e.g., no more than 100 data points each time while maintaining the solution quality. The algorithm is specifically designed to address the problem of LP size limitation. From the empirical results, we conclude that the proposed algorithm can converge within a reasonable number of iterations without incurring extra computation time and has savings of up to 60 % of the benchmarks when the data set contains 15,000 points.

原文English
頁(從 - 到)147-166
頁數20
期刊Annals of Operations Research
250
發行號1
DOIs
出版狀態Published - 1 三月 2017

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