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    Rights statement: This is the peer reviewed version of the following article: Ehrgott, M, Hasannasab, M, Raith, A. A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. J Multi‐Crit Decis Anal. 2019; 26: 187– 198. https://doi.org/10.1002/mcda.1684 which has been published in final form at https://onlinelibrary.wiley.com/doi/full/10.1002/mcda.1684 This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.

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A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. / Ehrgott, M.; Hasannasab, M.; Raith, A.
In: Journal of Multi-Criteria Decision Analysis, Vol. 26, No. 3-4, 28.08.2019, p. 187-198.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Ehrgott, M, Hasannasab, M & Raith, A 2019, 'A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis', Journal of Multi-Criteria Decision Analysis, vol. 26, no. 3-4, pp. 187-198. https://doi.org/10.1002/mcda.1684

APA

Ehrgott, M., Hasannasab, M., & Raith, A. (2019). A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. Journal of Multi-Criteria Decision Analysis, 26(3-4), 187-198. https://doi.org/10.1002/mcda.1684

Vancouver

Ehrgott M, Hasannasab M, Raith A. A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. Journal of Multi-Criteria Decision Analysis. 2019 Aug 28;26(3-4):187-198. doi: 10.1002/mcda.1684

Author

Ehrgott, M. ; Hasannasab, M. ; Raith, A. / A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. In: Journal of Multi-Criteria Decision Analysis. 2019 ; Vol. 26, No. 3-4. pp. 187-198.

Bibtex

@article{dddc13d40e8c4690996a50eabd007373,
title = "A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis",
abstract = "Data envelopment analysis is a linear programming-based operations research technique for performance measurement of decision-making units. In this paper, we investigate data envelopment analysis from a multiobjective point of view to compute both the efficient extreme points and the efficient facets of the technology set simultaneously. We introduce a dual multiobjective linear programming formulation of data envelopment analysis in terms of input and output prices and propose a procedure based on objective space algorithms for multiobjective linear programmes to compute the efficient frontier. We show that using our algorithm, the efficient extreme points and facets of the technology set can be computed without solving any optimization problems. We conduct computational experiments to demonstrate that the algorithm can compute the efficient frontier within seconds to a few minutes of computation time for real-world data envelopment analysis instances. For large-scale artificial data sets, our algorithm is faster than computing the efficiency scores of all decision-making units via linear programming.",
keywords = "data envelopment analysis, duality, efficient frontier, linear programming, multiobjective optimization, objective space algorithm",
author = "M. Ehrgott and M. Hasannasab and A. Raith",
note = "This is the peer reviewed version of the following article: Ehrgott, M, Hasannasab, M, Raith, A. A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. J Multi‐Crit Decis Anal. 2019; 26: 187– 198. https://doi.org/10.1002/mcda.1684 which has been published in final form at https://onlinelibrary.wiley.com/doi/full/10.1002/mcda.1684 This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.",
year = "2019",
month = aug,
day = "28",
doi = "10.1002/mcda.1684",
language = "English",
volume = "26",
pages = "187--198",
journal = "Journal of Multi-Criteria Decision Analysis",
issn = "1057-9214",
publisher = "John Wiley and Sons Ltd",
number = "3-4",

}

RIS

TY - JOUR

T1 - A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis

AU - Ehrgott, M.

AU - Hasannasab, M.

AU - Raith, A.

N1 - This is the peer reviewed version of the following article: Ehrgott, M, Hasannasab, M, Raith, A. A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis. J Multi‐Crit Decis Anal. 2019; 26: 187– 198. https://doi.org/10.1002/mcda.1684 which has been published in final form at https://onlinelibrary.wiley.com/doi/full/10.1002/mcda.1684 This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.

PY - 2019/8/28

Y1 - 2019/8/28

N2 - Data envelopment analysis is a linear programming-based operations research technique for performance measurement of decision-making units. In this paper, we investigate data envelopment analysis from a multiobjective point of view to compute both the efficient extreme points and the efficient facets of the technology set simultaneously. We introduce a dual multiobjective linear programming formulation of data envelopment analysis in terms of input and output prices and propose a procedure based on objective space algorithms for multiobjective linear programmes to compute the efficient frontier. We show that using our algorithm, the efficient extreme points and facets of the technology set can be computed without solving any optimization problems. We conduct computational experiments to demonstrate that the algorithm can compute the efficient frontier within seconds to a few minutes of computation time for real-world data envelopment analysis instances. For large-scale artificial data sets, our algorithm is faster than computing the efficiency scores of all decision-making units via linear programming.

AB - Data envelopment analysis is a linear programming-based operations research technique for performance measurement of decision-making units. In this paper, we investigate data envelopment analysis from a multiobjective point of view to compute both the efficient extreme points and the efficient facets of the technology set simultaneously. We introduce a dual multiobjective linear programming formulation of data envelopment analysis in terms of input and output prices and propose a procedure based on objective space algorithms for multiobjective linear programmes to compute the efficient frontier. We show that using our algorithm, the efficient extreme points and facets of the technology set can be computed without solving any optimization problems. We conduct computational experiments to demonstrate that the algorithm can compute the efficient frontier within seconds to a few minutes of computation time for real-world data envelopment analysis instances. For large-scale artificial data sets, our algorithm is faster than computing the efficiency scores of all decision-making units via linear programming.

KW - data envelopment analysis

KW - duality

KW - efficient frontier

KW - linear programming

KW - multiobjective optimization

KW - objective space algorithm

U2 - 10.1002/mcda.1684

DO - 10.1002/mcda.1684

M3 - Journal article

VL - 26

SP - 187

EP - 198

JO - Journal of Multi-Criteria Decision Analysis

JF - Journal of Multi-Criteria Decision Analysis

SN - 1057-9214

IS - 3-4

ER -