Neural data envelopment analysis: A simulation

Neural data envelopment analysis: A simulation

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Article ID: iaor20063697
Country: United States
Volume: 11
Issue: 1
Publication Date: Mar 2004
Journal: International Journal of Industrial Engineering
Authors: , , , ,
Keywords: programming: linear, neural networks
Abstract:

This paper investigates the creation of efficiency measurements structures of decision-making units (DMUs) called Neuro-DEA, by using high-speed optimization modules called Neuro-LP, inspired in the ‘philosophy’ of an unconventional artificial neural network (ANN) and numerical methods. In addition, the linear programming problem LPP is transformed into an optimization problem without constraints by using a pseudo-cost function, where a penalty term is added, causing high cost whenever one of the constraints is violated. The problem is converted into a differential equations system. An unconventional ANN implements a numerical solution based gradient method.

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