Article ID: | iaor20063697 |
Country: | United States |
Volume: | 11 |
Issue: | 1 |
Publication Date: | Mar 2004 |
Journal: | International Journal of Industrial Engineering |
Authors: | Gomes Eliane Gonalves, Lins Marcos Pereira Estellita, Mello Joo Carlos Correia Baptista Soares de, Neto Luiz Biondi, Oliveira Fabiano S. |
Keywords: | programming: linear, neural networks |
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.