Some aspects of primal–dual relationship in sensitivity analysis in DEA

Some aspects of primal–dual relationship in sensitivity analysis in DEA

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Article ID: iaor2009710
Country: Germany
Volume: 6
Issue: 1/2
Start Page Number: 39
End Page Number: 66
Publication Date: Jan 1998
Journal: Central European Journal of Operations Research
Authors:
Abstract:

In the present paper sensitivity analysis, or robustness, of extreme efficient DMU0 is considered. We are interested in absolute changes of inputs and outputs, where inputs are increased and outputs are decreased, of DMU0 which do not alter its efficiency status, i.e. DMU0 remains efficient. In the first part of the paper we show how to obtain equation of a hyperplane defined with m + s points obtained using method proposed by Zhu. This hyperplane, under some assumptions i.e. nondominance, serves as a boundary to the possible changes of inputs and outputs of DMU0 which leave DMU0 efficient. In the second part we introduce dual of proposed linear program for extended DEA model, and based on relationship between primal and dual program and using sensitivity analysis and parametric programming we obtain equation of the above mentioned hyperplane.

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