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Chapter 6 On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method

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Abstract

A novel approach for solving the DEA linear programming problems using a primaldual interior-point method is presented. The solution found by this method satisfies the Strong Complementarity Slackness Condition (SCSC) and maximizes the product of the positive components among all SCSC solutions. The first property is critical in the use of DEA and the second one contributes significantly to the reliability of the solution.

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Authors and Affiliations

  1. Departamento de Matemáticas y Centro de Estadística y Software Matemático (CESMA), Universidad Simón Bolívar, Apdo 89000, 1080-A, Venezuela

    María D. González-Lima

  2. Department of Computational and Applied Mathematics and Center for Research on Parallel Computation, Rice University, 77251-1892, Houston, TX, USA

    María D. González-Lima & Richard A. Tapia

  3. Mathematical Sciences and Jones Graduate School of Administration, Rice University, 77251-1892, Houston, TX, USA

    Robert M. Thrall

Authors
  1. María D. González-Lima
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  2. Richard A. Tapia
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  3. Robert M. Thrall
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Additional information

This research was partially supported by NSF Cooperative Agreement No. CCR-88-09615, ARO Grant 9DAAL03-90-G-0093, DOE Grant DEFG05-86-ER25017, and AFOSR Grant 89-0363.

Partially supported by Fulbright/LASPAU.

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González-Lima, M.D., Tapia, R.A. & Thrall, R.M. Chapter 6 On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method. Ann Oper Res 66, 139–162 (1996). https://doi.org/10.1007/BF02187298

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