Polyhedral Cone-Ratio DEA (Data Envelopment Analysis) Models with an Illustrative Application to Large Commercial Banks

Abstract

This study is concerned with developing tools which can be applied to managerial performance evaluation and/or for directing audit activities for profit-making as well as not-for-profit entities using multiple inputs to produce multiple outputs. This is accomplished by building on basic concepts of Data Envelopment Analysis (DEA). In particular, the customary CCR ratio forms: as described in Charnes, cone-ratio form of Chames, Cooper, Wei and Huang (1986) . Numerical examples are supplied along with mathematical developments and geometric portrayals of what is involved, and this is followed by an example application to the evaluation of large commercial U.S. banks as drawn from Sun (1987). Keywords: Efficiency Multi attribute optimization; Polyhedral cones; Polar cones; Data envelopment analysis.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1988
Accession Number
ADA209977

Entities

People

  • Abraham Charnes
  • D. B. Sun
  • William W. Cooper
  • Z. M. Huang

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Business Administration
  • Commerce
  • Computer Programming
  • Computers
  • Convex Sets
  • Delphi Method
  • Efficiency
  • Illinois
  • Mathematical Programming
  • Multiobjective Optimization
  • Operations Research
  • Optimization
  • Production
  • Ratings
  • Systems Science
  • Theorems
  • Universities

Readers

  • Computational Modeling and Simulation
  • Government and Public Administration Law.
  • Operations Research