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Parallel and hierarchical decomposition approaches for solving large-scale Data Envelopment Analysis models

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Abstract

Accompanying the increasing popularity of DEA are computationally challenging applications: large-scale problems involving the solution of thousands of linear programs. This paper describes a new problem decomposition procedure which dramatically expedites the solution of these computationally intense problems and fully exploits parallel processing environments. Testing of a new DEA code based on this approach is reported for a wide range of problems, including the largest reported to date: an 8,700-LP banking-industry application.

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Authors
  1. Richard S. Barr
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  2. Matthew L. Durchholz
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Barr, R.S., Durchholz, M.L. Parallel and hierarchical decomposition approaches for solving large-scale Data Envelopment Analysis models. Annals of Operations Research 73, 339–372 (1997). https://doi.org/10.1023/A:1018941531019

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