engleski

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

In the present paper sensitivity analysis, or robustness, of extreme efficient DMU is considered. We are interested in absolutu changes of inputs and outputs, where inputs are increased and outputs are decreased, of DMU which do not alter its efficiency status, i. e. DMU remains efficient. In the first part of the paper we show how to obtain equation of a hiperplane defined with m+s points obtained using method proposed by Zhu (J. Zhu, EOR 90 (3) (1996) 451-460). This hyperplane, under some assumptions i. e. nondominance, serves as a boundary to the possible changes of inputs and outputs of DMU which leave DMU efficient. In the second part we introduce dual of proposed linear program for extended DEA model, Zhu (J. Zhu, EOR 90 (3) (1996) 451-460) and based on relationship between primal and dual program and using sensitivity analysis and parametric programming we obtain equation of the above mentioned hyperplane.

DEA; Sensitivity analysis; Extended DEA model; Parametric programming

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