Available online at www.sciencedirect.

com

Computers & Operations Research 31 (2004) 803 805

www.elsevier.com/locate/dsw

A polynomial-time algorithm for 'nding
in DEA models

Gholam R. Amin , Mehdi Toloo
Department of Mathematics, Islamic Azad University, Science & Research Branch, Tehran, Iran

Abstract
This paper presents a new algorithm for computing the non-Archimedean
in DEA models. It is shown
that this algorithm is polynomial-time of O(n), where n is the number of decision making units (DMUs).
Also it is proved that using only inputs and outputs of DMUs, the non-Archimedean
can be found such that,
the optimal values of all CCR models, which are corresponding to all DMUs, are bounded and an assurance
value is obtained.
? 2003 Elsevier Ltd. All rights reserved.
Keywords: Data envelopment analysis; Non-Archimedean
; Polynomial time algorithm

1. Introduction
DEA is a mathematical method for determining the relative e6ciency of decision making units
(DMUs). The data are inputoutput observations for a number of DMUs using varying amounts of
the same inputs to produce varying amounts of the same outputs. Charnes et al. proposed a linear
programming (LP) for determining the relative e6ciency of DMUs.
In recent years, DEA has enjoyed both rapid growth and widespread acceptance. A new bibliography contains almost 3000 studies employing the methodology of DEA. In these studies, the
two most frequently used models are the Charnes, Cooper and Rhodes (CCR) model and Banker,
Charnes and Cooper (BCC) model, both of which involve the non-Archimedean
. Mehrabian
et al., 2000 de'ned an assurance interval of the non-Archimedean
for feasibility of the multiplier side and boundedness of envelopment side of the CCR and BCC models. They have shown
that for 'nding non-Archimedean
an assurance value for
using a single LP is enough.
In this paper, a polynomial-time algorithm of O(n) for computing an assurance value is introduced.
It is important to compare computational performance of the algorithm with that of the LP when
computational issues and complexity analysis are at focus.

Corresponding author.
E-mail address: G R Amin@hotmail.com (G.R. Amin).

0305-0548/$ - see front matter ? 2003 Elsevier Ltd. All rights reserved.
doi:10.1016/S0305-0548(03)00072-8

804

G.R. Amin, M. Toloo / Computers & Operations Research 31 (2004) 803 805

2. A polynomial-time algorithm for obtaining an assurance value

The assurance interval (0;
] is for obtaining the non-Archimedean
. It is proved that for determining non-Archimedean
in the assurance interval, solving the following LP is enough [1].
P :


max

VXj 6 1;

s:t:

j = 1; : : : ; n;

UYj VXj 6 0;

j = 1; : : : ; n;

(I)

V
1m 0m ;
U
1s 0s ;
where, 1k is a k vector with each component equal to one and 0k is a k vector with all components
equal to zero. Note that 0
 6
, also under the following condition
T = {j: V Xj = 1} = {t}
the value of
 is equal to
, where (
 ; U ; V ) is optimal solution of P [1]. By choosing any
member of the assurance interval (0;
], all the CCR models solved, corresponding to the evaluation
of all DMUs, are bounded.
In the following, a polynomial-time algorithm is presented for 'nding an assurance value
. First,
consider the following essential theorem:
F UF and
F be de5ned as follows:
Theorem 1. Let V;
F
V = (vF1 ; : : : ; vFm ), where vFi = (1m Xk )1 , i = 1; : : : ; m, where 1m Xk = max{1m Xj : j = 1; : : : ; n},
F
U = (uF 1 ; : : : ; uF s ), where



1m Xj
1
uF r = (1m Xk ) min
; j = 1; : : : ; n ; r = 1; : : : ; s;
1s Yj





1m Xj
1
1
;
min
: j = 1; : : : ; n
:

F = min
1m X k 1m X k
1s Y j
F U;
F
)
Then (V;
F S  , where S  is the feasible region of the problem P .
F U;
F
)
F j=
Proof. We have to show that (V;
F satis'es the 2n + m + s constraints in (I). Clearly, VX
1m Xj
6 1; j = 1; : : : ; n,
1m X k



1m Xj
1s Yl
1m Xl
F
F
UYl VXl =
min
; j = 1; : : : ; n
1 m Xk
1s Y j
1m Xk





1m Xj
1
1s Yl min
=
; j = 1; : : : ; n 1m Xl 6 0;
1 m Xk
1s Yj
because
min


1m Xj
1 m Xl
; j = 1; : : : ; n 6
;
1s Y l
1s Y j

for l = 1; : : : ; n:

G.R. Amin, M. Toloo / Computers & Operations Research 31 (2004) 803 805

Finally,
uF r min

1
1
;
min
1 m X k 1m Xk

and
1
vFi =
min
1m Xk


1m Xj
; j = 1; : : : ; n
=
;
F
1s Y j

1
1
;
min
1m X k 1m X k

805

r = 1; : : : ; s;


1m Xj
; j = 1; : : : ; n
=
;
F
1s Y j

i = 1; : : : ; m:

By considering Theorem 1, the algorithm of computing an assurance value is as follows:

Algorithm Epsilon;
begin
M := 1 / max{1 m X j : j = 1,, n};

N := min{(1 m X j ) /(1 s Y j ) : j = 1, , n};

EPS := min{ M, MN};

end

Theorem 2. The Epsilon algorithm runs in O(n) time.

Proof. Note that the algorithm is not iterative, then to obtain the order of it, it is su6cient that the
total number of operations is considered. In computing 1m Xj and 1s Yj ; j = 1; : : : ; n the numbers of
operations are (m 1)n and (s 1)n, respectively. By considering the other operations, in a similar
fashion, the total number of operations is (1 + m + s)n. Since m + sn, therefore the algorithm
terminates after O(n) time.
Acknowledgements
The authors are thankful to the anonymous referees for many helpful suggestions for improving
the presentation of this paper.
References
[1] Mehrabian S, Jahanshahloo GR, Alirezaee MR, Amin GR. An assurance interval for the non-Archimedean epsilon in
DEA models. Operations Research 2000;48(2):34447.