A Chance-Constrained DEA Model with Random Input and Output Data:Considering Maintenance Groups of Iranian Aluminum Company

Subject Areas : Applied Mathematics

Mohammad Izadikhah ^{1 *} , Mohammad Ehsanifar ² , Saman Malekian ³

1 - Department of Mathematics, College of Science, Arak-Branch, Islamic Azad University, Arak, Iran
2 - Department of Industrial engineering, Arak Branch, Islamic Azad University, Arak, Iran
3 - Department of Industrial engineering, Arak Branch, Islamic Azad University, Arak, Iran

Received: 2017-06-15 Accepted : 2018-01-08 Published : 2018-05-01

Keywords: Data envelopment analysis, Chance constraints, Random variables, Quadratic constraints, Super-efficiency,

Abstract :

In this paper, we use an input oriented chance-constrained DEA model withrandom inputs and outputs. A super-eciency model with chance constraintsis used for ranking. However, for convenience in calculations a non-linear deterministicequivalent model is obtained to solve the models. The non-linearmodel is converted into a model with quadratic constraints to solve the nonlineardeterministic model. Finally, data related to twenty-eight maintenancegroups of Iranian Aluminum Company (IRALCO) is used to demonstrate theapplicability of the used Models in this paper.