Robust Optimization and Confidence Interval DEA for Efficiency Evaluation with Intervals Case Study: Evaluating CRM Units in a Call Center in Tehran
Subject Areas : International Journal of Data Envelopment AnalysisShabnam Mohammadi 1 , Mohammad Jafar Tarokh 2 , Emran Mohammdi 3
1 - MSc. Student in E-Commerce, Industrial Engineering, K.N Toosi University, Tehran, Iran
2 - IT Group, Industrial Engineering, K.N Toosi University, Tehran, Iran
3 - Industrial Engineering, Iran University of Science & Technology, Tehran, Iran
Keywords: Interval data, DEA, robust optimization, CRM,
Abstract :
Volatility and uncertainty of the real world is inevitable. Changes in input and output units make the loss of confidence in the results obtained from the performance assessment. To overcome this problem robust optimization suggested.in previous studies, measuring of interval efficiency were calculated based on optimistic viewpoint and pessimistic view point, while we believe that this approach ignores the frequency distribution that could affect ranking of DMUs. In present study, we try using Interval estimation of the mean, to Increase the confidence of efficiency by considering scattered data. At the end, we compare the obtained result of confidence interval DEA and robust DEA (RDEA) ranking in, terms of uncertainty.
[1] Ben-Tal, A., Nemirovski, A. (2000). Robust solutions of linear programming problems contaminated with uncertain data. Mathematical Programming, 88, 411–421.
[2] Bertsimas, D., Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming Series 98, 49– 71.
[3] Bertsimas, D., pachamanova, D,.Sim, M. (2004). Robust linear optimization under general norms, Operations Research Letters 32, 510 – 516.