A Recurrent Neural Network to Identify Efficient Decision Making Units in Data Envelopment Analysis

Subject Areas : Statistics

A. Ghomashi ¹ , G. R. Jahanshahloo ² , F. Hosseinzadeh Lotfi ³

1 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
2 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
3 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Corresponding author

Received: 2015-09-01 Accepted : 2015-11-01 Published : 2015-10-01

Keywords: شبکه عصبی بازگشتی- روش گرادیان,

Abstract :

In this paper we present a recurrent neural network model to recognize efficient Decision Making Units(DMUs) in Data Envelopment Analysis(DEA). The proposed neural network model is derived from an unconstrained minimization problem. In theoretical aspect, it is shown that the proposed neural network is stable in the sense of lyapunov and globally convergent. The proposed model has a single-layer structure. Simulation shows that the proposed model is effective to identify efficient DMUs in DEA.

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