Robust Russell and enhanced Russell measures in DEA

Maziar Salahi, Mehdi Toloo*, Zeynab Hesabirad

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

26 Citations (Scopus)

Abstract

Russell measure is among non-radial measures for efficiency evaluation of decision making units in data envelopment analysis. Due to the nonlinearity of its objective function, an enhanced version of it is proposed that can be linearized using the known Charnes–Cooper change of variables. In this article, we give equivalent formulations of the robust Russell measure and its enhanced models under interval and ellipsoidal uncertainties in their best- and worst-cases. We show that the built formulations stay convex for both best- and worst-cases under interval uncertainty as well as worst-case with ellipsoidal uncertainty. In other words, these formulations are nonconvex only for ellipsoidal uncertainty in their best-case. Some illustrative examples are provided to validate the new models.

Original languageEnglish
Pages (from-to)1275-1283
Number of pages9
JournalJournal of the Operational Research Society
Volume70
Issue number8
DOIs
Publication statusPublished - Aug 3 2019
Externally publishedYes

Keywords

  • Data envelopment analysis
  • Russell measure
  • data uncertainty
  • enhanced Russell measure
  • second order cone program

ASJC Scopus subject areas

  • Management Information Systems
  • Strategy and Management
  • Management Science and Operations Research
  • Marketing

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