Hyperbolic efficiency measurement: A conic programming approach

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dc.contributor.author Hasannasab, Maryam en
dc.contributor.author Margaritis, Dimitrios en
dc.contributor.author Roshdi, I en
dc.contributor.author Rouse, Antony en
dc.date.accessioned 2019-06-13T02:44:23Z en
dc.date.issued 2019 en
dc.identifier.issn 0377-2217 en
dc.identifier.uri http://hdl.handle.net/2292/47008 en
dc.description.abstract In this paper, we develop a computational procedure for the hyperbolic distance function (HDF) within the nonparametric framework of data envelopment analysis. We convert the nonlinear HDF model under variable returns to scale into an equivalent conic optimization problem with linear constraints plus a “toppled ice cream” cone constraint that can be efficiently solved by specialized interior point methods in about the same time as a linear program. Applying the dual of an ice cream cone, we formulate a multiplier based (dual) HDF model. We elaborate on the structural details of both primal and dual HDF models through geometrical figures. We apply our method to measure the performance of a sample of US banks. en
dc.relation.ispartofseries European Journal of Operational Research en
dc.rights Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. en
dc.rights.uri https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm en
dc.title Hyperbolic efficiency measurement: A conic programming approach en
dc.type Journal Article en
dc.identifier.doi 10.1016/j.ejor.2018.12.005 en
dc.rights.holder Copyright: The author en
pubs.author-url https://www.sciencedirect.com/science/article/pii/S0377221718310439 en
dc.rights.accessrights http://purl.org/eprint/accessRights/RestrictedAccess en
pubs.subtype Article en
pubs.elements-id 745101 en
pubs.org-id Business and Economics en
pubs.org-id Accounting and Finance en
dc.identifier.eissn 1872-6860 en
pubs.record-created-at-source-date 2018-06-20 en
pubs.online-publication-date 2018-12-11 en

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