今天推出的是一个关于2011年陈凯华和官建成的《共享投入型关联两阶段生产系统的网络DEA效率测度与分解》这篇
文献中建立的DEA模型结果的复现。
该文提出的考虑中间产出的共享投入的两阶段网络DEA模型,在规模报酬不变时,其规划式如下:
E k = max ∑ p = 1 q W p 1 Z p k + ∑ r = 1 s U r Y r k s.t. { ∑ i = 1 m π i 1 X i k + ∑ i = 1 m V i 2 X i k − ∑ i = 1 m π i 2 X i k + ∑ p = 1 q W p 2 Z p k = 1 ∑ i = 1 m π i 1 X i j − ∑ p = 1 q W p 1 Z p j ≥ 0 , j = 1 , 2 , ⋯ , n ∑ i = 1 m V i 2 X i j − ∑ i = 1 m π i 2 X i j + ∑ p = 1 q W p 2 Z p j − ∑ r = 1 s U r Y r j ≥ 0 , j = 1 , 2 , ⋯ , n π i 2 ≥ V i 2 ≥ ε ; π i 1 , W p 1 , W p 2 , U r ≥ ε , i = 1 , 2 , ⋯ , m \begin{array}{l}E_{k}=\max \sum_{p=1}^{q} W_{p}^{1} Z_{p k}+\sum_{r=1}^{s} U_{r} Y_{r k} \\\text { s.t. }\left\{\begin{array}{l}\sum_{i=1}^{m} \pi_{i}^{1} X_{i k}+\sum_{i=1}^{m} V_{i}^{2} X_{i k}-\sum_{i=1}^{m} \pi_{i}^{2} X_{i k}+\sum_{p=1}^{q} W_{p}^{2} Z_{p k}=1 \\\sum_{i=1}^{m} \pi_{i}^{1} X_{i j}-\sum_{p=1}^{q} W_{p}^{1} Z_{p j} \geq 0, j=1,2, \cdots, n \\\sum_{i=1}^{m} V_{i}^{2} X_{i j}-\sum_{i=1}^{m} \pi_{i}^{2} X_{i j}+\sum_{p=1}^{q} W_{p}^{2} Z_{p j}-\sum_{r=1}^{s} U_{r} Y_{r j} \geq 0, j=1,2, \cdots, n \\\pi_{i}^{2} \geq V_{i}^{2} \geq \varepsilon ; \pi_{i}^{1}, W_{p}^{1}, W_{p}^{2}, U_{r} \geq \varepsilon, i=1,2, \cdots, m\end{array}\right.\end{array} Ek=max∑p=1qWp1Zpk+∑r=1sUrYrk s.t. ⎩ ⎨ ⎧∑i=1mπi1Xik+∑i=1mVi2Xik−∑i=1mπi2Xik+∑p=1qWp2Zpk=1∑i=1mπi1Xij−∑p=1qWp1Zpj≥0,j=1,2,⋯,n∑i=1mVi2Xij−∑i=1mπi2Xij+∑p=1qWp2Zpj−∑r=1sUrYrj≥0,j=1,2,⋯,nπi2≥Vi2≥ε;πi1,Wp1,Wp2,Ur≥ε,i=1,2,⋯,m
上述线性规划描述了以投入为导向的 DMU_k 整体技术效率测度模型. 借助规划可获得决策变量 α i ( α i = π i 2 / V i 2 ) \alpha_i(\alpha_i=\pi_i^2/V_i^2) αi(αi=πi2/Vi2)、 V i 1 ( V i 1 = π i 1 / α i ) V_i^1(V_i^1=\pi_i^1/\alpha_i) Vi1(Vi1=πi1/αi)、 V i 2 V_i^2 Vi2、 W p 1 W_p^1 Wp1、 W p 2 W_p^2 Wp2 和 U r U_r Ur 的最优解组合后,可进一步通过下述公式计算内部第一个子过程和第二个生产过程的技术效率值.
E k 1 = ∑ p = 1 q w p 1 Z p k ∑ i = 1 m v i 1 α i X i k = ∑ p = 1 q W p 1 Z p k ∑ i = 1 m V i 1 α i X i k E_k^1=\frac{\sum\limits_{p=1}^qw_p^1Z_{pk}}{\sum\limits_{i=1}^mv_i^1\alpha_iX_{ik}}=\frac{\sum\limits_{p=1}^qW_p^1Z_{pk}}{\sum\limits_{i=1}^mV_i^1\alpha_iX_{ik}} Ek1=i=1∑mvi1αiXikp=1∑qwp1Zpk=i=1∑mVi1αiXikp=1∑qWp1Zpk
E k 2 = ∑ r = 1 s u r Y r k ∑ i = 1 m v i 2 ( 1 − α i ) X i k + ∑ p = 1 q w p 2 Z p k = ∑ r = 1 s U r Y r k ∑ i = 1 m V i 2 ( 1 − α i ) X i k + ∑ p = 1 q W p 2 Z p k E_k^2=\frac{\sum_{r=1}^su_rY_{rk}}{\sum_{i=1}^mv_i^2(1-\alpha_i)X_{ik}+\sum_{p=1}^qw_p^2Z_{pk}}=\frac{\sum_{r=1}^sU_rY_{rk}}{\sum_{i=1}^mV_i^2(1-\alpha_i)X_{ik}+\sum_{p=1}^qW_p^2Z_{pk}} Ek2=∑i=1mvi2(1−αi)Xik+∑p=1qwp2Zpk∑r=1surYrk=∑i=1mVi2(1−αi)Xik+∑p=1qWp2Zpk∑r=1sUrYrk
当规模报酬可变时,其规划时及第一、第二阶段效率值如下:
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\begin{array}{l}\bar{E}_{k}=\max \sum_{p=1}^{q} W_{p}^{1} Z_{p k}+\sum_{r=1}^{s} U_{r} Y_{r k}-\mu_{k}^{A}-\mu_{k}^{B} \\\text { s.t. }\left\{\begin{array}{l}\sum_{i=1}^{m} \pi_{i}^{1} X_{i k}+\sum_{i=1}^{m} V_{i}^{2} X_{i k}-\sum_{i=1}^{m} \pi_{i}^{2} X_{i k}+\sum_{p=1}^{q} W_{p}^{2} Z_{p k}=1 \\\sum_{i=1}^{m} \pi_{i}^{1} X_{i j}-\left(\sum_{p=1}^{q} W_{p}^{1} Z_{p j}-\mu_{k}^{A}\right) \geq 0, j=1,2, \cdots, n \\\sum_{i=1}^{m} V_{i}^{2} X_{i j}-\sum_{i=1}^{m} \pi_{i}^{2} X_{i j}+\sum_{p=1}^{q} W_{p}^{2} Z_{p j}-\left(\sum_{r=1}^{s} U_{r} Y_{r j}-\mu_{k}^{B}\right) \geq 0, j=1,2, \cdots, n \\Vi_{i}^{2} \geq p_{i}^{2} \geq \varepsilon ; \pi_{i}^{1}, W_{p}^{1}, W_{p}^{2}, U_{r} \geq \varepsilon, i=1,2, \cdots, m\end{array}\right.\end{array}
Eˉk=max∑p=1qWp1Zpk+∑r=1sUrYrk−μkA−μkB s.t. ⎩
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⎧∑i=1mπi1Xik+∑i=1mVi2Xik−∑i=1mπi2Xik+∑p=1qWp2Zpk=1∑i=1mπi1Xij−(∑p=1qWp1Zpj−μkA)≥0,j=1,2,⋯,n∑i=1mVi2Xij−∑i=1mπi2Xij+∑p=1qWp2Zpj−(∑r=1sUrYrj−μkB)≥0,j=1,2,⋯,nVii2≥pi2≥ε;πi1,Wp1,Wp2,Ur≥ε,i=1,2,⋯,m
上述规划描述了以投入为导向的 DMU
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E ˉ k 1 = ∑ p = 1 q w p 1 Z p k − μ k 1 ∑ i = 1 m v i 1 α i X i k = ∑ p = 1 q W p 1 Z p k − μ k A ∑ i = 1 m V i 1 α i X i k E ˉ k 2 = ∑ r = 1 s u r Y r k − μ k 2 ∑ i = 1 m v i 2 ( 1 − α i ) X i k + ∑ p = 1 q w p 2 Z p k = ∑ r = 1 s U r Y r k − μ k B ∑ i = 1 m V i 2 ( 1 − α i ) X i k + ∑ p = 1 q W p 2 Z p k \begin{array}{c}\bar{E}_{k}^{1}=\frac{\sum_{p=1}^{q} w_{p}^{1} Z_{p k}-\mu_{k}^{1}}{\sum_{i=1}^{m} v_{i}^{1} \alpha_{i} X_{i k}}=\frac{\sum_{p=1}^{q} W_{p}^{1} Z_{p k}-\mu_{k}^{A}}{\sum_{i=1}^{m} V_{i}^{1} \alpha_{i} X_{i k}} \\\bar{E}_{k}^{2}=\frac{\sum_{r=1}^{s} u_{r} Y_{r k}-\mu_{k}^{2}}{\sum_{i=1}^{m} v_{i}^{2}\left(1-\alpha_{i}\right) X_{i k}+\sum_{p=1}^{q} w_{p}^{2} Z_{p k}}=\frac{\sum_{r=1}^{s} U_{r} Y_{r k}-\mu_{k}^{B}}{\sum_{i=1}^{m} V_{i}^{2}\left(1-\alpha_{i}\right) X_{i k}+\sum_{p=1}^{q} W_{p}^{2} Z_{p k}}\end{array} Eˉk1=∑i=1mvi1αiXik∑p=1qwp1Zpk−μk1=∑i=1mVi1αiXik∑p=1qWp1Zpk−μkAEˉk2=∑i=1mvi2(1−αi)Xik+∑p=1qwp2Zpk∑r=1surYrk−μk2=∑i=1mVi2(1−αi)Xik+∑p=1qWp2Zpk∑r=1sUrYrk−μkB
关于模型的更多细节,可以参考论文。为了方便计算,我们实现了该模型,CRS和VRS下程序和论文的结果对比:
值的一提的是,作者给出的CRS结果中,DMU10的结果和DMU9的结果相同,这里应该是处理结果时出了问题,根据原始数据,和DMU10数据相近的是DMU11,在VRS的结果中也正是如此,DMU10和DMU11的结果非常接近。
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