設計線性規劃程式求解資料包絡分析法

Abstract

講求效率的現代，隨著科技的日新月異，計算機硬體的進步，使其本身的計算能力不斷地提昇，遠超過人類能力所及，CPU高速運轉下，要執行一個複雜的程式是輕而易舉的。簡捷法(Simplex Method)，發展至今五十餘年，能有效率的求解線性規劃(Linear programming)問題，已成為許多研究之標準工具。資料包絡分析法(Data Envelopment Analysis, DEA)發表至今，隨著學術著作與實務廣泛應用，已成為優良的績效評量方法之一。本研究將設計線性規劃程式求解資料包絡分析法，並提供給DEA相關研究人員使用，分享線性規劃計算之程式技術，希望藉由本研究之拋磚引玉，促進學術的交流，擴展到實務應用。 關鍵字：資料包絡分析，線性規劃，修正簡捷法，簡捷法。

The computational power of mathematical programming has increased enormously over the last two decades. Obviously, this is partly due to hardware improvements, but in large part it is also due to algorithmic. It‘s easy to implement complicated programs. Since Simplex discovered in 1947, the field of linear programming, together with its extensions has grown by leaps and bounds and is today the most widely used tool. In 1978, Data envelopment analysis (DEA) was first introduced in the literature. Up to the present, its one popular optimization method of mathematical programming approach, which used for measuring the relative efficiency of DMUs. We design linear programming package for DEA, provide a tool for DEA researcher, and share the experience of computational techniques of simplex. Keyword：Data Envelopment Analysis, Linear programming, Revised Simplex Method, Simplex Method.