Second order cone programming to find the most efficient decision making unit in data envelopment analysis

Finding the most efficient Decision Making Units (DMUs) in Data Envelopment Analysis (DEA) has been a concern of many researchers in recent years. There are several studies which have tried to handle this issue by proposing an integrated DEA model, which are in nature a non-convex mixed integer linear programming problems. For selecting the most efficient Decision Making Units, this research introduces a new DEA model. Unlike previous models, which are not convex, the new model is convex and so that it can be solved efficiently to discover the most efficient DMU. Moreover, it is mathematically proved that the new model identifies only a single BCC-efficient DMU. Our preliminary numerical experiments on real data sets show the applicability of new model in finding the most efficient DMUs.