Computers & Industrial Engineering 175 (2023) 108875

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Computers & Industrial Engineering

journal homepage: www.elsevier.com/locate/caie

Parallel DEA-Dantzig-Wolfe algorithm for massive data applications

Jingjing Ding a, Shengqing Chang a, Ruifeng Wang b, Chenpeng Feng a, *, Liang Liang a
a
School of Management, Hefei University of Technology, No. 193 Tunxi Road, Hefei, Anhui Province 230009, PR China
b
Hefei Comprehensive Center, SPD Bank, No. 1271 Guangxi Road, Hefei, Anhui Province 230092, PR China

A R T I C L E I N F O A B S T R A C T

Keywords: The application of data envelopment analysis (DEA) in large-scale datasets raises computational concerns, and
Data envelopment analysis (DEA) many novel algorithms have been proposed. However, limitations of the existing algorithms such as the
Large-scale datasets computational difficulties due to data volume and privacy issues still exist when the datasets under evaluation
Dantzig-Wolfe decomposition
are massive and possess a high-density feature. The existing algorithms have not mentioned the potential conflict
Data privacy
between a requirement of full data for implementation in applications and the reality that data privacy could
prevent a full data application. To address the above-mentioned issues, we integrate DEA and the Dantzig-Wolfe
(DW) decomposition algorithm and propose a parallel DEA-DW algorithm to facilitate the computing of effi­
ciency scores. Furthermore, the computing time of the algorithm is analyzed. Finally, we perform numerical
experiments with different datasets to demonstrate the feasibility and effectiveness of the proposed algorithm,
and analyze the interactions of the master problem (MP) and the sub-problems (SPs) of the algorithm.

1. Introduction
Data envelopment analysis (DEA), originally proposed by Charnes
et al. (1978), is a non-parametric estimation method for measuring the
relative efficiencies of a set of homogeneous decision-making units
(DMUs). In an era of an expanding data scale, the need arises to boost
computing efficiency by exploring the structural properties of DEA
models when facing a great amount of data in real-life applications.
The standard or ‘naive’ approach for assessing the efficiency of n
DMUs is to solve n specialized linear programs (LPs) respectively.
Repeated solutions of many similar LPs are computationally intensive, if
not infeasible, in large-scale data applications. To address the issue, one
needs high-performance computer hardware equipped with a stack of
computational strategies, a high-performance LP solver and other
appropriate software packages. Despite the fact that the last two factors
play key roles (Dulá, 2008), this paper focuses on a computational
strategy that takes advantage of features such as decomposability and
parallelism while treating the LP solver as a ‘black box’.
Many computational strategies have been put forward in the litera­
ture for large-scale datasets. Ali (1993, 1994) proposes two solution
enhancement techniques: restricted basis entry (RBE) and early identi­
fication of efficient DMUs (EIE), the former reduces the LP’s size by
removing inefficient DMUs and the latter reduces the number of solved
LPs by identifying efficient DMUs. Barr and Durchholz (1997) design an
algorithm to quickly find efficient DMUs as benchmarks, and then
complete the evaluation of all DMUs. Similar work can be seen in
Korhonen and Siitari (2007, 2009), Dulá (2011), Zhu et al. (2018),
Khezrimotlagh et al. (2019), Khezrimotlagh and Zhu (2020), Jie (2020),
Khezrimotlagh (2021), Yu et al. (2021), Dellnitz (2022), just to name a
few. Chen and Cho (2009), and Chen and Lai (2017) propose a new
method to evaluate all DMUs by identifying some “similar” key DMUs of
evaluated DMU and solving small-size LPs. Dulá and López (2009)
summarize five pre-processing methods, which can be used to quickly
determine partially efficient DMUs or partially inefficient DMUs. More
studies on DEA computation for large-scale datasets can be found in
Dulá and Thrall (2001), Dulá and López (2002), Dulá and López (2013),
and so on.
Dulá (2008) introduces three important factors that affect DEA
computing times, namely, the number of DMUs (cardinality), the
number of inputs and outputs (dimension), and the proportion of effi­
cient DMUs (density). Unfortunately, the methods mentioned above are
particularly suitable for low-density situations. However, when the
density is high, the cost will overweigh the benefit from reducing inef­
ficient DMUs. For example, hierarchical decomposition (HD) proposed
by Barr and Durchholz (1997), build hull (BH) proposed by Dulá (2011)
and the framework proposed by Khezrimotlagh et al. (2019) to identify

* Corresponding author.
E-mail addresses: jingding@hfut.edu.cn (J. Ding), 2020110822@mail.hfut.edu.cn (S. Chang), wrf960117@mail.hfut.edu.cn (R. Wang), cpfeng@hfut.edu.cn
(C. Feng), lliang@hfut.edu.cn (L. Liang).

https://doi.org/10.1016/j.cie.2022.108875

Available online 5 December 2022

0360-8352/© 2022 Elsevier Ltd. All rights reserved.
J. Ding et al.
all efficient DMUs have limitations because the remaining scale of effi­
cient DMUs is still too large in high-density situations.
Regarding the high-density cases, Chen and Cho (2009) identify a
few “similar” critical DMUs as reference set to compute each DMU’s
efficiency value. Simulation results show that the accelerating proced­
ure can reduce the computational time drastically. Chen and Lai (2017)
propose a “Trial and Error” (TE) procedure that could control the size of
individual LPs while still maintaining optimality. These methods have a
prominent feature that the size of a main working DEA model is un­
changed. However, to verify whether the solution is optimal, they need
to check an optimality condition on the whole dataset, which renders the
algorithm impractical as it involves frequent hard disk operations when
the size of datasets exceeds the capacity limit of a computer.
To sum up, what if the final number of efficient DMUs is too big to fit
into the RAM (Random Access Memory)? When the size of a dataset is
larger than that of the RAM of a computer, the computer has to
frequently interact with the comparatively low-speed hard disk to swap
in and out the data generated in the computing process. This is
impractical and time-consuming. A question that arises is: how to take
advantage of the structural features of a DEA model if we cannot avoid
running a large-scale DEA model that exceeds the capacity limit of a
computer? The ultimate need to overcome the difficulties of solving a
DEA model caused by large-scale datasets with a high-density feature is
one of the motivations for this work.
Aside from the computing difficulty, data privacy has not been dis­
cussed in addressing the computing issue in the current literature.
Obviously, the existing DEA algorithms require the full data of all DMUs
to be implemented. This requirement poses a hidden risk to data sharing.
In reality, the full dataset might belong to different owners. In addition,
data are valuable assets. The ownership very likely hinders the appli­
cation that requires full data due to a privacy issue. Lacking a high-
powered incentive mechanism, it is very hard, if not impossible, to
request data owners to exchange their data with others. Considering this
reality, we argue that an algorithm should be of great value that enables
the application of DEA models while maintaining data confidentiality.
To resolve the conflict between DEA applications and data privacy
among data owners is the other motivation for this work.
Motivated by the computing difficulties and data privacy issues, this
paper first combines DEA with the Dantzig-Wolfe (DW) decomposition.
The DW decomposition is proposed by Dantzig and Wolfe (1960), which
can decompose a decomposable large-scale LP into two types of prob­
lems: a master problem (MP) and some sub-problems (SPs). Each SP
contains some partial variables, and the MP coordinates all SPs. In the
meantime, each SP only needs to interact with the MP. The optimal
solution of the original large-scale LP will be obtained by a finite number
of iterations of the column generation algorithm. In this paper, we use
the DW decomposition to split a DEA model into some SPs and construct
an MP to coordinate each SP. Based on this combination, a parallel DEA
algorithm (as parallel DEA-DW algorithm) is proposed. On one hand,
each SP only needs to deal with a small part of the full dataset, while the
size of the MP depends on the number of SPs. There is no doubt that the
size of the MP will be extremely small compared with a standard DEA
model applied to a full dataset. In addition, the size of the interactions
between the MP and the SPs is small. As a result, the computational
feasibility of DEA models in large-scale datasets is guaranteed theoret­
ically. On the other hand, as SPs do not interact with each other, data
confidentiality among DMUs is maintained.
The main contributions of this paper are as follows: (1) We first
combine DEA with DW decomposition, which can decompose the
extremely large DEA problem into very small SPs. (2) A new parallel
DEA-DW algorithm is proposed to solve the problem of insufficient RAM
size due to large-scale datasets, and the formula for the estimated
2
Computers & Industrial Engineering 175 (2023) 108875
computing time is provided. (3) The proposed algorithm is helpful to
maintain data confidentiality among different data owners, which
broadens the range of applications by satisfying the data privacy
requirement.
The rest of the paper is organized as follows. Section 2 describes the
underlying DEA model used in this paper and how to split the model by
the DW decomposition. In Section 3, we describe the proposed parallel
DEA-DW algorithm and demonstrate how it works by an example. In
addition, a formula is provided to estimate the computing time. Section
4 performs numerical experiments and analyzes the interactions of the
MP and SPs. Section 5 concludes the paper.
2. Preliminaries
2.1. Basic BCC model
Suppose that there are n DMUs containing m inputs and s outputs.
DMU0 DMUj (j = 1, 2, ⋯, n) denotes that the unit consumes the xij (i =
1, ..., m) inputs to produce the yrj (r = 1, ..., s) yr0 (r = 1, ..., s) outputs.
DMU0 denotes the DMU under evaluation. A popular DEA model for
evaluating the efficiency score is the BCC (Banker–Charnes–Cooper)
model (Banker et al., 1984). The input-oriented and envelopment model
is as follows.
Einput
0 = Min θ0
∑n
s.t. λj xij ≤ θ0 xi0 , i = 1, ⋯, m;
j=1
∑
n
λj yrj ≥ yr0 , r = 1, ⋯, s;
j=1 (1)
∑
n
λj = 1
j=1
λj ≥ 0, j = 1, ⋯, n;
θ0 is free in sign.
In the above model, the units attempt to proportionately minimize
the input by (θ0 *100 %) meanwhile keeping the output as the same
level. Each LP contains m + s + 1 constraints and n + 1 variables. The
readers are referred to Banker et al. (1984) for more information about
the BCC model.
Assuming that θ* and λ* are the optimal solution of Model (1),
∑n * ∑
( j=1 λj xij , nj=1 λ*j yij ), termed the virtual DMU for DMU0 , is composed
of the two types. One type is the DMUj with λ*j ∕
= 0, we call them the
reference points or simply reference of DMU0 . Additionally, these DMUs
are efficient DMUs in the production possibility set (PPS). The other type
is the DMUs with λ*j = 0. They have nothing to contribute to the virtual
DMU, and do not affect the efficiency of DMU0 .
In the following exposition, we will use the above-mentioned BCC
model to illustrate and the proposed methods are also applicable to CCR
envelopment and other same-type models. For the multiplier DEA
models, one can obtain all the needed information by extracting the dual
information from the computation results of the envelopment models,
which we do not discuss in the sequel.
2.2. DEA-DW decomposition
In this subsection, we provide an approach to split a DEA model into
p SPs and construct an MP to coordinate each SP by using DW decom­
position. Before introducing our approach, we need to transform Model
(1) to Model (2-A) , which is an LP with a block angular structure.
J. Ding et al. Computers & Industrial Engineering 175 (2023) 108875

p
∑ i ,sr ,si ,sr ) denotes slack variables. For brevity,
In Model (3-A), (s1− 1+ 2− 2+
Min θk1
we provide a matrix form for Model (3-A) in Model (3-B).
k=1
⌊n/p⌋
∑ ⌊n/p⌋
∑ Min E = CT X
s.t. λj xij ⩽ θ1i xi0 , λj yrj ⩾ y1r0 , i = 1, …, m , r = 1, …, s; ⎡ ⎤
[ ] D1 D2 [ ] [ ]
(3-B)
j=1 j=1
A1 ⎢ ⎥ X1 b1
⌊2n/p⌋
∑ ⌊2n/p⌋
∑ s.t. X = ⎢ ⎥
⎣ F1 0 ⎦ =
λj xij ⩽ θ2i xi0 , λj yrj ⩾ y2r0 , i = 1, …, m , r = 1, …, s; A2 X2 b2
0 F2
j=⌊n/p⌋+1 j=⌊n/p⌋+1

⋮ In Model (3-B), CT represents the coefficients of the objective function,

∑
n ∑
n (D1 D2 ) represents the coefficients of Constraints (3.1), and (F1 0),
λj xij ⩽ θpi xi0 , λj yrj ⩾ ypr0 , i = 1, … , m , r = 1, …, s; (0 F2 ) correspond to Constraints (3.2) and (3.3) respectively. We divide
j=⌊(p− 1)n/p⌋+1 j==⌊(p− 1)n/p⌋+1
p p p
all variables X into two parts X1 and X2 where X1 = (λj , j = 1, …, 5; θ11 , θ12 ;
∑ ∑ ∑ 1+ T
θk1 = θk2 = ⋯ = θkm , 1⩾θki ⩾ 0; y11 0 , y12 0 ; s1−
i , sr ) and X2 = (λj , j = 6, …, 10; θ21 , θ22 ; y21 0 , y22 0 ;
2+ T T
k=1 k=1 k=1
s2−
i , sr ) . b1 = (1, 0, y1 0 , y2 0 ) represents the right-hand side of
p
∑
ykr0 = yr0 , r = 1, …, s; Constraint (3.1), and b2 = (0, 0, 0, 0)T represents the right-hand side of
k=1 Constraints (3.2) and (3.3). With this matrix form, we are able to rewritten
∑
n the constrains of Model (2-A) as Model (2-B).
λj = 1, λj ⩾ 0, j = 1, …, n;
j=1 Min E = CT X
⎡ ⎤
(2-A) D1 D2 ⋯ Dp− 1 Dp
⎢ ⎥⎡ ⎤
As shown in Model (2-A), we divide the left-hand side terms of the ⎢ F1
⎢ 0 ⋯ 0 0 ⎥⎥ X1
first m + s constraints of Model (1) into p parts, while the right-hand side [ ] ⎢ ⎥⎢ ⎥ [ ]
A1 ⎢ 0
⎢ F2 ⋮ ⋮ ⎥ ⎢ ⎥
⎥⎢ X2 ⎥ b1 (2-B)
terms are each different. We decompose the right-hand side variable θ0 s.t. X = ⎢ ⎥⎢ ⎥ =
A2 ⎢ ⋮ ⋱ ⋮ ⋮ ⎥ ⎢ ⋮ ⎥ b2
of the first m input variable constraints into p variables (θki , k = 1, ..., p), ⎢
⎢
⎥⎣ ⎦
⎥
while the right-hand side term yr0 of the latter s output variable con­ ⎢ ⋮
⎣ ⋯ ⋯ Fp− 1 0 ⎥⎦ X p

straints is also decomposed into p variables (ykr0 , k = 1, ..., p). Property 1 0 ⋯ ⋯ 0 Fp

below ensures the equivalence of the two models.
In Model (2-B), A1 = [ D1 D2 ⋯ Dp ], and the remaining part of
Property 1. Model (1) is equivalent to Model (2-A). the coefficient matrix is A2 . Clearly, the variables corresponding to
Proof: Let us assume that the optimal solution of Model (2-A) is Dk (k = 1, ..., p) is the same as the variables corresponding to Fk (k = 1,...,
p). Below we shall introduce the MP based on A1 and SPs based on Fk (k =
(θk∗ k∗
i (i = 1,…,m,k = 1,…,p),λj (j = 1,…,n),yro (r = 1,…,s,k = 1,…,p)).
∗
1, ..., p).
We take all (λ*j , j = 1,…, n) into Model (1), and it’s clear to see that the In the DW decomposition, the variables X in Model (2-B) are replaced
sum of the left-hand side in the first row of the constraints is less than or by a convex combination of samples of extreme points of the feasible
p∗ p∗
equal to (θ1∗ 2∗ 1∗ 2∗
i + θi ⋯ + θi )xi0 . Let (θi + θi + ⋯ + θi ) = θi0 , the
∗
domains of the SPs, i.e., X = EW, where E denotes extreme points of SPs,
objective function of Model (1) is the same as that of Model (2-A), which and W denotes the convex multipliers. To avoid confusion, we note in
means, the same optimal objective value of Model (1) is less than or equal passing that each column of E is an extreme point and the number of
to Model (2-A). Similarly, we can obtain a feasible solution of Model (2-A) columns of E is a run time determined parameters. With this reformu­
that gives the optimal value of Model (1) implying that the optimal value lation of decision variables in position, we transform Model (2-B) to
of Model (2-A) is less than or equal to Model (1). Together, we have shown Model (2-C).
that the two models have an identical optimal value. Hence, the proof.
To simplify exposition, we illustrate Model (2-A) through a two-SP Min E = CT EW
⎡ ⎤
example. Without loss of generality, let m = 2, s = 2, p = 2, n = 10. D1 D2 ⋯ Dp− 1 Dp
⎢ ⎥⎡ ⎤
⎢ F1 0 ⋯ 0 0 ⎥
min E = θ11 + θ21 ⎢ ⎥ E1 W1
[ ] ⎢ ⎥⎢ ⎥ [ ]
⎫ A1 ⎢ 0
⎢ F2 ⋮ ⋮ ⎥⎢ ⎥
⎥⎢ E2 W2 ⎥ b1 (2-C)
⎪
⎪ s.t. EW = ⎢ ⎥⎢ ⎥=
∑
5 ∑
10 ⎪
⎪ ⎢ ⋮ ⎥⎢ ⎥
⎪ A2 ⋱ ⋮ ⋮ ⎥⎣ ⋮ ⎦ b2
s.t. λj + λj =1 ⎪⎪
⎪
⎢
⎢ ⎥
⎪
⎪ ⎢ ⋮ ⎥
j=1 j=6 ⎪
⎪ ⎣ ⋯ ⋯ Fp− 1 0 ⎦ Ep Wp
⎬
θ11 − θ12 + θ21 − θ22 =0 (3.1) 0 ⋯ ⋯ 0 Fp
⎪
⎪
⎪
⎪
y11 0 + y21 0 = y1 0 ⎪
⎪
⎪ In Model (2-C), Ek Wk (k = 1, 2, ...p) represents the convex combina­
⎪
y12 0 + y22 0
⎪
⎪
= y2 0 ⎪
⎪ tion of extreme points of the kth SP. Based on Model (2-C) and the above
⎭
illustration of DW decomposition, we provide the decomposition of
⎫ Model (2-A) into the MP (Model-4-A) and p SPs (Model-5-A). Though
∑
5 ⎪ (3-A)
λj xij + s1−i − θ1i xi 0 = 0,
⎪
i = 1, 2 ⎪
⎪
⎪ Model (4-A) looks daunting, the constraints and the objective function
⎪
j=1 ⎬ are respectively, A1 EW = b1 and CT EW.
(3.2)
∑
5 ⎪
⎪
⎪
λj yrj − s1+
r − y1r 0 = 0, r = 1, 2 ⎪
⎪
⎪
⎭
j=1
⎫
∑
10 ⎪
⎪
λj xij + s2−i − θ2i xi 0 = 0, i = 1, 2 ⎪
⎪
⎪
⎪
⎬
j=6
(3.3)
∑
10 ⎪
⎪
⎪
λj yrj − s2+
r − y2r 0 =0, r = 1, 2 ⎪
⎪
⎪
⎭
j=6

3
J. Ding et al. Computers & Industrial Engineering 175 (2023) 108875

p ∑
∑
Min z = ωk(l) θk1(l)
k=1 l∈Lk
⎫
p ∑
∑ p ∑
∑ p ∑
∑ ⎪
⎪
⎪
s.t. ω k k
(l) θ1(l) = ω k k
(l) θ2(l) = ⋯ = ω k k
(l) θm(l) , 1⩾θki ⩾ 0; ⎪
⎪
⎪
⎪
⎪
k=1 l∈Lk k=1 l∈Lk k=1 l∈Lk ⎪
⎪
⎪
⎪
∑
n ∑ ⎪
⎬
ωk(l) λj(l) = 1, λj ⩾ 0; (dual variables: π)
j=1 l∈Lk ⎪
⎪
⎪
⎪ (4-A)
⎪
⎪
p ∑
∑ ⎪
⎪
⎪
⎪
ωk(l) ykr0(l) = yr0 , r = 1, …, s; ⎪
⎪
k=1 l∈Lk
⎪
⎭
}
∑
ωk(l) = 1, k = 1, ..., p; (dual variables: αk )
l∈Lk

ωk(l) ⩾ 0,

( ) ( )
Min zk = CTk − πT Dk Xk − αk Min zk = CTk − π T Dk Xk − αk
⌊kn/p⌋
(5-B)
∑ s.t. Fk Xk = b2 k
s.t. λj xij + sk−i − θki xi0 = 0 , i = 1, …, m;
j=⌊(k− 1)n/p⌋+1
(5-A) 3. The parallel DEA-DW algorithm
⌊kn/p⌋
∑
λj yrj − sk+ − ykr0 = 0, r = 1, …, s;
3.1. Description of the algorithm
r
j=⌊(k− 1)n/p⌋+1

λj , sk−i , sk+ k
r ⩾0, yr0 ⩾yr0 ⩾0. Based on the above discussion, we provide the procedure referred to
Note that z is the optimal objective function value of MP, zk (k = 1, as the Parallel DEA-DW algorithm in Algorithm 1.
…, p) as the optimal objective function value of the kth SP, π as the dual
variables with respect to first three rows of constraints and αk (k = 1, ...,
p) as the dual variables of convexity constraints. All these variables Algorithm 1: Parallel DEA-DW

shall be used extensively in the sequel. In Model (4-A), [θk1(l) , θk2(l) , ..., θkm(l) , Step 1: Transform the standard BCC model (Model-1) to a block angular structure (
Model-2-A). Partition the transformed programming into one MP (Model-4-A) with
yk10(l) , yk20(l) , ..., ykr0(l) , λj(l) (j = ⌊(k − 1)n/p⌋ + 1, ..., ⌊kn/p⌋)], l ∈ Lk denotes nini [1] variables, and p SPs (Model-5-A) with m +s +(n/p) variables. Assign the MP to
extreme points of the kth SP, and ωk(l) (k = 1, 2, ...p; l ∈ Lk ) are convex a computer and p SPs to p computers.
Step 2: Identify an initial feasible basis solution for MP by Big M method. Initialize
multipliers associated with extreme points of the kth SP. In Model (5-A),
I = 0[2].
it is worth stating that CTk is the vector of objective function coefficients Step 3: Solve MP (Model-4-A) and storez, passing π and αk to all SPs.
in the MP corresponding to the variables of the kth SP. Models (4-A) and Step 4: Set objective functions of the SPs and solve the SPs (Model-5-A).
(5-A) have the same structures as the respective matrix forms of Models Step 5: Gathering the optimal objectives zk (k = 1, …, p) of all SPs, if all zk are
positive, then go to Step 6, otherwise go to Step 7.
(4-B) and (5-B) below.
Step 6: The resulting optimal solutionz* = z, the algorithm terminates.
Min E = CT EW Step 7: Letzs = min{zk , zk ⩽ 0}, s ∈ {1,…,p}. Based on the optimal solutions X*s of the
⎡ ⎤ sth SP, generate a specific coefficient column with a new variable to the MP, and
E1 W1
letI = I + 1. Go to Step 3.
⎢ ⎥
⎢ E2 W2 ⎥
⎢ ⎥ (4-B) 1
nini indicates the initial number of variables in the MP.
s.t. A1 EW = [ D1 ⋯ Dp− 1 Dp ]⎢ ⎥ = b1 2
⎢ ⋮ ⎥ I represents the number of iterations in the parallel DEA-DW algorithm, i.e., the
⎣ ⎦
number of column generation.
Ep Wp

To help interpret Algorithm 1, we provide a schematic diagram in Fig. 1,

which shows the interaction mechanism between the MP and SPs.
It is worth noting that in Step 2, we use a Big M method to get an
initial feasible solution, which in turn initiates the iteration process of
the algorithm. As described in Step 3 and Step 4, the MP sends the
computed parameters π and αk (k = 1, 2, ..., p) to each SP, and each SP
sets the objective function with the received values and runs Model (5-
A). Then, each SP returns zk (k = 1, …, p) and Xk* (k = 1, 2, ..., p) to the
MP. When the MP collects all zk (k = 1, …, p) and Xk* (k = 1, 2, ..., p),
computes Model (4-A), and so on and so forth until all zk (k = 1, …, p)
are positive.
In the following, let us return to the two-SP example in Section 2.2.
We can easily observe that the feasible domains represented by the
Constraints (3.2) and (3.3) are all bounded from above. In fact,(θ11 ,θ21 ,θ12 ,
Fig. 1. Schematic diagram of the parallel DEA-DW algorithm.

4
J. Ding et al.
θ22 ), (y11 0 , y12 0 ) and (y21 0 , y22 0 ) are bounded above by 1, y1 0 and y2 0
respectively. Thus, it is equivalent to add these upper bounds to SP 1 and
SP 2 to make explicitly the feasible domains of the SPs bounded poly­
hedrons. As a result, we only need to use the extreme points of Con­
straints (3.2) and (3.3) together with upper bounds in the column
generation process of DW decomposition. For the reason that extreme
points of the two SPs are sometimes difficult to obtain, we use the Big M
method to initiate the procedure. Note that the MP has six constraints
(four constraints are already shown in Constraints (3.1) and the other
two are convexity constraints corresponding to two SPs). Thus, we use
six artificial variables attached to these six constraints and associate six
big M’s as the coefficients in the objective function of Constraints (3.1)
to construct a feasible basic solution for Steps 1 and 2.
Next, we can get an initial dual price vector (π, α1 , α2 ) for con­
structing the objective functions of the two SPs. Taking SP1 as an
example, its objective function is Min z1 = (CT1 − πT D1 )X1 − α1 . Natu­
rally, we may start two computers to solve the SPs in parallel. Once we
get the z1 and z2 in the two SPs are all positive, the original problem’s
optimal objective value z* is the same as the optimal value of the current
MPz. That is, we get the efficiency value of the DMU under evaluation.
Otherwise, we choose the optimal solution from the SP with the most
negative value to generate a column to enter the MP. For example,
ifz2 < z1 and z2 < 0, we choose the optimal solution from SP2 to
generate a new variable with the coefficient column
( T )T ( )
C2 X2 , D2 X2 , 0, 1 to the MP, where CT2 X2 is added to the objective
function and (D2 X2 , 0, 1)T enters the constraints. The remaining steps
are to repeat the column generation process iteratively until the pro­
cedure converges to an optimal solution.
To sum up, two features of the proposed algorithm can be discerned:
(1) Scalability. The data needed for interactions are very small and the
majority of data are stored and maintained locally in SPs. Also note that
SPs are independent of one another and they only need to interact with
the MP. (2) Confidentiality. The owners of parts of DMUs’ information
can construct their own SPs and implement computing with private
partial data, while the MP is constructed and solved by a central eval­
uator. The DMU’s efficiency evaluation can be finished by the interac­
tion mechanism depicted in Fig. 1 with the necessary data exchanges
without disclosing the information to other data owners.
3.2. Computing time analysis of the algorithm
In this subsection, we discuss the performance of the proposed par­
allel DEA-DW algorithm from the perspective of computing time
analysis.
The current paper assumes that the underlying algorithm to solve the
DEA model is the Simplex algorithm. Dulá (2008) demonstrates Simplex
algorithm is more efficient than other algorithms such as interior-point
methods in DEA computation, and provides an approximate relationship
T = C(m, s, d) n, where T is the time required to solve a standard DEA
problem, the factor C(m, s, d) is an inherent data attributes about
dimension (m, s) and density (d). n is the cardinality. It also means that
the total time required to get the efficiencies of all n DMUs, is T =
C(m, s, d) n2 . Based on this, we can analyze the computing time of the
parallel DEA-DW algorithm and Property 2 summarizes the main result.
Property 2. Assume p computers in parallel for the calculations of p SPs.
The computing time required to generate efficiencies of all n DMUs by the
parallel DEA-DW algorithm is given in the formula in (6), where Tint indicates
the interaction time overhead for passing parameters to all SPs and gathering
optimal solutions from the SPs in one iteration.
( ( ) )
(2nini + I)(I + 1) n mation interactions required between the MP and each SP for each DMU,
T1 = MP
C(m, SP
+ C(m, + Tint I n
s, d)
2 s, d)
p and the times of the MP and each SP solved. Therefore, it can be sug­
Proof: For the parallel DEA-DW algorithm, the computing time of a
Computers & Industrial Engineering 175 (2023) 108875
single DMU is spent on two tasks. One is the MP computation that in­
creases in size with iteration I, and the other is the parallel computation
of SPs. Initial MP is an LP with nini variables. Every time a column is
generated by the SPs, the size of MP will be added one. So, the first half
of the formula represents the time consumed by the MP, which is the
sum of a series of equal-difference from CMP (m, s, d) nini to C(m, s, d) (nini + I).
MP
And the rest is the time consumed by the SPs and interaction. Since each
SP is an LP model with n/p variables, we get the time of CSP
(m, s, d) n/p. And
the required interaction time Tint for the comparison of SPs’ optimal
solution is added (Note that the interaction overhead costs little because
only the few parameters of MP need to be passed to all SPs and the
optimal solution of the SP needs to be gathered for comparison). In
consideration of every iteration will have such a pass, so we multiply it
by I. Finally, n DMUs need to be evaluated n times, so we are multiplying
the outermost part of the Formulation (6) by n. Hence, the proof.
4. Numerical study
In this section, we use different datasets to demonstrate the feasi­
bility and validity of the proposed parallel DEA-DW algorithm. We
perform the parallel DEA-DW algorithm using two sources of datasets:
randomly generated datasets and datasets from Dulá (2011). The first
source is computer generated random data. 12n-by-(m + s) data
matrices are randomly generated, where (m, s) = (2, 2), (3, 3), (4, 4),
and (5, 5) and n = 10000, 25000, 50000, the datasets can be viewed at
https://github.com/1660622007/datasets-Parallel_DEA_DW. The other
source is Dulá (2011), We used 16 data sets with dimension (m, s) = (7,
8), (10, 10), cardinality n = 25000, 50000, 75000, 100000 and density
ρ = 0.10, 0.25.
In the following experiments, we will use the following tools and
software: Gurobi, Python, mpi4py, and a personal laptop (Gurobi 9.1.2,
Gurobi Optimization, LLC. “Gurobi Optimizer Reference Manual”. 2021.
[Online]. Available: https://www.gurobi.com; Python 3.9 version;
mpi4py, https://mpi4py.readthedocs.io/en/stable/; Personal laptop,
Intel Core i5-7300HQ CPU @2.50 GHz and 8G memory). We use one
computer with multiple processes running to simulate multiple com­
puters, where one process is used to solve the MP and each of the
remaining processes solves an SP. The process-to-process interaction we
implement with the support of mpi4py.
The performance results of the parallel DEA-DW algorithm in our
generated datasets is shown in Table 1 (3 processes) and in datasets from
Dulá (2011) is shown in Table 2 (3 processes).
In Tables 1 and 2, we give the three attributes of the dataset:
dimension, cardinality and density, such as dimension = 2i2o, cardinality =
10000 and density = 0.62 % mean the dataset has 10,000 DMUs with 2
inputs and 2 outputs and the proportion of efficient DMUs is 0.62 %. As
mentioned before, nini indicates the initial number of variables in the
MP. Avg. I, Avg. final MP size and SPs size indicate the average iterations,
the average number of variables in final MP and the number of variables
in each SP, respectively. Avg. computing time means the average
computing time (Unit: Second) required to compute one DMU’s
efficiency.
As shown in Table 1, in the first dataset (2i2o, 10000, 0.62 %), the
number of variables involved in each SP is 5004, including 5000 for λj , 2
for θki and 2 for ykro . In other words, the number of variables in each SP is
determined by the number of DMUs and the number of dimensions
involved in each SP, while the number of constraints per SP is 4, which is
determined by the number of dimensions. The average final number of
variables for MP is 26.62, where the initial MP has 6 variables (i.e., nini ),
and 20.62 variables are added through the column generation method
(equal to the number of Avg. I).
It is worth stating that Avg. I is equivalent to the number of infor­
(6)
gested that it is the most critical index in our algorithm, which
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J. Ding et al. Computers & Industrial Engineering 175 (2023) 108875

Table 1
The performance of the proposed algorithm in randomly generated datasets with 3 processes.
Dataset nini Avg. I Avg. final MP size SPs size Avg. computing time

Dimension Cardinality Density

2i2o 10,000 0.62 % 6 20.62 26.62 5004 4.21

25,000 0.38 % 6 23.65 29.65 12,504 11.96
50,000 0.19 % 6 23.34 29.34 25,004 23.49
3i3o 10,000 2.88 % 8 33.29 41.29 5006 6.66
25,000 1.50 % 8 34.35 42.35 12,506 17.02
50,000 0.98 % 8 33.06 41.06 25,006 32.78
4i4o 10,000 6.99 % 10 40.63 50.63 5008 8.04
25,000 2.05 % 10 44.58 54.58 12,508 21.98
50,000 3.00 % 10 44.77 54.77 25,008 44.46
5i5o 10,000 13.28 % 12 53.37 65.37 5010 10.62
25,000 8.36 % 12 53.98 65.98 12,510 26.74
50,000 5.65 % 12 56.02 68.02 25,010 55.41

Table 2
The performance of the proposed algorithm in datasets of Dulá (2011) with 3 processes.
Dataset nini Avg. nini Avg. final MP size SPs size Avg. computing time

Dimension Cardinality Density

2i3o 25,000 10 % 7 30.4 42.4 12,510 13.74

25,000 25 % 7 31.3 43.3 12,510 12.32
50,000 10 % 7 27 39 25,010 24.13
50,000 25 % 7 31.4 43.4 25,010 24.23
5i5o 25,000 10 % 12 60.9 67.9 12,514 27.43
25,000 25 % 12 63.3 80.3 12,514 25.32
50,000 10 % 12 60.3 77.3 25,014 54.72
50,000 25 % 12 62.6 79.6 25,014 55.46
7i8o 25,000 10 % 17 97.7 119.7 12,520 42.05
25,000 25 % 17 100.2 122.2 12,520 46.36
50,000 10 % 17 94.9 116.9 25,020 88.81
50,000 25 % 17 101.7 123.7 25,020 90.2
10i10o 25,000 10 % 22 148.5 155.5 12,504 65.98
25,000 25 % 22 147.3 170.54 12,504 64.24
50,000 10 % 22 151.8 158.8 25,004 133.13
50,000 25 % 22 163.1 170.1 25,004 134.97

significantly determines the size of MP and the times of MP and SPs
solved, i.e., the main computational consumption.
To further show the feasibility of the proposed algorithm, we simu­
late more computers, i.e., more SPs, and the results about Avg. I are
shown in Figs. 2–5.
The following observations can be made based on Figs. 2–5. (1) As
the number of SPs increases, Avg. I also increases, regardless of the
dimension. Figs. 2 and 3 show an unambiguous upward trend. However,
it should be noted that the size of each SP is smaller and the computation
consumption of each SP should be reduced. (2) As the dimension in­
crease, Avg. I is also increasing, regardless of the number of SPs. In
Figs. 2 and 3, it indicates that the line with the lower dimension is below
the line with the higher dimension. And in Figs. 4 and 5, it indicates that
the heights of the columns in different dimensions are significantly
different. The more dimensions, the more variables involved in the MP
and the SPs, and as a result, the more iterations are needed to find an
optimal solution. (3) The cardinality has a small effect on Avg.I. Figs. 4
and 5 display graphically that the effect of cardinality in the same
dimension setting is less prominent. In summary, the critical factors
affecting Avg. I are dimension and the number of SPs, while cardinality
has a weak effect on it.
5. Conclusion
As data become more and more available, the difficulty with large-
scale datasets in DEA applications attracts the attention of many re­
searchers. Except for this issue, the data privacy issue has not been
discussed in designing an efficient algorithm in DEA research. There is a
potential conflict between a requirement of full-data for implementing
an algorithm and the stark reality that data owned by different owners,
who are unwilling to transfer data to a central location.
In order to address these problems, we first study the combination of
the DEA model and the DW decomposition, and further propose the
parallel DEA-DW algorithm. In addition, we analyze the computing time
of the proposed algorithm. Subsequently, we demonstrate the feasibility
of our algorithm through simulations. It can be found that it is feasible to
use DW decomposition to decompose large-scale DEA problems, while
the size of SPs depends on the number of decomposed SPs. The parallel
DEA-DW algorithm is feasible in dealing with the DEA computation
problem for large-scale datasets and data confidentiality. The key index,
the average iterations, is tightly related to the number of dimensions and
the number of SPs, while the cardinality has a small effect on it.
Our proposed algorithm provides a solution strategy for a practical
implementation of DEA computations when large-scale datasets
exceeding the capacity of RAMs; the amount of information exchanges
in the computation process is small. Moreover, the data privacy issue has
attracted widespread public attention. Many scholars have discussed
this issue in numerous studies (Horvitz and Mulligan, 2015; Landau,
2015). Our proposed method provides a solution that avoids disclosing
DMU information to achieve data confidentiality. Respecting data
confidentiality, our proposed method broadens the scope of applications
of DEA models. Vaccine distribution is a potential case in point, where
countries can obtain distribution strategies through DEA methods
without revealing sensitive information.
Finally, there are still some limitations left for future development.
First, in terms of the initial feasible solution, we use the Big M method to
obtain an initial feasible solution, iterating off this feasible solution the
MP and the SPs may require multiple interactions, and discovering a

6
J. Ding et al. Computers & Industrial Engineering 175 (2023) 108875

Fig. 2. Relations between the number of SPs and the average iterations in different cases of cardinality in randomly generated datasets.

Fig. 3. Relations between the number of SPs and the average iterations in different cases of cardinality in datasets of Dulá (2011).

7
J. Ding et al. Computers & Industrial Engineering 175 (2023) 108875

Fig. 4. Relations between the dimension and the average iterations in different cases of SPs in randomly generated datasets.

Fig. 5. Relations between the dimension and the average iterations in different cases of SPs in datasets of Dulá (2011).

8
J. Ding et al.
better method to obtain the initial feasible solution may reduce the in­
teractions. Second, the proposed algorithm may be applied to more
scenarios, such as the case where the dataset is stored in a distributed
form and so on.
CRediT authorship contribution statement
Jingjing Ding: Conceptualization, Methodology, Writing – original
draft, Writing – review & editing, Funding acquisition. Shengqing
Chang: Data curation, Software, Visualization, Writing – original draft,
Writing – review & editing. Ruifeng Wang: Data curation, Software,
Writing – original draft. Chenpeng Feng: Writing – review & editing,
Supervision, Project administration, Funding acquisition. Liang Liang:
Validation, Funding acquisition.
Declaration of Competing Interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influence
the work reported in this paper.
Data availability
Data will be made available on request.
Acknowledgment
The authors would like to thank the guest editor and the anonymous
reviewers for their constructive comments and invaluable suggestions.
Jingjing DING and Shengqing CHANG are joint first authors. This
research is supported by National Natural Science Foundation of China
(Nos. 71771074, 71971072, 72188101, 71971074).
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