Comment On Some Mathematical Properties of A DEA Model For The Joint Determination of Ef Ficiencies

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Journal of the Operational Research Society (2015) 66, 1960–1966 © 2015 Operational Research Society Ltd.

Society Ltd. All rights reserved. 0160-5682/15


www.palgrave-journals.com/jors/

Comment on some mathematical properties of a


DEA model for the joint determination of
efficiencies
Jingjing Ding1, Peng Zhang2 and Chenpeng Feng2*
1
Hefei University of Technology, Hefei, P.R. China; and 2University of Science and Technology of China, Hefei,
P.R. China
Molinero and Tsai (1997) proposed a data envelopment analysis (DEA) model to evaluate a production entity that
is characterized by shared inputs and shared outputs. They claimed that their proposed model has a convex solution
space, and thus a convex program. This conclusion, if it were correct, should be applicable potentially not only to
the model given by the authors, but also arguably to all the researches concerning shared inputs and/or shared
outputs in the literature. Because of its potential influence, we show that the conclusion is not correct and
the significance of the incorrectness without reducing the interestingness of their work, as the establishment of
Kuhn-Tucker condition is interesting by itself.
Journal of the Operational Research Society (2015) 66(12), 1960–1966. doi:10.1057/jors.2015.15
Published online 29 April 2015

Keywords: shared input; shared output; DEA

1. Introduction (see model (1)) is convex, and thus the program is a convex
program, is not correct. It should be noted that the conclusion
The data envelopment analysis (DEA) is a mathematical
drawn in Molinero and Tsai (1997) should be applicable
programming technique that can be used to evaluate the relative
potentially not only to the model given by the authors, but also
efficiencies of a set of decision-making units (DMUs) involving
arguably to all the researches concerning a production entity
multiple inputs and outputs. The technique was originally
with shared inputs and/or outputs, if it were correct. Because of
introduced by Charnes et al (1978) (called CCR model). As is
its potential influence, we think it is worthwhile to show this
known, the CCR model captures both technical and scale
incorrectness and the significance of this incorrectness.
inefficiencies. Banker et al (1984) proposed a new approach
This paper unfolds as follows: in the next section, we revisit
(called BCC model), which extended the CCR model by
the model and point out the incorrect logic in establishing the
separating technical efficiency and scale efficiency. Since its
convexity; in Section 3, we present a counterexample and the
inception in 1978 under the name of DEA, it has been extended
significance of this incorrectness; Section 4 summarizes
from both a theoretical and a practical perspective.
this paper.
The evaluation of a production entity with shared inputs and/
or shared outputs attracts the attention of researchers (see, eg,
the recent works by Imanirad et al (2013) and Cherchye et al
(2013)). In this line of studies, Beasley (1995) first showed an 2. The model revisited
application and formulated a rigorous model characterized by
joint consumption of some inputs by multiple activities. In We now recapitulate the model considered in Molinero and
Molinero and Tsai (1997), the authors extended Molinero Tsai (1997) and Molinero (1996). The interested readers should
(1996) by looking into the estimation strategy through refer to the original works for more information. To study a
establishing the convexity and the first-order Kuhn-Tucker production with shared inputs and shared outputs, Molinero and
conditions. Tsai (1997) and Molinero (1996) presented model (1) below to
In the current work, without reducing the interestingness of evaluate the production system with two activities: the teaching
Molinero and Tsai (1997), as the establishment of Kuhn-Tucker activity and researching activity (see Figure 1).
condition is interesting by itself, we point out that the In Figure 1, inputT and inputR indicate the inputs consumed,
assertion that the feasible region of the mathematical program respectively, by Teaching and Researching activity. Similarly,
outputT and outputR indicate the outputs from, respectively,
*Correspondence: Chenpeng Feng, School of Management, University of
Teaching and Researching activity. Finally, sharedinput denotes
Science and Technology of China, Hefei, Anhui Province 230026, P.R. China. the inputs jointly consumed by Teaching and Research activity,
E-mail: dxx@mail.ustc.edu.cn and sharedoutput denotes the outputs produced together by
Jingjing Ding et al—Comment on some mathematical properties of a DEA model 1961

xRbs is the amount of input b associated only with the


inputT outputT
Teaching activity Research activity of DMUs
sharedinput sharedoutput xTR
cs is the amount of input c associated with Teaching and
Research at DMUs
Researching activity outputR yTds is the amount of output d associated only with the
inputR Teaching activity of DMUs
yRes is the amount of output e associated only with the
Figure 1 Schematic diagram of a DMU. Research activity of DMUs
yTR
fs is the amount of output f associated with Teaching and
Research at DMUs
λT is a positive constant associated with Teaching
λR is a positive constant associated with Research
Teaching and Researching activity. μc is the proportion of input c associated with Teaching.
max θT wT + θR wR μf is the proportion of input f associated with Research.

X
S Note that notations follow exactly Molinero and Tsai (1997).
s:t: λTs xTas ⩽ xTak The peculiarities of model (1) are that two radial expansion
s=1 variables (wT and wR) are utilized to measure the equipropor-
tionate expansion potentials of the Teaching activity and
X
S
λRs xRbs ⩽ xRbk Researching activity. In addition, user provided weights are
s=1 applied to incorporate a decision maker’s preference informa-
tion. By using matrices A, DT, DR, b, xT and xR, Molinero and
X
S X
S
μc λTs xTR Tsai (1997) were able to give a matrix form for the constraints
cs + ð1 - μc ÞλRs xTR
cs ⩽ xck
TR

s=1 s=1 of model (1).

X
S
λTs yTds ⩾ wT yTdk DT AxT + DR AxR ⩽ b; (2)
s=1

X
S where
λRs yRes ⩾ wR yRek
s=1
0 1
xTa1 xTa2 xTak xTaS 0
B C
X
S X
S   B C
μf λTs yTR + 1 - μf λRs yTR B R C
fs ⩾ w μf yfk
T TR
fs B xb1 xRb2 xRbk xRbS 0 C
s=1 s=1 B C
B C
  B C
+ wR 1 - μf yTR B xTR xTR xTR xTR 0 C
fk B c1 c2 ck cS C
B C
A=B C;
wT ⩾ 1; wR ⩾ 1; 0 ⩽ μc ⩽ 1; 0 ⩽ μf ⩽ 1; B T C
B - yd1 - yTd2 - yTdk - yTdS yTdk C
B C
B C
λTs ⩾ 0; λRs ⩾ 0: ð1Þ B C
B - yR - yRe2 - yRek - yReS yRek C
B e1 C
Here, B C
@ A
- yTR
f1 - yTR
f2 - yTR
fk - yTR
fS yTR
fk
a is an index assigned to inputs which relate solely to the
Teaching activity 0 1
b is an index assigned to inputs which relate solely to the 1 0 0 0 0 0
B C
Research activity B C
B C
c is an index assigned to shared inputs B0 0 0 0 0 0 C
B C
d is an index assigned to outputs which relate solely to the B C
B C
Teaching activity B0 0 μ 0 0 0 C
B c C
e is an index assigned to outputs which relate solely to the B C
D =B
T
C;
Research activity B C
B0 0 0 1 0 0 C
B C
f is an index assigned to joint outputs B C
B C
S is the total number of DMUs in the data set B0 0 0 C
B 0 0 0 C
k is the DMU under investigation B C
xTas is the amount of input a associated only with the @ A
Teaching activity of DMUs 0 0 0 0 0 μf
1962 Journal of the Operational Research Society Vol. 66, No. 12

0 1 convex sets, might not preserve convexity. This is where the


0 0 0 0 0 0
B C incorrect conclusion comes from. The authors’ derivation is not
B0 1 0 0 0 0 C
B C
B C correct. We provide a counterexample in Section 3.
B C
B0 0 1 - μc 0 0 0 C  
B C
D =B
R
C; and b′ = xTak xRbk xTR 0 0 0 :
B0 C ck
B 0 0 0 0 0 C
B C
B
B0
C
C
3. A counterexample
0 0 0 1 0
@ A
0 0 0 0 0 1 - μf We now consider a data set consisting of 10 DMUs. Each DMU
consists of two activities: Teaching and Researching activities
  (see Figure 1). The inputs of a DMU fall into two categories:
x′T = λT1 λT2 λTk λTS wT ;
dedicated inputs and shared inputs. The outputs of a DMU fall
 
x′R = λR1 λR2 λRk λRS wR : into two categories as well: dedicated outputs and shared
outputs. In the example, we denote the dedicated inputs of the
Beginning with the system of inequalities in (3), the authors Teaching and Researching activity, respectively, as inputT and
established convexity for the feasible region of model (1). inputR; sharedinput and sharedoutput represent respectively the
shared inputs and shared outputs of a DMU. Finally, outputT
Ax ⩽ b: (3)
and outputR represent the dedicated outputs of Teaching
Obviously, the feasible region specified by the system of activity and Researching activity, respectively. The data are
inequalities in (3) is an intersection of half spaces, where x is a reported in Table 1.
vector of decision variables. Therefore, it is convex. Then, the As we can see from Table 1, the Teaching activity consumes
authors claimed that the left multiplication of both sides of the three dedicated inputs. Let us use inputT1j, inputT2j and
inequalities in (3) by DT and DR preserves convexity. In inputT3j to represent the respective dedicated input consumed
addition, by applying the property that the addition of two by DMUj ( j = 1, …, 10) for ease of reference; the Researching
convex sets (ie, Minkowski sum) is a convex set as well, S activity consumes two dedicated inputs, denoted as inputR1j
(μc, μf) defined in (4) is convex. and inputR2j; the two activities jointly consume two shared
    inputs and produce three shared outputs, denoted respectively
S μc ; μf = x = DT AxT + DR AxR : AxT ⩽ b; AxR ⩽ b ; (4)
as sharedinput1j, sharedinput2j, sharedoutput1j, sharedoutput2j,
where xT and xR have the same dimensionality. Note here that and sharedoutput3j. Finally, the Researching activity produces
DT and DR are parameterized matrices. This is why we two dedicated outputs, denoted as outputR1j and outputR2j.
explicitly document the involved parameters, that is, μc, μf, as According to model (1), we give four feasible solutions
arguments to S. Observing the special structures of DT and DR, corresponding to the case where DMU1 is under evaluation.
we can derive that the feasible region of (2) is equal to S(μc, μf) They are reported under the headings Sol1, Sol2, Sol3 and Sol4
for any specification of μc and μf. Then, as the feasible region in Table 2. The feasibility of these solutions can be seen from
determined by the last set of constraints of model (1) is convex, the last row of Table 3, where True indicates a feasible solution
the intersection of the resulting convex set specified by the last and False indicates an infeasible one. Note that there are in fact
set of constraints and S(μc, μf) for a specification of μc and μf 27 decision variables in the model. However, we only show 24
should be convex as well. Based on the above reasoning, the of them in Table 2. They are μc, μf, wT wR, λT1 , …, λT10, λR1 , …,
authors argued that any solution will be a global one, and they λR10. This is because we have deliberately let μc1 = μc2 = μc and
proceeded to establish the Kuhn-Tucker conditions, which is a μf1 = μf 2 = μf 3 = μf.
necessary condition for the optimality of the solution. The Now our work is to check whether any convex combination
sufficiency side for Kuhn-Tucker conditions follows if the of these solutions is a feasible solution of model (1) where
abovementioned convexity holds. DMU1 is under evaluation. This property is demanded by the
Without reducing the interestingness of their work, as the convexity for the feasible region of the model claimed by
establishment of Kuhn-Tucker condition is interesting by itself, Molinero and Tsai (1997).
we show that the argument in establishing convexity is not Let us combine Sol1 with Sol2, Sol3 with Sol4. The convex
correct. Before giving a counterexample, we demonstrate the weights are 0.6551 and 0.1536 respectively. To be specific,
incorrect logic underlying the authors’ reasoning now. cvx_sol1 = 0.6551* Sol1 + (1 − 0.6551)* Sol2 and cvx_sol2 =
Undoubtedly, for any specific μc and μf, the authors’ derivation 0.1536* Sol3 + (1 − 0.1536)* Sol4. We report cvx_sol1 and
is correct. Nevertheless, the feasible region given by (2) should cvx_sol2 in the last two columns of Table 2. Notice here the
be (5). It means that a solution is feasible if there exists a set of data in the first four rows should satisfy the requirements that
μc, μf in [0, 1] × [0, 1] such that (2) is satisfied. wT ⩾ 1, wR ⩾ 1, 0 ⩽ μc ⩽ 1 and 0 ⩽ μf ⩽ 1. In addition, the
[   reported λs are all nonnegative. Now we proceed to check out
S μc ; μf : (5)
μc ; μf 2½0; 1
the major constraints associated with inputs and outputs, that is,
the inequalities in (2).
Obviously, S(μc, μf) is a convex set for a specification of μc Table 3 reports the results for the left-hand side (LHS) and
and μf. Nevertheless, the outer operation, the union of the inner right-hand side (RHS) of (2) constraint by constraint.
Jingjing Ding et al—Comment on some mathematical properties of a DEA model 1963

Specifically, LHS and RHS are as below.

0 1
P
10

B j=1 λTj inputT1j C


B C
B C
BP C
B 10
λj inputT2j
T C
B C
B j=1 C
B C
B C
BP 10 C
B λ T
inputT C
B j 3j C
B j=1 C
B C
BP C
B 10 R C
B λj inputR1j C
B j=1 C
B C
B C
BP 10 C
B λj inputR2j
R C
B C
B j=1 C
B C
B 10 C
BP P10 C
B μ λT
sharedinput + ð1 - μ Þλ R
sharedinput C
B j=1 c j 1j c j 1j C
B j=1 C
B C
BP P C
B 10 10
C
B μc λTj sharedinput2j + ð1 - μc ÞλRj sharedinput2j C
B j=1 = C
B j 1 C
LHS = B C
B C
B wT outputT - P λT outputT
10
C
B 11 j 1j C
B j=1 C
B C
B C
B T P10 C
B w outputT21 - λ T
outputT C
B j 2j C
B j = 1 C
B C
B P R C
B R 10
C
B w outputR 11 - λ outputR 1j C
B j=1
j
C
B C
B C
B C
B wR outputR21 - P λR outputR2j
10
C
B j C
B j=1 C
B C
B   S   C
B T P10 P C
B w μf sharedoutput11 + wR 1 - μf sharedoutput11 - μf λj sharedoutput1j -
T
1 - μf λj sharedoutput1j C
R
B C
B j = 1 s = 1 C
B C
B C
B wT μ sharedoutput + wR 1 - μ sharedoutput - P μ λT sharedoutput - P 1 - μ λR sharedoutput C
10 S
B f 21 f 21 f j 2j f 2j C
B j=1 s=1
j
C
B C
B C
@ T   P10 PS   A
w μf sharedoutput31 + w 1 - μf sharedoutput31 -
R
μf λj sharedoutput3j -
T
1 - μf λj sharedoutput3j
R
j=1 s=1

0 1
inputT11
The feasibility status, True or False, is presented in the last
B C
B inputT21 C row of the table. Clearly, if LHS is less or equal to RHS for all
B C
B C
B inputT31 C constraints, then the corresponding solution is feasible, and we
B C
B C report True in the last row.
B inputR11 C
B C As we can see from Table 3, the convex combinations of two
B C
B inputR21 C
B C feasible solutions are not necessarily feasible solutions of
B C
B sharedoutput11 C model (1), since cvx_sol1 and cvx_sol2 are infeasible. We
B C
B C report the violations in boldface. Note also that these violations
B sharedoutput21 C
B C
B C are too large to be attributed to the rounding error as floating
B
RHS = B 0 C
C point numbers are handled less precisely than the operations on
B C
B0 C integers by a computer. Now we are in position to conclude that
B C
B C
B0 C the feasible region of model (1) is not a convex set, and the
B C
B C convexity argument in Molinero and Tsai (1997) is not correct.
B0 C
B C To interpret the significance of the incorrectness, a concrete
B C
B0 C
B C example is warranted. To facilitate, it is convenient to separate
B C
B0 C the constraints of model (1) into linear constraints and nonlinear
B C
B C ones, each of which has the form LHS ⩽ 0(See model (6)).
B0 C
@ A
The order of the constraints in model (6) is important in that
0 the Lagrangian multipliers provided in Tables 4 and 5 are
1964 Journal of the Operational Research Society Vol. 66, No. 12

associated with the constraints in this order. superscript T of boldfaced vectors and matrices indicates
transpose, while the superscript T of scalars such as λ and w
min - θT wT - θR wR
indicates they are relating to the teaching activity.
8 S Let η1, η2, η3 ⩾ 0 denote, respectively, Lagrangian multi-
> P T T
>
> λs xas - xTak ⩽ 0
>
> pliers at the solution d for the linear inequalities, nonlinear
>
> s=1
>
> inequalities associated with shared inputs and shared outputs.
>
>
>
> PS The entries of these vectors are ηij, where the first index
>
> λRs xRbs - xRbk ⩽ 0
>
> i = 1, …, 3 indicates the types of the constraints. Tables 4 and
>
> s = 1
>
> 5 report a specific set of values for Lagrangian multipliers.
>
>
>
> PS Then, d*, η*1, η*2 and η*3 satisfy the Kuhn-Tucker conditions
>
> - λTs yTds + wT yTdk ⩽ 0
>
> provided the following conditions hold.
>
> s=1
>
>
>
>
>
> PS Ad* + q⩽0
>-
> λRs yRes + wR yRek ⩽ 0
>
>
>
> s = 1 1 *T SI * SI *
>
> d Pc d + qc d + rc ⩽ 0
< 2
s:t: - wT + 1 ⩽ 0
>
> 1 *T SO * SO *
>
> - wR + 1 ⩽ 0 d Pf d + qf d ⩽ 0
>
>
>
> 2
>
>  
>
> μc - 1 ⩽ 0
>
> ηT1 Ad* + q = 0
>
>
>
> 
>
> μf - 1 ⩽ 0
>
>
1 *T SI * SI *
η2c d Pc d + qc d + rc = 0
>
>
>
> - λTs ⩽ 0
2
>
>
>
> 
>
> R 1
>
> - λs ⩽ 0 η3f d*T PSO d*
+ qSO *
d =0
>
> f f
>
>
2
>
> 2
>
> - μc ⩽ 0
> P 1 T SI 3
>
>
: f T0 d + ηT1 ðAd + qÞ + η2c 2 d Pc d + qSI d
6 c 7
- μf ⩽ 0 ∂6
c 7
4 X 1 T SO 5
8 " # + η d Pf d + q f d
SO
>
> 1 X S XS f 3f 2
>
> 2μ λ x -
T TR
2μ λ x
R TR =0
>
> ∂d
> 2 s = 1 c s cs s = 1 c s cs
>
>
>
> X
>
>
S

>
< + λRs xTR
cs - xck ⩽ 0
TR


s=1 ð6Þ d = d* ; ηTi = η*T
>
i
>
> " #
>
> X S XS
η*1 ; η*2 ; η*3 ⩾ 0
>
>
1
2w μf yfk - 2w μf yfk - 2
T TR R TR
μf λs yfs + 2
T TR
μf λs yfs
R TR
>
>
>
>
2 s=1 s=1
>
> P
>
: -
S
λRs yTR + wR yTR ⩽0
fs fk
s=1 The last but one condition can be reduced to the following
equation:
By using proper matrices and vectors, we can rewrite
 h iT
model (6) into (7) below:  SI T *
f 0 + AT η*1 + qSO
f η *
3 + qc η2
min f T0 d
" #
s:t: Ad + q ⩽ 0 ðlinear contraintsÞ X X
+ η2c PSI
c + η3f PSO
f d* = 0
c f
1 T SI
d Pc d + qSI
c d + rc ⩽ 0
2 Now let θT = 0.7, θR = 0.3 and consider we measure the
ðnonlinear contraints associated with shared inputsÞ performance of DMU7. Both Sol6 and Sol7 in Table 2 are
feasible solutions of this particular case. Note that the objective
1 T SO function at Sol6, that is, − 1, is greater than that at Sol5, that is,
d Pf d + qSO
f d⩽0
2 − 1.26667. Obviously, Sol6 is not an optimal solution of
ðnonlinear contraints associated with shared outputsÞ ð7Þ model (6). Given the Lagrangian multipliers in Tables 4 and 5,
it is not difficult to show that the Kuhn-Tucker conditions are
where d = [λT1 , …, λTS , λR1 , …, λRS , wT, wR, μTc , μTf ]T is a column satisfied at Sol6. Therefore, we cannot claim that a solution
vector of the decision variables. It should be noted that the satisfying Kuhn-Tucker condition is a global optimum.
Jingjing Ding et al—Comment on some mathematical properties of a DEA model 1965

Table 1 Input and output data

DMU inputT inputR sharedinput outputT outputR sharedoutput

DMU1 5 6 10 2 5 7 6 14 4 12 4 2 2 4
DMU2 3 5 5 4 2 4 8 2 2 2 2 4 4 1
DMU3 10 1 7 4 1 7 2 6 5 4 12 10 6 7
DMU4 1 10 6 1 5 7 5 11 11 3 17 3 7 4
DMU5 1 5 8 5 2 7 6 3 7 15 20 4 5 7
DMU6 1 4 1 4 2 4 3 1 4 9 10 10 5 6
DMU7 3 9 10 2 4 8 1 11 12 9 1 7 6 1
DMU8 4 5 1 1 5 1 7 7 3 17 14 10 5 5
DMU9 10 10 8 2 4 3 2 15 12 17 4 7 5 5
DMU10 2 7 7 5 1 3 1 11 3 17 9 9 4 7

Table 2 Solutions

Sol1 Sol2 Sol3 Sol4 cvx_sol1 cvx_sol2 Sol5 Sol6

μc 0 0.7 0 1 0.2414 0.8464 1 0


μf 0.1 1 0.2 0.7 0.4104 0.6232 1 0
wT 1.0000 1.0000 1.000 1.0000 1.0000 1.0000 1 1
wR 1.5603 1.6528 1.5603 1.5868 1.5922 1.5828 1.9 1
λT1 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0 0
λT2 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT3 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT4 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT5 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT6 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT7 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1 1
λT8 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT9 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λT10 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR1 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR2 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR3 0.1092 0.0000 0.1092 0.0778 0.0715 0.0827 0 0
λR4 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR5 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR6 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 0
λR7 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0 1
λR8 0.7359 0.6688 0.7359 0.9551 0.7128 0.9214 0.5866 0
λR9 0.2905 0.3860 0.2905 0.0000 0.3234 0.0446 0.2179 0
λR10 0.0493 0.1118 0.0493 0.1467 0.0709 0.1317 0.1955 0

Table 3 The computing results

Constraints LHS1 LHS2 RHS

Sol1 Sol2 cvx_sol1 Sol3 Sol4 cvx_sol2

inputT1 5.0000 5.0000 5.0000 5.0000 5.0000 5.0000 5


inputT2 6.0000 6.0000 6.0000 6.0000 6.0000 6.0000 6
inputT3 10.000 10.000 10.000 10.000 10.000 10.000 10
inputR1 2.0000 2.0000 2.0000 2.0000 2.0000 2.0000 2
inputR2 5.0000 5.0000 5.0000 5.0000 5.0000 5.0000 5
sharedinput1 2.5194 5.5487 3.5076 2.5194 7.0000 6.2367 7
sharedinput2 6.0000 5.8697 5.8863 6.0000 6.0000 6.1284 6
outputT1 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0
outputT2 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0
outputR1 − 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0
outputR2 − 6.9771 − 5.3027 − 6.3997 − 6.9771 − 9.2784 − 8.9251 0
Sharedoutput1 − 7.0265 − 0.0000 − 4.4577 − 6.2458 − 2.5428 − 3.1549 0
Sharedoutput2 − 2.5772 − 0.0000 − 1.5974 − 2.2908 − 0.7967 − 1.0126 0
Sharedoutput3 0.0000 0.0000 0.1127 0.0000 0.0000 0.0000 0
Feasibility True True False True True False —
1966 Journal of the Operational Research Society Vol. 66, No. 12

Table 4 Lagrangian multipliers at the solution Sol6 for the linear Table 5 Lagrangian multipliers at the solution Sol6 for the non-
inequalities linear inequalities

Lagrangian multipler (linear inequalities) Values Lagrangian multiplers (non-linear inequalities) Values

η*11 0.044398 η*21 0


η*12 0.062978 η*22 0.167213
η*13 0 η*31 0.015984
η*14 0.066393 η*32 0
η*15 0 η*33 0
η*16 0.035471
η*17 0.025819
η*18 0.020902
η*19 0
η*1,10 0
η*1,11 0 shared inputs and/or shared outputs, if it were correct. Thus, the
η*1,12 0 potential influence of this work is significant large.
η*1,13 0 In the current work, without reducing the interestingness of
η*1,14 0 the work, as the establishment of Kuhn-Tucker condition is
η*1,15 0 interesting by itself, this paper shows that the assertion as to
η*1,16 0
η*1,17 0
convexity is not correct. We do this by firstly analysing why the
η*1,18 0.325508 authors obtain a wrong conclusion, and secondly giving a
η*1,19 0.165047 counterexample. Finally, a concrete example is used to show
η*1,20 0 the significance of the incorrectness.
η*1,21 0.072148
η*1,22 0.157566
η*1,23 0 Acknowledgements —The authors are grateful for the comments and
η*1,24 0.166736 suggestions of the two anonymous reviewers. This research is supported by
η*1,25 0.231886 National Natural Science Funds of China (No. 71301155, 71301037),
η*1,26 0.062013 National Natural Science Funds of China for Innovative Research Groups
η*1,27 0.853279 (No. 71121061) and the Fundamental Research Funds for the Central
η*1,28 1.497541 Universities (J2014hgbz0172).
η*1,29 0.356557
η*1,30 0.791803
η*1,31 0.957787
η*1,32 0.419262 References
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