Relationships between Pareto optimality in multi-objective 0–1 linear programming and DEA efficiency

In a paper that appeared in EJOR, F.H.F. Liu, C.-C. Huang and Y.-L. Yen analyzed the relationships between data envelopment analysis (DEA) and multi-objective linear programming with binary variables (MOBLP). In particular they stated that a DEA efficient solution, in the sense of Banker, Charnes and Cooper (BCC), is a Pareto optimal solution of MOBLP. In this note, we show that this property is false, we establish the correct relations between these two notions, and we illustrate these statements by some examples.