An optimistic robust optimization approach to common set of weights in DEA

Data envelopment analysis models allow decision making units to select the weights of inputs and outputs that are the most advantageous for calculating efficiency scores. Common set of weights make a basis for comparison and ranking all decision making units under an identical condition. In this paper, first we give the robust counterpart of the CCR model in envelopment form and show that it is the same as the optimistic robust counterpart of the multiplier form of the CCR model. Then the robust solutions for common set of weights under interval uncertainties are calculated using robust efficiency scores of units considering as ideal solutions. On two numerical examples, the performance of the new approach is compared with the approach developed by Omrani (2013) showing that it gives more reliable and better solutions.