Simulating data envelopment analysis using neural networks: a new paradigm of efficiency measurement.

This article studies the creation of efficiency measurement structures of Decision-Making Units (DMUs) by using high-speed optimisation modules, inspired in the idea of an unconventional Artificial Neural Network (ANN) and numerical methods. In addition, the Linear Programming Problem (LPP) inherent in the Data Envelopment Analysis (DEA) methodology is transformed into an optimisation problem without constraints, by using a pseudo-cost function, including a penalty term, causing high cost every time one of the constraints is violated. The LPP is converted into a differential equations system. A non-standard ANN implements a numerical solution based on the gradient method