An aggressive game cross-efficiency evaluation in data envelopment analysis

Cross-efficiency evaluation is an effective method for ranking decision making units (DMUs) in data envelopment analysis, which is performed with peer-evaluation and self-evaluation. From different points of view, various cross-efficiency evaluations have been proposed with different secondary goals. Yet they usually lead to different average cross-efficiencies and different rankings. In this paper, we develop a concept of the aggressive game cross-efficiency, and propose an aggressive secondary model to minimize the cross-efficiencies of other DMUs under the constraints that the aggressive game cross-efficiency of the evaluated DMU is guaranteed. To achieve the aggressive game cross-efficiency, we develop an iterative algorithm. Mathematically, it is proved that all conventional average cross-efficiencies are sure to converge to the same aggressive game cross-efficiency by the iterative algorithm. Finally, numerical examples are presented to show the effectiveness of our approach in evaluating and ranking DMUs.