Cone Ratio Analysis

Charnes et al. (1990) incorporate the upper and lower bounds on the ratio of shadow prices in a different way.They recognize that the restrictions define a convex cone in the positive quadrant in the multiplier of shadow price space. 

A. Charnes, W.W. Cooper, and Z.M. Hunge  D.B. Sun, 1990, "Polyhedral Cone-Ratio DEA models  with an illustrative application to large commercial banks" Journal of Econometrics 46, 73-91.untitled2.JPG

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