Connections between multiple-objective programming and weight restricted data envelopment analysis : The role of the ordering cone

This paper explores some new, important and interesting connections between Multiple-Objective Programming (MOP) and Data Envelopment Analysis (DEA). We show that imposing weight restrictions in DEA corresponds to changing the ordering cone in MOP in a specific way. The new ordering cone is constructed and its properties are proved, providing useful insights about the connections between MOP and DEA. After providing several theoretical results, we illustrate them on a real-world data set. In addition to their theoretical appeal, our results hold significant practical importance for several reasons which are addressed in the paper.