THIS PAPER INVESTIGATES MALMQUIST TFP INDEX USING DEA-BASED AVERAGE EFFICIENCY. AVERAGE EFFICIENCIES ARE CALCULATED BY NON-LINEAR PROGRAMMING MODELS IN MULTIPLE PERIODS ON CROSS WEIGHTS. ALSO, MALMQUIST INDEX BREAK DOWN INTO AVERAGE EFFICIENCY CHANGES AND AVERAGE TECHNOLOGICAL CHANGES USING 4 NON-LINEAR PROGRAMMING. THIS APPROACH CAN APPLIED FOR EVALUATING THE PERFORMANCE OF AN ENTIRE ORGANIZATION WITH SOME BRANCHES IN MULTIPLE TIME PERIODS.