Re: [Help-glpk] IRR (Internal Rate of Return) using MathProg

[Meketon, Marc]

One idea:  how about using the ODBC connection to export the solution to Excel 
or some spreadsheet, and using the IRR calculation there?

Note that you are missing one really important piece of information in your 
example - what is the original investment?  Often in the IRR calculation, the 
0th year is a negative number representing the initial investment, and the 
numbers afterwards represent the cash flows that come in due to that initial 
investment.  Of course, there may be investments in later years as well.

-Marc

-----Original Message-----
From: address@hidden [mailto:address@hidden On Behalf Of Noli Sicad
Sent: Friday, September 14, 2012 11:27 AM
To: address@hidden
Subject: [Help-glpk] IRR (Internal Rate of Return) using MathProg

Hi,

I like to incorporate IRR (Internal Rate of Return) in my report (i.e.
Report Section of my LP GLPK/MathProg model). I don't how to do this using 
mathprog

Linux Journal has article in IRR and programs in Java, C and Perl. You can 
download the source here.
http://www.linuxjournal.com/article/2545

However, I have difficulties deciphering it.

Some discussions on various methods on how to calculate IRR.
http://finance.thinkanddone.com/irr.html

My LP model is maximizing Net Present Value (i.e. revenues / Cash flow). Here 
is example of the cash flow (below).

Anybody like to have a go with this problem?

Thanks in advance.

Noli

##########################
Period (Year)   Cash Flow ($)
1       39076.42996
2       21948.87949
3       21957.06148
4       21817.10073
5       22434.00213
6       25217.30759
7       28801.0362
8       33663.80729
9       39526.52516
10      47082.82071
11      52139.3562
12      55712.83969
13      54963.69578
14      54197.3533
15      53469.32228
16      52777.66322
17      52120.61624
18      51496.4058
19      50903.35207
20      50340.01419
21      49804.81457
22      49296.50083
23      48813.47914
24      48814.3007
25      48907.10984
26      49105.38398
27      49426.2852
28      49890.16458
29      50521.35707
30      51349.79884
31      52411.43084
32      53749.2502
33      54080.18986
34      53474.36278
35      53848.60448
36      54417.4497
37      55213.81919
38      56277.52781
39      57656.46566
40      57792.59562
41      56875.42409
42      57304.41377
43      56658.08866
44      55805.88753
45      55531.78289

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