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

From: Andrew Makhorin
Subject: Re: [Help-glpk] IRR (Internal Rate of Return) using MathProg
Date: Sat, 15 Sep 2012 06:47:32 +0400

> Erwin manage to implement IRR using GAMS (below).
> Any GAMS expert in the list who might be able to help translate this
> GAMS IRR script into MathProg IRR script.

Literal translation is impossible, because Erwin's model finds a
feasible solution of a non-linear program (that is, solves a system of
non-linear equations defined by 'ecashflow' equality constraints).

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