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


From: Noli Sicad
Subject: [Help-glpk] IRR (Internal Rate of Return) using MathProg
Date: Sat, 15 Sep 2012 01:26:56 +1000

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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