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

[Andrew Makhorin]

> Erwin manage to implement IRR using GAMS (below).
> 
> http://yetanothermathprogrammingconsultant.blogspot.com.au/2010/03/calculating-irr-internal-rate-of-return.html
> 
> 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).