> 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). _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
