On the use of internal rate of return in linear and integer programming (Q1115802)
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scientific article; zbMATH DE number 4087429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of internal rate of return in linear and integer programming |
scientific article; zbMATH DE number 4087429 |
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On the use of internal rate of return in linear and integer programming (English)
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1988
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This paper is meant to demonstrate the use of IRR (internal rate of return) concepts in mathematical programming problems. It is shown how IRR constraints can be used in linear and integer programming models. An algorithm is presented which constructs a solution to a general 0-1 programming problem (P), in which IRR is to be minimized, within a tolerance of a given \(\epsilon\). A linearization of (P) is then used within a general branch and bound algorithm to solve such problems to optimality.
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internal rate of return
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IRR constraints
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branch and bound
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