On the use of internal rate of return in linear and integer programming
type: Item
instance of: scholarly article
title: On the use of internal rate of return in linear and integer programming
zbMATH Open document ID: 0664.90064
DOI: 10.1016/0167-6377(88)90059-4
author: Robert M. Nauss
published in: Operations Research Letters
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C10
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C09
zbMATH DE Number: 4087429
zbMATH Keywords: internal rate of return
zbMATH Keywords: IRR constraints
zbMATH Keywords: branch and bound
reviewed by: Reinhardt Euler
MaRDI profile type: Publication
full work available at URL: 0167-6377(88)90059-4
OpenAlex ID: W2029411310
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description: scientific article; zbMATH DE number 4087429