On Maximization of the Internal Rate of Return in the Choice of Independent Investment Projects (CROSBI ID 486783)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija
Podaci o odgovornosti
Hunjet, Dubravko ; Neralić, Luka ; Relić, Branko
engleski
On Maximization of the Internal Rate of Return in the Choice of Independent Investment Projects
In this paper we consider the problem of choosing a combination of independent projects for which internal rate of return is maximized. In this problem the projects are divided into groups and only one project may be selected from each group. In addition, budget constraint for each time period must be considered. The problem is formulated as a non-linear mixed-integer mathematical programming problem with 0/1 variables. In order to solve the problem an algorithm is suggested and tested on some examples.
Internal rate of return; independent investment projects; budget constraint; non-linear mixed-integer 0/1 programming; algorithm
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Podaci o prilogu
10-11-x.
2002.
objavljeno
Podaci o matičnoj publikaciji
9th International Conference on Operational Research KOI 2002
Šorić, Kristina ; Hunjak, Tihomir
Zagreb: Hrvatsko društvo za operacijska istraživanja (CRORS)
Podaci o skupu
9th International Conference on Operational Research, KOI 2002.
predavanje
02.10.2002-04.10.2002
Trogir, Hrvatska