Research Reports from the Department of Operations

Document Type

Report

Publication Date

6-1-1967

Abstract

A model of major capital investments is developed for a firm with several existing production facilities and a number of alternatives for investment in new facilities. The model extends previous capital investment models by using discounted after tax earnings as the objective function, by determining the benefits of an alternative through optimum allocation of demand among facilities for each period and by permitting the use of retained earnings and borrowings (which are limited by past investments and earnings). The algorithm provides an optimal solution for much larger problems than could be handled with present day computer equipment using non-linear integer programming codes. A special case applicable to the extractive industries incorporating depletion allowances is given.

Keywords

Operations research, Capital investments--Mathematical models, Capital budget, Industrial location--Mathematical models, Production planning--Mathematical models, Integer programming, Investment analysis

Publication Title

Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University

Issue

Technical memorandum no. 83

Rights

This work is in the public domain and may be freely downloaded for personal or academic use

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