# st: RE: nonlinear programming

 From "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" To "'statalist@hsphsun2.harvard.edu'" Subject st: RE: nonlinear programming Date Thu, 3 Feb 2005 12:54:42 -0600

```Are you trying to solve a nonlinear system of equations? If so, there is a
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findit solve nonlinear system

AL FEiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Joy Chen
Sent: Wednesday, February 02, 2005 2:34 PM
To: Stata List
Subject: st: nonlinear programming

Hi,

I am working on a nonlinear programming and I got problems with the
progamming and the results. I wonder whether anyone that knows nonlinear
programming could help me a little bit.
Here is my programming:

capture program drop nlprog

program define nlprog
version 8.0
if "`1'" == "?" {
global S_1 "B0 B1 B5"
global B0=1
global B1=1
global B5=-1
exit
}
replace	`1'=(1/\$B0) *\$B5* (exp((e - \$B0*f)* \$B1)-exp(- (e-
\$B0*f) * \$B1))
end

nl prog f, eps(1e-3)

There are two variables in the dataset, e and f. In the -replace- line, I
have the variable f in RHS. f is my dependent variable as well in nl
regression. ( I am not sure whether this setup will cause a problem.) But i
couldn't solve f explicitly for a system of nonlinear equations.
It never converges even after more than 1000 iterations. When i set
esp(1e-3) instead of the default one, 1e-5, i got the following results,
which are quite far away from those existing in the literature (B0 must be
0.075, B1 must be around 9 and B5 around -1.5).

........
Iteration 88:  residual SS =  1.31e-06
Iteration 89:  residual SS =  1.31e-06

Source |       SS       df       MS            Number of obs =
138
-------------+------------------------------         F(  2,   135) =
2.20e+09
Model |  42.5278108     2  21.2639054         Prob > F      =
0.0000
Residual |  1.3044e-06   135  9.6625e-09         R-squared     =
1.0000
1.0000
Total |  42.5278121   137  .310421986         Root MSE      =
.0000983
Res. dev.
= -2158.198
(prog)
----------------------------------------------------------------------------
--
f |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
B0 |   2245.996   .0252551        .   0.000     2245.946
2246.046
B1 |   .0000104   1.46e-10        .   0.000     .0000104
.0000104
B5 |  -47949.21   .6685612        .
0.000    -47950.53   -47947.89
----------------------------------------------------------------------------
--
* Parameter B0 taken as constant term in model & ANOVA table
(SEs, P values, CIs, and correlations are asymptotic approximations)

I am stuck at this point quite a few days. It would be really nice if anyone
could give me some suggestion or diagonosis.

Best.

Joy Chen
University of Munich
Kaulbachstraße 45
D-80539 Munich / Germany
Email: Joy.Chen@lrz.uni-muenchen.de

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```