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st: Optimization in Stata


From   "Jens Hainmueller" <[email protected]>
To   <[email protected]>
Subject   st: Optimization in Stata
Date   Sun, 4 Dec 2005 00:56:24 -0500

Hi Statalisters,

we are trying to translate a package that we have written in R and C into
Stata. Our method requires several steps of nested optimization.
Unfortunatly, I am not very familiar with the several optimizers provided in
Stata, so I would be grateful if somebody could point me to the Stata
functions for the following problems (I could not find this info in the
archives nor the FAQs, sorry if I missed it there):

1. bound constrained optimization (for arbitrary loss functions)

2. quadratic programming

3. genetic optimization

Also, is it possible to combine Stata with other engines such C?

Thank you very much for your help! I am using Stata 9.1.

Cheers,
Jens

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