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st: Optimize


From   Mohamud Hussein <Mohamud.Hussein@fera.gsi.gov.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Optimize
Date   Sun, 22 Jul 2012 14:59:08 +0100

Hi there,

I am trying to run a model for a marginal cost curve equation based on the traditional cubic total cost curve function (i.e. y= x^3+X^2+X+c) using Stata's optimize() command. The goal is to estimate the value of x which minimises y subject to a number of constraints. 

When I tried to specify the marginal cost curve function in mata directly as y=3x^2+2x+1 (i.e. first derivative of the total cost equation) I got the following message:

Iteration 0:   f(p) =          1  (not concave)
Iteration 1:   f(p) =  7.911e+71  (not concave)
Iteration 2:   f(p) =  1.95e+169  (not concave)
Iteration 3:   f(p) =  8.32e+250  (not concave)
Iteration 4:   f(p) =  1.62e+288  (not concave)
Iteration 5:   f(p) =  2.34e+306  
Hessian is not negative semidefinite

I have never used Stata's mata programming language before and am not quite sure of what do here? Grateful if someone can help me on this.

Thanks,
Mohamud



Agricultural Economist
Food and Environment Research Agency (Fera)
Sand Hutton, York, YO41 1LZ
United Kingdom

Tel: +0044(0)1904 462787

Email: mohamud.hussein@fera.gsi.gov.uk

Website: http://www.fera.defra.gov.uk/


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