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# Re: st: Optimize

 From Matthew Baker To statalist@hsphsun2.harvard.edu Subject Re: st: Optimize Date Mon, 23 Jul 2012 14:30:51 -0400

```Mohamud --

I think there are a few things wrong with the code that you presented
below. For one, I think you want the arguments of your void function
to be (todo,x,crit,g,H) - otherwise, as written, you are not returning
anything to the evaluator! Moreover, your objective function omits a
few operators so I think it should be (3*x^2+2*x+1)^2.

Given those few changes, a simplified version of your code that might
get closer to what you want is something like:

/* begin example */
clear all
mata:
void q(todo,x,crit,g,H)
{
crit=(3*x^2+2*x+1)^2
}
real matrix grid(n1,n2)
{
real matrix sol
real scalar i,p
sol=J(0,2,0)
for (i=n1; i<=n2; i++) {
init=i
S=optimize_init()
optimize_init_evaluator(S, &q())
optimize_init_which(S,"min")
optimize_init_evaluatortype(S,"d0")
optimize_init_params(S,init)
p=round(optimize(S),10e-8)
sol=sol \ (i,p)
}
return(sol)
}
grid(-10,10)
end
/* end example */

Hope that helps!

Matt Baker

On Mon, Jul 23, 2012 at 11:45 AM, Mohamud Hussein
<Mohamud.Hussein@fera.gsi.gov.uk> wrote:
> Thanks Austin.
>
> I used code below as suggested but had no luck yet. I am sure it has something to do with my complete lack of knowledge in mata language.
>
> I attach my data. I would be grateful if you can check for me where I am getting it wrong.
>
> Many thanks,
> Mohamud
>
> ==
>
> void q(todo,x,y,g,H)
> {
>  crit=(3x^2+2x+1)^2
> }
> sol=J(1,0,0)
> void grid(n1,n2)
> {
>  external sol, p
>  for (i=n1; i<=n2; i++) {
>   init=i
>  S=optimize_init()
>  optimize_init_evaluator(S, &q())
>  optimize_init_which(S,"min")
>  optimize_init_evaluatortype(S,"d0")
>  optimize_init_params(S,init)
>  p=round(optimize(S),10e-4)
>  if (!anyof(sol, p)) {
>   sol=(sol,p)
>   }
>  }
>  sol
> }
> grid(-10,10)
>
> ==
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols
> Sent: 23 July 2012 15:26
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Optimize
>
> Mohamud Hussein <Mohamud.Hussein@fera.gsi.gov.uk>:
> Looks like you are trying to maximize the unbounded quadratic rather
> than find its zeros.  Use a root finder instead e.g.
> http://www.stata.com/statalist/archive/2007-12/msg00551.html
> http://www.stata.com/statalist/archive/2009-01/msg01140.html
> but note first that the particular example you gave has no zeros (so
> no interior solution).
>
> On Sun, Jul 22, 2012 at 9:59 AM, Mohamud Hussein
> <Mohamud.Hussein@fera.gsi.gov.uk> wrote:
>> 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
>
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--
Dr. Matthew J. Baker
Department of Economics
Hunter College and the Graduate Center, CUNY

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```