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From |
Mauricio Esteban Cuak <[email protected]> |

To |
[email protected] |

Subject |
Re: st: How to maximize/minimize two equations in Stata |

Date |
Sun, 24 Apr 2011 23:02:08 +0100 |

Hi Tiago, I am by no means an expert in optimisation, but you seem to have an ill-defined problem, since you're trying to optimise with two objectives in mind. You could try separately maximising X and minimising Y and checking if you get the same a. Otherwise, you need to put some weights on the two objectives. Say, you could maximize: t*X - k*Y Where t and k can be 1 of course. Best, M 2011/4/24 Tiago V. Pereira <[email protected]>: > Dear Statalisters, > > I need to solve a problem in Stata, but I am not sure if Stata is capable > of solving that. > > I have checked -nl- and optimize in Mata, but I am not sure if they do > what I am looking for. > > > The problem I have is the following: > > (a*b+(1-a)*c)/((a^2)*d+((1-a)^2)*e+2*a*(1-a)*f) = X > > ((a^2)*d+((1-a)^2)*e+2*a*(1-a)*f) = Y > > I need to compute the single parameter "a" in both equations 1 and 2 that > provides the largest value of X, while giving the smallest possible value > of Y. I have all remaining values: b,c,d,e and f. > > I am asking you this question because I saw that both -nl- and optimize > set each equation to a specific value. In my case, I don't know the value > of X and Y. I am just interested in the largest possible value of X with > the smallest possible value of Y. > > > I will be very grateful if you could provide me some advice/references. > > All the best, > > Tiago > > > > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to maximize/minimize two equations in Stata***From:*"Tiago V. Pereira" <[email protected]>

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