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RE: st: Optimize

From   Mohamud Hussein <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Optimize
Date   Mon, 23 Jul 2012 16:45:18 +0100

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,


void q(todo,x,y,g,H)
void grid(n1,n2)
 external sol, p
 for (i=n1; i<=n2; i++) {
 optimize_init_evaluator(S, &q())
 if (!anyof(sol, p)) {


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Austin Nichols
Sent: 23 July 2012 15:26
To: [email protected]
Subject: Re: st: Optimize

Mohamud Hussein <[email protected]>:
Looks like you are trying to maximize the unbounded quadratic rather
than find its zeros.  Use a root finder instead e.g.
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
<[email protected]> 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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Attachment: FD data_SL sample.dta
Description: FD data_SL sample.dta

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