Equivalent of Excel Solver in Stata

[Francois Durant]

Hi,

I am looking for a command that would perform similar tasks as the Excel Solver. I attach a screenshot of it. I would like to perform tasks "by group". Please let me know what is available. Thanks a lot in advance!

[Joseph Coveney]

The easiest would probably be minbound. It's not by-able, but you could write a wrapper to make it so. There are a couple of functions in Mata, too, but they would probably require more of your time to get something up and running.

[Francois Durant]

Thanks a lot for your response, Joseph!

I have looked into the "minbound" help file. Can you minimize vectors instead of scalar functions?

I am trying to optimize a vector. I'm also not defining an objective function f(x) = ... I have a small sample in Excel that I include in this post. I also include a picture of the solver parameters. I'm trying to transfer the exact same thing to Stata. Do you know how to do that?

Any help would be hhhhhiiiiiiiiiighly appreciated Thanks!

[Joseph Coveney]

You could try looking at this and seeing whether it points you in the right direction.

[William Lisowski]

It is worth noting that this problem has been described previously, with a more Stata-esque presentation, in http://www.statalist.org/forums/forum/general-stata-discussion/general/1331316-maximization-problem?p=1331502 as well as in several previous and later posts, most recently (at the time of this writing) at http://www.statalist.org/forums/foru...mability-error .

My take on this problem is that it is not well suited to Stata, as discussed at the first linked post.

[Francois Durant]

Is there any other package similar to minbound that would not be optimize() and that can handle inequality constraints?

I have seen packages like "mvport" that deal with inequality constraints in the context of portfolio optimisation. It does suit my need but it makes me believe Stata can handle inequality constraints. Any idea?