Mathematical Optimization in Stata: LP and MILP

[paulvonhippel]

Here's a 2013 presentation, posted on https://ideas.repec.org, describing two user-developed commands that do mathematical optimization in Stata: lp (linear programming) and milp (mixed integer linear programming)

They look very handy, but does anyone know where to find them? -findit lp- turns up nothing, and I have so far been unable to reach the author, Choonjoo Lee

[Ali Atia]

Appears to be available here: https://sourceforge.net/p/deas/code/HEAD/tree/trunk/

[William Lisowski]

Note that Mata now provides linear programming capabilities.

help mf_linearprogram

[paulvonhippel]

Thanks, Ali Atia ! What's the most efficient way to install a Stata package from Sourceforge? I could copy all the files to the right folders on my desktop, but is there something like the ssc install command for Sourceforge?

[paulvonhippel]

(Thanks also to William Lisowski . Mata is great, but it will be easier to teach a Stata command.)

[paulvonhippel]

Well, I tried the lp command and unfortunately couldn't reproduce the behavior described in @Choonjoo Lee's 2013 presentation to the Stata User's Conference. Let me describe what I did, in case one of you wants to try and correct it.

I went to Lee's SourceForge page, downloaded the linear programming command lp.ado and put it in the folder where Stata keeps user written commands that start with l (~\ado\plus\l\). I did not find a help file to go with it.

I went to the website of the 2013 Stata User's Conference and downloaded Lee's PowerPoint presentation.

I did what Lee described on pages 12-14, but unfortunately got an error instead of a solution. Here's my code:

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(x1 x2 x3 x4) str2 rel float rhs
40 50 80 170 "="    0
 1  8  2   1 "<="  50
 9  1  5   3 "<="  70
 7  7  4   1 "<=" 117
end
lp x1 x2 x3 x4, max

and here's the error I got:

struct BoundCond undefined
(128 lines skipped)
(error occurred while loading lp.ado)

Do let us know if you can reproduce the error, or fix it.

Thanks!
Paul

[William Lisowski]

I can reproduce the error. I lack the experience needed to diagnose the source of the problem, which occurs when Mata is compiling a function definition, not when the lp command is actually running.