command moptimize is unrecognized

[Nayeon Kang]

Hi all,

I am trying to find optimized parameters (a and b) to minimize my objective function. The objective function is already defined in the program named as 'myobjfunc', which has a negative sign.
However, moptimize command is unrecognized and the command is in black in my do-file. Could you give any hints by looking at the following code?
Thank you.

gen opt_a = .
gen opt_b = .


levelsof USERID, local(userids)
// constraints
constraint 1 a > 1
constraint 2 b > 1
//initial_values
scalar a_init = 1.1
scalar b_init = 1.1
foreach id of local userids {
    // keep the original dataset
    preserve
    
    // pick USERID satisfying condition No_dens > =3 , one by one.
   tempvar is_current_user
    gen `is_current_user' = (USERID == "`id'")

    keep if `is_current_user' & No_dens >= 3


    // optimization

   moptimize(myobjfunc) initial(a a_init b b_init) constraints(1 2)
    
    // bring optimized_a and optimized_b
    matrix opt_values = e(b)
    scalar opt_a_temp = opt_values[1,1]
    scalar opt_b_temp = opt_values[1,2]
. // replace opt_a and opt_b in the original dataset
    replace opt_a = opt_a_temp if `is_current_user'
    replace opt_b = opt_b_temp if `is_current_user'
   // restore the original dataset for repeating same procedure to the next USERID
    restore
    


}

[Nick Cox]

As I understand, moptimize() is a Mata function, not a command, and must be called as such.