Dear All,
a few years ago (in 2011) a message was posted by Matthew J. Baker to the older StataList, which attracted zero replies:
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Randomness in optimize
 2 posts

Solvenl  Optimize for 2 unknown variables (in Mata)
Hi all,
i try to solve the BlackScholesMerton formula for two unknwons: Asset Value & Asset Volatility.
My basic code is from...
 1 post

Constrained minimization of an objective function
Starting from an initial table which provides at the time period t=0 the GDP by region (i) and industry (j), i.e., GDP0_{i,j}.
At the time period t=1,...
 1 post

Implementing BFGS optimisation using stata / mata
How to implement an BFGS optimisation in stata using mata for an equivalent R based optim function ?
The below is the equivalent R...
 2 posts

Lexy Thompson started a topic Difficulties using Stata's optimize() for a minimization problem with constraintsin MataDifficulties using Stata's optimize() for a minimization problem with constraints
Hi,
I'm trying to calculate weights for constituents in an index using Stata's optimize() function. I have some code so far, but I'm having...
 8 posts

bugfixing why initial values are not feasible for optimize()
Hi,
I am using Stata 14.1 MP on mac and unix, and the ado file I painstakingly tested on mock data fails upon its first encounter with enemy fire...
 5 posts

Optimization of a penalty function in Stata
Dear Stata users,
for some time now I have been trying to solve an optimization problem via Stata/SE 13.0 on Windows 7. As I was not yet...
 1 post