st: optimization problem in Stata?

["Oleksandr Shepotylo" <shepotil@econ.umd.edu>]

Hi statalist,

I am a little bit confused by optimization capabilities of Stata.

Suppose I want to estimate parameters of a vector g=[alpha, beta]
by minimizing the following expression:

min [A*g+B]*[C*g+D],

where A,B,C,D are matrixes. What command of Stata if any is capable of doing
this?


Thanks, Oleksandr.


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