st: Nelder Mead optimization in Mata

["Mak, Timothy" <timothy.mak07@imperial.ac.uk>]

Hi, 

Can I just clarify if it is always not possible to put in a negative value for delta when we use Nelder-Mead in optimize()?

And if so, why is there such a restriction? 

I'm using Stata 10.1. 

See below for a demonstration: 

mata

real scalar toy (todo, p, lnf, g, H) {
	y = -p[1]^2 - p[2]^2
	return(y)
}

S = optimize_init()
optimize_init_evaluator(S, &toy())
optimize_init_technique(S, "nm")
optimize_init_params(S, (1,2))
optimize_init_nmsimplexdeltas(S, (1,-1))
optimize(S)

end

Error message: 
         opt__validate():  3498  simplex delta value too small (must be greater than 10*ptol)
              optimize():     -  function returned error
                 <istmt>:     -  function returned error




Thanks, Tim


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