Looking for a Stata version of lsqlin MATLAB command

[Lexy Thompson]

Hello,

I went into this on a different post, but I'm still having difficulty with my Stata program, so I thought I would try a different approach.

Currently I complete a minimization problem in MATLAB using the command lsqlin (https://www.mathworks.com/help/optim/ug/lsqlin.html). I've made the equivalent matrices and upper and lower bounds in Stata with mata, but I'm struggeling to execute the rest of the program. I've tried using optimize, but I still keep getting a conformability error (3200). I've pasted my code below.

Is there an equivalent Stata command for MATLAB's lsqlin command? Or is my optimize code just wrong?

Code:
mata

X=st_data(., "XRegE XRegM XRegS XRegW")
Xt=X' /* transpose */

omegadiag=st_data(., "omegadiag")
omega=diag(omegadiag)

C=Xt*omega
D=C*X

diag100=blockdiag(D,blockdiag(D,blockdiag(D,blockd iag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdia g(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag( D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bloc kdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockd iag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdia g(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag( D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bloc kdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockd iag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdia g(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag( D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bloc kdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockd iag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdia g(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag( D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,D))) )))))))))))))))))))))))))))))))))))))))))))))))))) ))))))))))))))))))))))))))))))))))))))))))))))

L=blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bloc kdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockd iag(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdia g(D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag( D,blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D, blockdiag(D,blockdiag(D,blockdiag(D,blockdiag(D,bl ockdiag(D,diag100))))))))))))))))))))))))))))))))) )
B=vec(C)

/*L (536 x 536 matrix) is equivalent to MATLAB's C in the link provided above and B (536 x 1 matrix) is equivalent to MATLAB's d in the link provided above */

void weights(todo, p, L, B, W, g, H)
{
W=L*p - B
}

S = optimize_init()
optimize_init_which(S,"min")
optimize_init_evaluator(S, &weights())
optimize_init_evaluatortype(S, "gf2")
optimize_init_argument(S,1,L)
optimize_init_argument(S,2,B)
optimize_init_params(S, 0)
p=optimize(S)