Implementing BFGS optimisation using stata / mata

[kamal pradhan]

How to implement an BFGS optimisation in stata using mata for an equivalent R based optim function ?


The below is the equivalent R code

  
 optFunction <- function(param){       #Functions Logic Here  }  
 results = optim(start,optFunction,hessian=T,method="BFGS")

[Joseph Coveney]

help mf_optimize

Then scroll down to the section on evaluation techniques that are specified with optimize_init_technique().