Stata crashes while using loop within solver

[Scott Miller]

Hello,

The following code crashes Stata silently and I cannot figure out why. If I replace w with a simple vector, the code executes with no problems, including the loop. But when I try to optimize, it almost instantly crashes in Stata 16.1 and Stata 17 with a Windows 10 machine. Any help would be appreciated.

mata

void function solver(todo, w, lnf, retailmargin, H)
{
omega_p=ownership_p*Delta_p
g=(ownership_v:*Delta_p')*w'

retailmargin=-pinv(omega_p)*(ex_shares+g)


D=J($models, $models, .)
secondterm=J($models, $models, 0)
fourthterm=J($models, $models, 0)
thirdterm=J($models, $models, 0)

for (j = 1; j <= $models; j++){
for (k=1; k<=$models; k++){
for (i=1; i <= $models; i++){
secondterm[j,k]=secondterm[j,k]+ownership_p[i,j]*asarray(secder, i)[j,k]*retailmargin[i,1]
fourthterm[j,k]=fourthterm[j,k]+ownership_v[i,j]*asarray(secder, i)[j,k]*w[1,i]
}
thirdterm[j,k]=ownership_p[k,j]*ex_shares_jacobian[k,j]
D[j,k]=Delta_p[j,k]+secondterm[j,k]+thirdterm[j,k]+fourthterm[j,k]
}
}

Delta_pw=pinv(D)*(Delta_ow*Delta_p)'
Delta_w=Delta_p*Delta_pw
h=(ownership_v':*Delta_w')*retailmargin+(ownership _v':*Delta_pw')*ex_shares

s_term=ex_shares+h
omega_w=ownership_w:*Delta_w
lnf1 = w' + pinv(omega_w)*s_term
lnf=lnf1:^2
}

M=optimize_init()
optimize_init_evaluator(M, &solver())
optimize_init_evaluatortype(M, "gf0")
optimize_init_params(M, starting)
optimize_init_which(M, "min")
optimize_init_conv_ptol(M, 1e-6)
optimize_init_conv_vtol(M, 1e-6)
optimize_init_tracelevel(M,"value")
optimize_init_conv_maxiter(M, 10)
w=optimize(M)
qui: optimize_result_V_oim(M)
end

[Hua Peng (StataCorp)]

Thanks for the example. I will investigate and report back.

[Hua Peng (StataCorp)]

There are several syntax issues in your current function which prevent me from running it:

1: Please use mata: instead of mata especially when developing functions so Mata will stop at the first error instead of keep going, this helps identify and fix the coding issues.
2: what is the value of global macro $models? If it is not defined, the line

 D=J($models, $models, .)

and some other lines using $models will not compile.

3. There is an extra space in the line

 h=(ownership_v':*Delta_w')*retailmargin+(ownership _v':*Delta_pw')*ex_shares

between second ownership and _v. The code should be:

 h=(ownership_v':*Delta_w')*retailmargin+(ownership_v':*Delta_pw')*ex_shares

After fix the above, the function compiles but will not run at the line

 optimize_init_params(M, starting)

since starting is not defined. By the way, what do you mean by "crash", does Stata disappear unexpectedly or just display an error?

Never mind, I get the code and dataset from your email to tech support. I will investigate based on that.

[Hua Peng (StataCorp)]

Thanks again for the example. The crash bug will be fixed in a future Stata update. Our tech support will provide a solution for other issues in the Mata function solver().

[Scott Miller]

Thanks for your response, Hua. I believe the spacing issue is one of copying into the forum. I see you got my email. Should I expect an email from tech support?

I appreciate your quick response.

[Hua Peng (StataCorp)]

Sure thing. A reply from tech support was sent out this afternoon.