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  • linear constraints for nonlinear model in Mata, thx

    In a non-linear equation:

    X*({b}*Y+{b1}*C)

    where X is a sort of unobservable variable which has to be parametrized as:

    X = {c}*A + {c1}*B

    where A and B are observable variables.
    Also, X is required to be non-negative: X >=0, which means ({b}*Y+{b1}*C) >=0

    Anyone knows how to add this constrains in the Mata optimization?

    Many thanks

  • #2
    Hi Huan Gao,
    I'm facing a similar problem and I've been looking for help too. Did you find something that could help in mata?
    Best, Marcelo

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