Mathematical Optimization in Stata: LP and MILP

In this presentation, we present a procedure and an illustrative application of user-written mathematical optimization programs-Linear Programming(LP) and Mixed Integer Linear Programming(MILP). The LP and MILP programs in Stata will allow researchers to easily access the Stata system and to conduct not only the statistical optimization procedure but also the mathematical optimization. Unfortunately, to date no mathematical programming options for optimization are available in Stata, but a statistical model is available. The user-written mathematical optimization approach in Stata will provide some possible future extensions of non-parametric optimization programming.