Maximum number of iterations

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kenny...@gmail.com

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Dec 8, 2020, 10:41:19 AM12/8/20
to Biogeme
Hello Prof. Bierlaire,

is it possible to increase the maximum number of iterations?

My estimation is terminated because 1000 iterations are reached when I increase the number of draws for the mixed logit model (or for the Halton draws) leading to parameters that are not really significant compared to less draws.

Thank you!

Bierlaire Michel

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Dec 8, 2020, 11:02:12 AM12/8/20
to kenny...@gmail.com, Bierlaire Michel, Biogeme
The “estimate” function takes as argument “algoParameters"
http://biogeme.epfl.ch/sphinx/biogeme.html#biogeme.biogeme.BIOGEME.estimate

If you use the default algorithm (Biogeme’s Newton’s algorithm with simple bounds), the parameter that you need to modify is “maxiter”
http://biogeme.epfl.ch/sphinx/biogeme.html#biogeme.optimization.simpleBoundsNewtonAlgorithmForBiogeme


Therefore, the call should look like

estimate(algoParameters={‘maxiter’:5000})
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kenny...@gmail.com

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Dec 8, 2020, 12:04:56 PM12/8/20
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It worked, thank you very much!
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