when maximum number of iterations is reached

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when maximum number of iterations is reached

Postby anitazhang » Sun Sep 21, 2014 1:07 am

I wrote a model and wanted to see the transition path from the initial state to the steady state. I used histval to specify the initial state. However, when I used simul to do the simulation, it shows that "maximum number of iterations is reached " even after I have increased the number of maxit to 20000. I understand it might be because the model is too complex. I wonder if substituting out some variables (without actually changing the model) will help? do I need to change the stack_solve_algo? I also found in another post where the suggestion is to change the step size of the Newton iteration (options_.slowc) from the default 1 to 0.1, but where to set this option? Are there some other solutions?

Thanks. My dynare version is 4.4.3.
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Re: when maximum number of iterations is reached

Postby jpfeifer » Sun Sep 21, 2014 9:44 am

You should try to play around with the stack_solve_algo option. Maybe some solver will work.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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