[Gretl-devel] Re: on the max. iteration settings

Hi, very points, Sven. Thanks for the summary. At the moment, I don't have to add anything. Artur Am 27.01.25 um 18:22 schrieb Sven Schreiber: > Hi, > > this is the companion message to the iteration settings question raised > by Artur. I thought the following questions don't make too much sense on > the users list. > > We have "set gmm_maxiter <whatever>" for GMM, we're talking of something > equivalent for 3SLS in the system context, and in section 26.1 of the > gretl user guide it says that for standard MLE the "set bfgs_maxiter > <n>" choice applies. Fine - but... > > 1) what about the choice of L-BFGS-B through the --lbfgs option to the > mle command block? Is bfgs_maxiter still relevant there? > > 2) And what if the optimizer is set to Newton-Raphson instead? I can't > see any user-level switch for that. > > 3)a) Actually, looking at the mle_calculate function in lib/src/nls.c > around line 2683 (--why does MLE live hidden in an "nls" file... ??--), > it looks as if for NL_NEWTON the parameter maxit is hardwired to 100, > and crittol and gradtol are also hardwired. Similarly, for BFGS there's > a maxit setting of 500. So is this stuff hardwired there, or what's the > right way to look at it? > >  3)b) Note that I'm acknowledging the function BFGS_defaults in lib/ > src/gretl_bfgs.c, where the user setting BFGS_MAXITER plays a role. > However, it only seems to be called from specialized routines (arma, > poisson, etc...). Is it also relevant for a generic MLE block > specification at the hansl level? If so, where does this become apparent > in the code? > > thanks > > sven