Beam search is widely used in neural machine translation, and usually improves translation quality compared to greedy search. It has been widely observed that, however, beam sizes larger than 5 hurt translation quality. We explain why this happens, and propose several methods to address this problem. Furthermore, we discuss the optimal stopping criteria for these methods. Results show that our hyperparameter-free methods outperform the widely-used hyperparameter-free heuristic of length normalization by +2.0 BLEU, and achieve the best results among all methods on Chinese-to-English translation.