Hey,
I am using NLopt to minimize (gradient-free) a function f(\theta), where \theta is a vector of parameters. There is a non-trivial combination of these parameters for which f(\theta) is not defined and thus throws an error.
Since this combination of parameters is non-trivial I cannot pass it explicitly as a constraint on the maximization. However, I can test it. In other words, if I pass a particular vector \theta_{1} to the function, I am able to tell whether f(\theta_{1}) is defined or not without evaluating it.
Is there a way to tweak NLOpt so that it ignores these combinations that are problematic.
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