I am using the optimisation toolbox (both the normal one and the Global one) for problems of a certain kind. The objective function in these cases are custom user defined functions, dependent on multiple other scripts. Thus, in certain cases, the variables to be optimised might return an error on running the objective if certain conditions (Apart from bounds and constraints) are not met. Assuming these conditions vary between test cases ie. cannot be accomodated in a constraint, the optimisation stops right when any iteration throws up an error.
Is it possible to make these optimisation functions skip the particular iteration if it returns an error, update the variables and move on to the next iteration?
