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Parameter values that cause exceptions when using fmincon
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Hello,
I am trying to minimize a multivariable likelihood function that depends on a parameter x. For some values of the parameter, matlab will throw an exception, for example, from failure of a matrix to be positive definite. How should this be handled? A possibility is to set the likelihood to +Inf for this value of the parameter. Will this upset the design of the minimization algorithm?
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