I haven’t thought of ex-ante undefined region of the parameter space for which the objective function is undefined as a constraint, but I should consider it. However, I don’t see how this relates to the computational problem that I face, especially the choice of the optimization algorithm. Even if we agree that my MSM problem has this implicit constraint, should I then instead of considering unconstrained optimization method, consider constrained optimization method? If so, how should I express this implicit constraint explicitly?
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