How to continue executing a java program after an Exception is thrown?

Move the try catch block within for loop and then it should work

You need to re-structure it slightly, so that the try/catch is inside the for loop, not enclosing it, e.g.

for (...) {
  try {
    // stuff that might throw
  }
  catch (...) {
    // handle exception
  }
}

As an aside, you should avoid using exceptions for flow control like that - exceptions should be used for exceptional things.

Your code should look as follows:

public class ExceptionsDemo {

    public static void main(String[] args) {
        for (int i=args.length;i<10;i++){
            try {
                if(i%2==0){
                    System.out.println("i =" + i);
                    throw new Exception();  // stuff that might throw
                }
            } catch (Exception e) {
                System.err.println("An exception was thrown");
            }
        }
    }
}