Question

Can I avoid the copying of object in the following way?

MyClass Obj;

try {
    throw &Obj;
}
catch(MyClass *a) {

}

Answer 1

If the object is too expensive to copy, it should not be thrown as an exception – full stop. Exception classes should be fairly simple and light-weight. And you should always catch exceptions by reference (probably by const reference) – catching pointers is bad style. So your code should better be written:

try {
    throw MyClass();
}
catch( const MyClass & a) {
}

In response to your comment, this:

struct A {
    A() {}
    private:
    A( const A & ) {}
};

int main() {
    throw A();
}

should be an error. But you simply should not be prohibiting copying of classes you want to throw as exceptions – why are you doing this?