how to continue a transaction after an error?

Hello,

I would like to insert a bunch of rows in a table in a transaction. Some of
the insertions will fail due to constraints violation. When this happens,
Postgres automatically ends the transaction and rolls back all the previous
inserts. I would like to continue the transaction and issue the
commit/rollback command myself.

How to do it?
Is there any setting I am missing?
Is it possible at all?

Thanks,
Cristi