Active-set method: Difference between revisions

Revision as of 16:46, 11 April 2021

Revision as of 01:24, 6 June 2022

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{{redirect|Active set|the band|The Active Set}}

In mathematical [[Optimization (mathematics)|optimization]], athe problem'''active-set ismethod''' defined usingis an objectivealgorithm functionused to minimizeidentify orthe maximize,active and[[Constraint (mathematics)|constraints]] in a set of [[Inequality (mathematics)|inequality]] constraints. The active constraints are then expressed as equality constraints, thereby transforming an inequality-constrained problem into a simpler equality-constrained subproblem.

An optimization problem is defined using an objective function to minimize or maximize, and a set of constraints

: <math>g_1(x) \ge 0, \dots, g_k(x) \ge 0</math>