Active-set method: Difference between revisions

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Typo "intital" fixed to "initial".
 
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The motivations for this is that near the optimum usually only a small number of all constraints are binding and the solve step usually takes superlinear time in the amount of constraints. Thus repeated solving of a series equality constrained problem, which drop constraints which are not violated when improving but are in the way of improvement (negative lagrange multipliers) and adding of those constraints which the current solution violates can converge against the true solution. The optima of the last problem can often provide an initial guess in case the equality constrained problem solver needs an intitalinitial value.
 
Methods that can be described as '''active-set methods''' include:<ref>{{harvnb|Nocedal|Wright|2006|pp=467–480}}</ref>