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Active constraint

From Encyclopedia of Mathematics
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Let be given a constrained optimization problem

maximize $f(x)$, $x\in\mathbf R^n$,

subject to $g_i(x)\leq0$, $i=1,\ldots,m$.

The $i$th constraint is said to be active (at a solution $y$) if $g_i(y)=0$.

See also Passive constraint. For a selection of references, see Mathematical programming.

How to Cite This Entry:
Active constraint. Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Active_constraint&oldid=33650
This article was adapted from an original article by M. Hazewinkel (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article