Active-set method
id:
active-set-method-161-19042958
title:
Active-set method
text:
In mathematical optimization, the active-set method is an algorithm used to identify the active constraints in a set of 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
- g 1 ≥ 0, …, g k ≥ 0 that define the feasible region, that is, the set
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Active-set_method
date created:
2005-03-02T06:01:48Z
date modified:
2024-08-27T19:00:41Z
main entity:
{"identifier":"Q2823740","url":"https://www.wikidata.org/entity/Q2823740"}
image:
fields total:
13
integrity:
14