Active Constraint Strategies in Optimization
Heinz Bernau · 1990
In constrained optimization problems containing: inequality constraints the number of these inequalities often exceeds the number of variables. Otherwise it is known that at the solution the number of active constraints, i.e. of such constraints, which hold as equalities, is in general not greater than the number of variables. As the nonactive constraints have no influence on the optimal solution, in solution algorithms one of the most important tasks consists in the determination of the active constraints set. Some theoretical foundations for the determination of this set which can be explicitely applied in solution methods are investigated. In this way very efficient solution methods mainly for linearly constrained problems can be formulated.