Active constraints
Active Constraints
An active constraint is a constraint that holds with equality at a specific point.
Inequality Constraints
For
\[a_i^Tx\le b_i,\]the constraint is active at $x$ if
\[a_i^Tx=b_i.\]It is inactive if $a_i^Tx<b_i$. For $a_i^Tx\ge b_i$, it is active in the same way: equality must hold.
Equality Constraints
An equality constraint
\[a_i^Tx=b_i\]is active at every feasible point. If it fails, the point is simply infeasible.
Nonnegativity Constraints
In standard form, $x_j\ge 0$ is active exactly when
\[x_j=0.\]At a basic solution, all nonbasic variables are zero, so their nonnegativity constraints are active.
Slack and Surplus
For $a_i^Tx+s_i=b_i$, the original $\le$ constraint is active when $s_i=0$.
For $a_i^Tx-s_i=b_i$, the original $\ge$ constraint is active when $s_i=0$.
Vertices
Vertices occur where enough independent constraints are active to pin down a point.
In $\mathbb{R}^2$, this usually means two active boundary lines. In $\mathbb{R}^n$, it usually means $n$ linearly independent active constraints.
Checklist
Given a point, substitute it into every constraint and mark which ones are tight. Those are the active constraints.
See Also
Exam checkpoint
For BFS questions, convert to standard form before checking the point. A candidate in original variables must be lifted with slack and surplus variables before testing basis columns.