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.

25

25
Ready to start
Active constraints
Session: 1 | Break: Short
Today: 0 sessions
Total: 0 sessions