Given a feasible point and The Active Constraint Set, , the set of linearized feasible directions is given by
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Jan 06, 2025, 1 min read
Given a feasible point x and The Active Constraint Set, A(x), the set of linearized feasible directions is given by
F(x)={d∣{dT∇ci(x)=0dT∇ci(x)≥0,∀i∈E∀i∈A(x)∩I