The Solution is simple..
Wash ur face before U start working out.
Okay..Let me give U what exactly happens during 'Work Out Sessions'.
When U start exercising, Ur body tends to shed away the toxins (or sometimes tries to cool down the body) through sweat. Whenever skin starts to excrete sweat, the pores gets enlarged, just to pump the sweat out.
If U exercise with Clean face , the Sweat excretes out and stays there, without any clogs. Sweat never irritates skin (does if it mixes up with environmental dirt), that after working out, its not damn necessary to wash off immediately.
But If u don't wash before, Ur make-up/dirt that's been accumulated till then, sinks down in to the skin further, when the pores gets enlarged, resulting the clogs.
This sort of question arises to several, whether its OKAY to go with make-up to the near-by gym? I'ld say "NO". Its just because, skin absorbs the make-up in, while secreting sweat.