Simply wear a sweat-absorbing headband while you workout to keep the moisture from your face away from your hairline and your strands. In addition, put hair in a loose, high bun to keep it off your neck. When you are done working out wash your face, removing all sweat, and then let your hair down and take the headband off. You can use dry shampoo and blow-dry the roots as needed to add body and remove any moisture that made it through, but you should be good to go.
