English

An unconditional lower bound for the active-set method in convex quadratic maximization

Discrete Mathematics 2025-10-23 v2 Computational Complexity Data Structures and Algorithms Combinatorics

Abstract

We prove that the active-set method needs an exponential number of iterations in the worst-case to maximize a convex quadratic function subject to linear constraints, regardless of the pivot rule used. This substantially improves over the best previously known lower bound [IPCO 2025], which needs objective functions of polynomial degrees ω(logd)\omega(\log d) in dimension dd, to a bound using a convex polynomial of degree 2. In particular, our result firmly resolves the open question [IPCO 2025] of whether a constant degree suffices, and it represents significant progress towards linear objectives, where the active-set method coincides with the simplex method and a lower bound for all pivot rules would constitute a major breakthrough. Our result is based on a novel extended formulation, recursively constructed using deformed products. Its key feature is that it projects onto a polygonal approximation of a parabola while preserving all of its exponentially many vertices. We define a quadratic objective that forces the active-set method to follow the parabolic boundary of this projection, without allowing any shortcuts along chords corresponding to edges of its full-dimensional preimage.

Keywords

Cite

@article{arxiv.2507.16648,
  title  = {An unconditional lower bound for the active-set method in convex quadratic maximization},
  author = {Eleon Bach and Yann Disser and Sophie Huiberts and Nils Mosis},
  journal= {arXiv preprint arXiv:2507.16648},
  year   = {2025}
}
R2 v1 2026-07-01T04:13:33.469Z