An Unconditional Lower Bound for the Active-Set Method in Convex Quadratic Maximization
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 \(\omega(\log d)\) in dimension \(d\), 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.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Advanced Optimization Algorithms Research
Polynomial and algebraic computation
Publication details
- Journal / source
- Society for Industrial and Applied Mathematics eBooks
- Pages
- 314–327
- Publication date
- 1 January 2026
- Language
- EN