An Unconditional Lower Bound for the Active-Set Method in Convex Quadratic Maximization

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Authors: Eleon Bach, Yann Disser, Sophie Huiberts, Nils Mosis
Cited by: 0

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