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

We prove that the active-set method needs an exponential number of iterations in the worstcase 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(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.

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.