Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints, of which QP is a special case, and consumer resource models describing ecological dynamics. Combining this duality with a recent “cavity solution,” we analyze high-dimensional, random QP where the optimization function and constraints are drawn randomly. Our theory shows remarkable agreement with numerics and points to a deep connection between optimization, dynamical systems, and ecology.

• Received 29 October 2018

DOI:https://doi.org/10.1103/PhysRevE.99.052111