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Starting from a classic financial optimization problem, we first propose a cutting plane algorithm for this problem. Then we use spectral decomposition to tranform the problem into an equivalent D.C. programming problem, and the…

Optimization and Control · Mathematics 2023-07-27 Huang Yin

Multi-objective unconstrained combinatorial optimization problems (MUCO) are in general hard to solve, i.e., the corresponding decision problem is NP-hard and the outcome set is intractable. In this paper we explore special cases of MUCO…

Discrete Mathematics · Computer Science 2024-12-03 José Rui Figueira , Kathrin Klamroth , Michael Stiglmayr , Julia Sudhoff Santos

Quantum computing offers significant potential for solving NP-hard combinatorial (optimization) problems that are beyond the reach of classical computers. One way to tap into this potential is by reformulating combinatorial problems as a…

Variational quantum algorithms, such as the Recursive Quantum Approximate Optimization Algorithm (RQAOA), have become increasingly popular, offering promising avenues for employing Noisy Intermediate-Scale Quantum devices to address…

Emerging Technologies · Computer Science 2025-06-04 Shuaiqun Pan , Yash J. Patel , Aneta Neumann , Frank Neumann , Thomas Bäck , Hao Wang

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The…

Optimization and Control · Mathematics 2016-05-25 Shinji Ito , Ryohei Fujimaki

Machine learning based methods have shown potential for optimizing existing molecules with more desirable properties, a critical step towards accelerating new chemical discovery. Here we propose QMO, a generic query-based molecule…

Machine Learning · Computer Science 2022-04-21 Samuel Hoffman , Vijil Chenthamarakshan , Kahini Wadhawan , Pin-Yu Chen , Payel Das

The Quantum Approximate Optimization Algorithm (QAOA) is a hybrid quantum-classical algorithm to solve binary-variable optimization problems. Due to the short circuit depth and its expected robustness to systematic errors, it is one of the…

Quantum Physics · Physics 2022-08-23 Jason Larkin , Matías Jonsson , Daniel Justice , Gian Giacomo Guerreschi

The efficient management of energy communities relies on the solution of the "prosumer problem", i.e., the problem of scheduling the household loads on the basis of the user needs, the electricity prices, and the availability of local…

Quantum Physics · Physics 2023-11-20 Carlo Mastroianni , Francesco Plastina , Luigi Scarcello , Jacopo Settino , Andrea Vinci

The quantum approximate optimization algorithm (QAOA) is known for its capability and universality in solving combinatorial optimization problems on near-term quantum devices. The results yielded by QAOA depend strongly on its initial…

Quantum Physics · Physics 2022-09-29 Xinwei Lee , Ningyi Xie , Yoshiyuki Saito , Dongsheng Cai , Nobuyoshi Asai

The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the expected return and the associated risk. A well-known approach…

Recent empirical work shows that inconsistent results based on choice of hyperparameter optimization (HPO) configuration are a widespread problem in ML research. When comparing two algorithms J and K searching one subspace can yield the…

Machine Learning · Computer Science 2022-02-18 A. Feder Cooper , Yucheng Lu , Jessica Zosa Forde , Christopher De Sa

Quantum approximate optimization algorithms are hybrid quantum-classical variational algorithms designed to approximately solve combinatorial optimization problems such as the MAX-CUT problem. In spite of its potential for near-term quantum…

Quantum Physics · Physics 2024-02-27 Eunok Bae , Soojoon Lee

Answering complex logical queries on incomplete knowledge graphs is a challenging task, and has been widely studied. Embedding-based methods require training on complex queries, and cannot generalize well to out-of-distribution query…

Machine Learning · Computer Science 2023-06-08 Yushi Bai , Xin Lv , Juanzi Li , Lei Hou

Variational quantum algorithms offer fascinating prospects for the solution of combinatorial optimization problems using digital quantum computers. However, the achievable performance in such algorithms and the role of quantum correlations…

Quantum Physics · Physics 2024-01-10 Gopal Chandra Santra , Fred Jendrzejewski , Philipp Hauke , Daniel J. Egger

Prompt engineering has demonstrated remarkable success in enhancing the performance of large language models (LLMs) across diverse tasks. However, most existing prompt optimization methods only focus on the task-level performance,…

Artificial Intelligence · Computer Science 2025-06-02 Yilun Kong , Hangyu Mao , Qi Zhao , Bin Zhang , Jingqing Ruan , Li Shen , Yongzhe Chang , Xueqian Wang , Rui Zhao , Dacheng Tao

Quadratic unconstrained binary optimization (QUBO) has become the standard format for optimization using quantum computers, i.e., for both the quantum approximate optimization algorithm (QAOA) and quantum annealing (QA). We present a…

Quantum Physics · Physics 2022-04-26 Thomas Gabor , Marian Lingsch Rosenfeld , Sebastian Feld , Claudia Linnhoff-Popien

In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We…

Methodology · Statistics 2015-07-14 Dimitris Bertsimas , Angela King , Rahul Mazumder

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…

Optimization and Control · Mathematics 2019-09-12 Tijana Janjic , Yvonne Ruckstuhl , Philippe L. Toint

We address the Least Quantile of Squares (LQS) (and in particular the Least Median of Squares) regression problem using modern optimization methods. We propose a Mixed Integer Optimization (MIO) formulation of the LQS problem which allows…

Computation · Statistics 2014-11-20 Dimitris Bertsimas , Rahul Mazumder