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Quantum annealers are suited to solve several logistic optimization problems expressed in the QUBO formulation. However, the solutions proposed by the quantum annealers are generally not optimal, as thermal noise and other disturbing…

Quantum Physics · Physics 2024-05-21 Claudio Sanavio , Edoardo Tignone , Elisa Ercolessi

One of the problems frequently mentioned as a candidate for quantum advantage is that of selecting a portfolio of financial assets to maximize returns while minimizing risk. In this paper we formulate several real-world constraints for use…

Materials Science · Physics 2022-03-10 Salvatore Certo , Anh Dung Pham , Daniel Beaulieu

Quantum annealing has emerged as a promising approach for solving NP-hard optimization problems, leveraging quantum phenomena such as quantum tunneling to navigate complex energy landscapes. However, the extent to which quantum tunneling…

Quantum Physics · Physics 2026-03-02 Vishwajeet Ohal , Pierre Boulanger

We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate…

Quantum Physics · Physics 2019-07-01 Davide Venturelli , Alexei Kondratyev

We solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success…

Computational Finance · Quantitative Finance 2016-09-29 Gili Rosenberg , Poya Haghnegahdar , Phil Goddard , Peter Carr , Kesheng Wu , Marcos López de Prado

The first quantum computers are expected to perform well at quadratic optimisation problems. In this paper a quadratic problem in finance is taken, the Portfolio Optimisation problem. Here, a set of assets is chosen for investment, such…

Portfolio Management · Quantitative Finance 2020-12-03 Frank Phillipson , Harshil Singh Bhatia

Optimization of electricity surplus is a crucial element for transmission power networks to reduce costs and efficiently use the available electricity across the network. In this paper we showed how to optimize such a network with quantum…

Quantum Physics · Physics 2022-12-06 Giuseppe Colucci , Stan van der Linde , Frank Phillipson

A challenge for scalability of demand-responsive, elastic optical Dense Wavelength Division Multiplexing (DWDM) and Flexgrid networks is the computational complexity of allocating many optical routes on large networks. We demonstrate that…

Networking and Internet Architecture · Computer Science 2024-02-13 Ethan Davies , Darren Banfield , Vlad Carare , Ben Weaver , Catherine White , Nigel Walker

Optimal flight gate assignment is a highly relevant optimization problem from airport management. Among others, an important goal is the minimization of the total transit time of the passengers. The corresponding objective function is…

Quantum Physics · Physics 2025-04-25 Tobias Stollenwerk , Elisabeth Lobe , Martin Jung

We present a comprehensive case study comparing the performance of D-Waves' quantum-classical hybrid framework, Fujitsu's quantum-inspired digital annealer, and Gurobi's state-of-the-art classical solver in solving a transport robot…

In the era of quantum computing, the emergence of quantum computers and subsequent advancements have led to the development of various quantum algorithms capable of solving linear equations and eigenvalues, surpassing the pace of classical…

Quantum Physics · Physics 2024-11-26 Hyunju Lee , Kyungtaek Jun

In more recent years, there has been increasing research interest in exploiting the use of application specific hardware for solving optimisation problems. Examples of solvers that use specialised hardware are IBM's Quantum System One and…

Neural and Evolutionary Computing · Computer Science 2022-11-14 Mayowa Ayodele

We are interested in benchmarking both quantum annealing and classical algorithms for minimizing Quadratic Unconstrained Binary Optimization (QUBO) problems. Such problems are NP-hard in general, implying that the exact minima of randomly…

Quantum Physics · Physics 2023-11-28 Georg Hahn , Elijah Pelofske , Hristo N. Djidjev

Quantum annealers, such as the device built by D-Wave Systems, Inc., offer a way to compute solutions of NP-hard problems that can be expressed in Ising or QUBO (quadratic unconstrained binary optimization) form. Although such solutions are…

Quantum Physics · Physics 2022-10-27 Aaron Barbosa , Elijah Pelofske , Georg Hahn , Hristo N. Djidjev

Quantum annealing promises to solve complex combinatorial optimization problems faster than current transistor-based computer technologies. Although to date only one commercially-available quantum annealer is procurable, one can already…

Quantum Physics · Physics 2018-06-21 Helmut G. Katzgraber

We formulate an optimization problem to control a large number of automated guided vehicles in a plant without collision. The formulation consists of binary variables. A quadratic cost function over these variables enables us to utilize…

Quantum Physics · Physics 2018-12-31 Masayuki Ohzeki , Akira Miki , Masamichi J. Miyama , Masayoshi Terabe

To solve an optimization problem using a commercial quantum annealer, one has to represent the problem of interest as an Ising or a quadratic unconstrained binary optimization (QUBO) problem and submit its coefficients to the annealer,…

Quantum Physics · Physics 2023-06-13 Elijah Pelofske , Georg Hahn , Hristo Djidjev

Posiform planting is a method for constructing QUBO problems with a single unique planted solution that can be tailored to arbitrary connectivity graphs. In this study we investigate making posiform planted QUBOs computationally harder by…

Quantum Physics · Physics 2025-09-16 Elijah Pelofske , Georg Hahn , Hristo Djidjev

This work is a benchmark study for quantum-classical computing method with a real-world optimization problem from industry. The problem involves scheduling and balancing jobs on different machines, with a non-linear objective function. We…

Quantum Physics · Physics 2024-08-06 Abhishek Awasthi , Nico Kraus , Florian Krellner , David Zambrano

Hybrid-quantum classical optimization has emerged as a promising direction for addressing financial decision problems under current quantum hardware constraints. In this work we present a practical end-to-end portfolio optimization pipeline…