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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

Combinatorial optimization is a challenging problem applicable in a wide range of fields from logistics to finance. Recently, quantum computing has been used to attempt to solve these problems using a range of algorithms, including…

Quantum Physics · Physics 2024-03-06 Jonathan Wurtz , Stefan Sack , Sheng-Tao Wang

We propose a novel approach to solve K-adaptability problems with convex objective and constraints and integer first-stage decisions. A logic-based Benders decomposition is applied to handle the first-stage decisions in a master problem,…

Optimization and Control · Mathematics 2022-09-08 Alireza Ghahtarani , Ahmed Saif , Alireza Ghasemi , Erick Delage

Solving combinatorial optimization problems using variational quantum algorithms (VQAs) has emerged as a promising research direction. Since the introduction of the Quantum Approximate Optimization Algorithm (QAOA), numerous variants have…

Quantum Physics · Physics 2025-07-28 Xin Wei Lee , Hoong Chuin Lau

We propose a novel method for reducing the number of variables in quadratic unconstrained binary optimization problems, using a quantum annealer (or any sampler) to fix the value of a large portion of the variables to values that have a…

Quantum Physics · Physics 2017-09-26 Hamed Karimi , Gili Rosenberg

Quadratic Unconstrained Binary Optimization (QUBO) is a combinatorial optimization to find an optimal binary solution vector that minimizes the energy value defined by a quadratic formula of binary variables in the vector. As many NP-hard…

Performance · Computer Science 2023-10-19 Koji Nakano , Daisuke Takafuji , Yasuaki Ito , Takashi Yazane , Junko Yano , Shiro Ozaki , Ryota Katsuki , Rie Mori

In this paper we present a novel strategy to solve optimization problems within a hybrid quantum-classical scheme based on quantum annealing, with a particular focus on QUBO problems. The proposed algorithm is based on an iterative…

Quantum Physics · Physics 2020-04-07 Enrico Blanzieri , Davide Pastorello

Adiabatic quantum computing has evolved in recent years from a theoretical field into an immensely practical area, a change partially sparked by D-Wave System's quantum annealing hardware. These multimillion-dollar quantum annealers offer…

Quantum Physics · Physics 2017-07-28 Timothy D. Goodrich , Travis S. Humble , Blair D. Sullivan

Using drones to perform human-related tasks can play a key role in various fields, such as defense, disaster response, agriculture, healthcare, and many others. The drone delivery packing problem (DDPP) arises in the context of logistics in…

Combinatorics · Mathematics 2026-02-19 Sara Tarquini , Daniele Dragoni , Matteo Vandelli , Francesco Tudisco

Knapsack problem (KP) is a representative combinatorial optimization problem that aims to maximize the total profit by selecting a subset of items under given constraints on the total weights. In this study, we analyze a generalized version…

Optimization and Control · Mathematics 2022-08-23 Yuta Nakamura , Takashi Takahashi , Yoshiyuki Kabashima

Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…

Quantum Physics · Physics 2021-02-04 Claudio Gambella , Andrea Simonetto

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

Solving optimization problems on quantum annealers usually requires each variable of the problem to be represented by a connected set of qubits called a logical qubit or a chain. Chain weights, in the form of ferromagnetic coupling between…

Quantum Physics · Physics 2023-01-31 Hristo N. Djidjev

The broad applicability of Quadratic Unconstrained Binary Optimization (QUBO) constitutes a general-purpose modeling framework for combinatorial optimization problems and are a required format for gate array and quantum annealing computers.…

Artificial Intelligence · Computer Science 2021-04-06 Amit Verma , Mark Lewis

The combinatorial pricing problem (CPP) is a bilevel problem in which the leader maximizes their revenue by imposing tolls on certain items that they can control. Based on the tolls set by the leader, the follower selects a subset of items…

Optimization and Control · Mathematics 2025-06-10 Quang Minh Bui , Margarida Carvalho , José Neto

In the Knapsack problem, one is given the task of packing a knapsack of a given size with items in order to gain a packing with a high profit value. An important connection to the $(\max,+)$-convolution problem has been established, where…

Data Structures and Algorithms · Computer Science 2025-08-12 Kilian Grage , Klaus Jansen , Björn Schumacher

The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the…

Optimization and Control · Mathematics 2014-06-13 Paolo Detti

An important goal in algorithm design is determining the best running time for solving a problem (approximately). For some problems, we know the optimal running time, assuming certain conditional lower bounds. In this work, we study the…

Data Structures and Algorithms · Computer Science 2024-03-04 Moritz Buchem , Paul Deuker , Andreas Wiese

Dynamic treatment regimes assign personalized treatments to patients sequentially over time based on their baseline information and time-varying covariates. In mobile health applications, these covariates are typically collected at…

Machine Learning · Statistics 2023-01-04 Yuhe Gao , Chengchun Shi , Rui Song

Combinatorial optimization (CO) problems arise across a broad spectrum of domains, including medicine, logistics, and manufacturing. While exact solutions are often computationally infeasible, many practical applications require…

Machine Learning · Computer Science 2025-05-27 Arman Mielke , Uwe Bauknecht , Thilo Strauss , Mathias Niepert