English
Related papers

Related papers: Enhancing Knapsack-based Financial Portfolio Optim…

200 papers

We develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time $\widetilde{O} \left( n\sqrt{r} \frac{\zeta \kappa}{\delta^2} \log \left(1/\epsilon\right) \right)$, where $r$ is the…

Optimization and Control · Mathematics 2019-08-23 Iordanis Kerenidis , Anupam Prakash , Dániel Szilágyi

Hybrid quantum-classical algorithms such as the quantum approximate optimization algorithm (QAOA) are considered one of the most promising approaches for leveraging near-term quantum computers for practical applications. Such algorithms are…

Quantum Physics · Physics 2022-06-16 Ruslan Shaydulin , Ilya Safro , Jeffrey Larson

Variational quantum algorithms, which consist of optimal parameterized quantum circuits, are promising for demonstrating quantum advantages in the noisy intermediate-scale quantum (NISQ) era. Apart from classical computational resources,…

Quantum Physics · Physics 2024-12-30 Chen Qian , Wei-Feng Zhuang , Rui-Cheng Guo , Meng-Jun Hu , Dong E. Liu

This paper proposes a quantum approximate optimization algorithm (QAOA) method for wireless scheduling problems. The QAOA is one of the promising hybrid quantum-classical algorithms for many applications and it provides highly accurate…

Other Computer Science · Computer Science 2020-09-07 Jaeho Choi , Seunghyeok Oh , Joongheon Kim

Quantum computers are expected to accelerate solving combinatorial optimization problems, including algorithms such as Grover adaptive search and quantum approximate optimization algorithm (QAOA). However, many combinatorial optimization…

Quantum Physics · Physics 2023-05-05 Takuya Yoshioka , Keita Sasada , Yuichiro Nakano , Keisuke Fujii

In this paper, we consider a new problem of portfolio optimization using stochastic information. In a setting where there is some uncertainty, we ask how to best select $k$ potential solutions, with the goal of optimizing the value of the…

Data Structures and Algorithms · Computer Science 2024-12-03 Marina Drygala , Silvio Lattanzi , Andreas Maggiori , Miltiadis Stouras , Ola Svensson , Sergei Vassilvitskii

The Traveling Salesman Problem (TSP) is a fundamental challenge in combinatorial optimization, widely applied in logistics and transportation. As the size of TSP instances grows, traditional algorithms often struggle to produce high-quality…

The Quantum Approximate Optimization Algorithm (QAOA) is designed to run on a gate model quantum computer and has shallow depth. It takes as input a combinatorial optimization problem and outputs a string that satisfies a high fraction of…

Quantum Physics · Physics 2019-10-22 Edward Farhi , Aram W Harrow

Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…

Portfolio Management · Quantitative Finance 2013-01-21 Ankit Dangi

The quantum approximate optimization algorithm (QAOA) has become a cornerstone of contemporary quantum applications development. Here we show that the \emph{density} of problem constraints versus problem variables acts as a performance…

Quantum Physics · Physics 2021-08-31 V. Akshay , H. Philathong , I. Zacharov , J. Biamonte

Photonic quantum computers, programmed within the framework of the measurement-based quantum computing (MBQC), currently concur with gate-based platforms in the race towards useful quantum advantage, and some algorithms emerged as main…

Quantum Physics · Physics 2023-04-10 Massimiliano Proietti , Filippo Cerocchi , Massimiliano Dispenza

The quantum approximate optimization algorithm (QAOA) is a quantum heuristic for combinatorial optimization that has been demonstrated to scale better than state-of-the-art classical solvers for some problems. For a given problem instance,…

Quantum Physics · Physics 2026-02-23 Tianyi Hao , Zichang He , Ruslan Shaydulin , Jeffrey Larson , Marco Pistoia

The quantum approximate optimization algorithm (QAOA) is a promising quantum algorithm that can be used to approximately solve combinatorial optimization problems. The usual QAOA ansatz consists of an alternating application of the cost and…

Quantum Physics · Physics 2024-11-01 Anthony Wilkie , Igor Gaidai , James Ostrowski , Rebekah Herrman

This research explores the integration of the Quantum Approximate Optimization Algorithm (QAOA) into Hybrid Quantum-HPC systems for solving the Max-Cut problem, comparing its performance with classical algorithms like brute-force search and…

Quantum Physics · Physics 2024-10-22 Ishan Patwardhan , Akhil Akkapelli

Quantum optimization has emerged as a promising approach for tackling complicated classical optimization problems using quantum devices. However, the extent to which such algorithms harness genuine quantum resources and the role of these…

We introduce a relax-and-round approach embedding the quantum approximate optimization algorithm (QAOA) with $p\geq 1$ layers. We show for many problems, including Sherrington-Kirkpatrick spin glasses, that at $p=1$, it is as accurate as…

Quantum Physics · Physics 2024-01-25 Maxime Dupont , Bhuvanesh Sundar

Current state-of-the-art quantum optimization algorithms require representing the original problem as a binary optimization problem, which is then converted into an equivalent cost Hamiltonian suitable for the quantum device. Implementing…

Quantum Physics · Physics 2025-03-26 Bence Bakó , Adam Glos , Özlem Salehi , Zoltán Zimborás

Quantum Approximate Optimization Algorithm (QAOA) is a leading candidate algorithm for solving combinatorial optimization problems on quantum computers. However, in many cases QAOA requires computationally intensive parameter optimization.…

Traffic optimization on roads is a highly complex problem, with one important aspect being minimization of traffic congestion. By mapping to an Ising formulation of the traffic congestion problem, we benchmark solutions obtained from the…

Quantum optimization solvers typically rely on one-variable-to-one-qubit mapping. However, the low qubit count on current quantum computers is a major obstacle in competing against classical methods. Here, we develop a qubit-efficient…

Quantum Physics · Physics 2026-03-24 Bhuvanesh Sundar , Maxime Dupont