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Multi-stage stochastic optimization is a well-known quantitative tool for decision-making under uncertainty. It is broadly used in financial and investment planning, inventory control, and also natural disaster risk management. Theoretical…

Optimization and Control · Mathematics 2025-08-27 Anna Timonina-Farkas

Quantum algorithm is an algorithm for solving mathematical problems using quantum systems encoded as information, which is found to outperform classical algorithms in some specific cases. The objective of this study is to develop a quantum…

Quantum Physics · Physics 2021-01-26 Theerapat Tansuwannont , Surachate Limkumnerd , Sujin Suwanna , Pruet Kalasuwan

Classical algorithms for market equilibrium computation such as proportional response dynamics face scalability issues with Internet-based applications such as auctions, recommender systems, and fair division, despite having an almost…

Quantum Physics · Physics 2026-01-06 Po-Wei Huang , Patrick Rebentrost

Recent advances in quantum hardware offer new approaches to solve various optimization problems that can be computationally expensive when classical algorithms are employed. We propose a hybrid quantum-classical algorithm to solve a dynamic…

Quantum Physics · Physics 2023-03-23 H. Xu , S. Dasgupta , A. Pothen , A. Banerjee

We devise a classical algorithm which efficiently computes the quantum expectation values arising in a class of continuous variable quantum circuits wherein the final quantum observable | after the Heisenberg evolution associated with the…

Quantum Physics · Physics 2021-06-22 Agung Budiyono , Hermawan K. Dipojono

Evaluating the expectation of a quantum circuit is a classically difficult problem known as the quantum mean value problem (QMV). It is used to optimize the quantum approximate optimization algorithm and other variational quantum…

Quantum Physics · Physics 2022-05-25 David Joseph , Antonio J. Martinez , Cong Ling , Florian Mintert

We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…

Optimization and Control · Mathematics 2024-09-16 Hugh Medal , Samuel Affar

Quantum phase estimation (QPE) is one of the core algorithms for quantum computing. It has been extensively studied and applied in a variety of quantum applications such as the Shor's factoring algorithm, quantum sampling algorithms and the…

Engineering design processes involve iterative design evaluations requiring numerous computationally intensive numerical simulations. Quantum algorithms promise substantial speedups for specific tasks relevant to engineering simulations.…

Quantum Physics · Physics 2026-03-26 Leonhard Hölscher , Lukas Müller , Or Samimi , Tamuz Danzig

The optimization of the power consumption of antenna networks is a problem with a potential impact in the field of telecommunications. In this work, we investigate the application of the quantum approximate optimization algorithm (QAOA) and…

Quantum Physics · Physics 2025-09-18 Matteo Vandelli , Alessandra Lignarolo , Carlo Cavazzoni , Daniele Dragoni

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

This paper introduces in detail a non-variational quantum algorithm designed to solve a wide range of combinatorial optimisation problems, including constrained problems and problems with non-binary variables. The algorithm returns optimal…

Quantum Physics · Physics 2024-08-14 Tavis Bennett , Lyle Noakes , Jingbo B. Wang

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

Quantum annealing is a heuristic optimization algorithm that exploits quantum evolution to approximately find lowest energy states. Quantum annealers have scaled up in recent years to tackle increasingly larger and more highly connected…

Quantum Physics · Physics 2025-07-04 Humberto Munoz Bauza , Daniel A. Lidar

Recent demonstrations on specialized benchmarks have reignited excitement for quantum computers, yet whether they can deliver an advantage for practical real-world problems remains an open question. Here, we show that probabilistic…

State preparation is a process encoding the classical data into the quantum systems. Based on quantum phase estimation, we propose the specific quantum circuits for a deterministic state preparation algorithm and a probabilistic state…

Quantum Physics · Physics 2019-12-12 Jian Zhao , Yu-Chun Wu , Guang-Can Guo , Guo-Ping Guo

Hybrid quantum-classical optimization algorithms represent one of the most promising application for near-term quantum computers. In these algorithms the goal is to optimize an observable quantity with respect to some classical parameters,…

Quantum Physics · Physics 2021-01-27 Leonardo Banchi , Gavin E. Crooks

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

Quantum annealing (QA) has been proposed as a quantum enhanced optimization heuristic exploiting tunneling. Here, we demonstrate how finite range tunneling can provide considerable computational advantage. For a crafted problem designed to…

In the noisy intermediate-scale quantum era, variational quantum algorithms (VQAs) have emerged as a promising avenue to obtain quantum advantage. However, the success of VQAs depends on the expressive power of parameterised quantum…

Quantum Physics · Physics 2024-05-15 Yingli Yang , Zongkang Zhang , Anbang Wang , Xiaosi Xu , Xiaoting Wang , Ying Li