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Related papers: Hot-Starting Quantum Portfolio Optimization

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We provide a method to prepare a warm-started quantum state from measurements with an iterative framework to enhance the quantum approximate optimisation algorithm (QAOA). The numerical simulations show the method can effectively address…

Quantum Physics · Physics 2025-02-17 Haomu Yuan , Songqinghao Yang , Crispin H. W. Barnes

We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U.S. listed, liquid equities. Starting from historical market data, we apply our unique problem formulation on the D-Wave…

General Finance · Quantitative Finance 2020-08-21 Jeffrey Cohen , Alex Khan , Clark Alexander

Quantum optimization has emerged as a promising frontier of quantum computing, providing novel numerical approaches to mathematical optimization problems. The main goal of this paper is to facilitate interdisciplinary research between the…

Optimization and Control · Mathematics 2025-09-05 Alexey Bochkarev , Raoul Heese , Sven Jäger , Philine Schiewe , Anita Schöbel

Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent…

General Finance · Quantitative Finance 2015-03-14 Fredrick Michael

Combinatorial optimization problems are one of the target applications of current quantum technology, mainly because of their industrial relevance, the difficulty of solving large instances of them classically, and their equivalence to…

Quantum Physics · Physics 2024-06-10 J. A. Montanez-Barrera , Pim van den Heuvel , Dennis Willsch , Kristel Michielsen

Variational quantum algorithms have been advocated as promising candidates to solve combinatorial optimization problems on near-term quantum computers. Their methodology involves transforming the optimization problem into a quadratic…

Quantum Physics · Physics 2023-08-01 Zoé Verchère , Sourour Elloumi , Andrea Simonetto

The presence of stochastic elements in combinatorial optimization problems makes them particularly challenging, as such problems quickly become intractable for classical computers even at relatively small sizes. In this work, we propose a…

A pivotal task for quantum computing is to speed up solving problems that are both classically intractable and practically valuable. Among these, combinatorial optimization problems have attracted tremendous attention due to their broad…

Many real-world problems are naturally formulated as higher-order optimization (HUBO) tasks involving dense, multi-variable interactions, which are challenging to solve with classical methods. Quantum optimization offers a promising route,…

Quantum annealers can solve QUBO problems efficiently but struggle with continuous optimization tasks like regression due to their discrete nature. We introduce Quadratic Continuous Quantum Optimization (QCQO), an anytime algorithm that…

Quantum Physics · Physics 2026-01-01 Sascha Mücke , Thore Gerlach , Nico Piatkowski

There is growing interest in solving computer vision problems such as mesh or point set alignment using Adiabatic Quantum Computing (AQC). Unfortunately, modern experimental AQC devices such as D-Wave only support Quadratic Unconstrained…

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic…

Quantum Physics · Physics 2014-07-16 Rishabh Chandra , N. Tobias Jacobson , Jonathan E. Moussa , Steven H. Frankel , Sabre Kais

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…

Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms…

In experimental High-Energy Physics, unfolding refers to the problem of estimating the underlying distribution of a physical observable from detector-level data, in the presence of statistical fluctuations and systematic uncertainties.…

Quantum Physics · Physics 2026-05-13 Simone Gasperini , Gianluca Bianco , Marco Lorusso , Carla Rieger , Michele Grossi

Optimization problems are ubiquitous in various industrial settings, and multi-knapsack optimization is one recurrent task faced daily by several industries. The advent of quantum computing has opened a new paradigm for computationally…

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Quantum Physics · Physics 2021-05-03 Syun Izawa , Koki Kitai , Shu Tanaka , Ryo Tamura , Koji Tsuda

We consider the problem of optimizing hybrid structures (mixture of discrete and continuous input variables) via expensive black-box function evaluations. This problem arises in many real-world applications. For example, in materials design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

Quantum computing (QC) has gained popularity due to its unique capabilities that are quite different from that of classical computers in terms of speed and methods of operations. This paper proposes hybrid models and methods that…

Quantum Physics · Physics 2019-11-12 Akshay Ajagekar , Travis Humble , Fengqi You

Quantum computing has traditionally centered around the discrete variable paradigm. A new direction is the inclusion of continuous variable modes and the consideration of a hybrid continuous-discrete approach to quantum computing. In this…

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