Related papers: Constrained Portfolio Optimization via Quantum App…
The Quantum Approximate Optimization Algorithm (QAOA) is a quantum algorithm proposed for Noisy Intermediate-Scale Quantum (NISQ) devices and is regarded as a promising approach to combinatorial optimization problems, with potential…
We introduce a counterdiabatic (CD) extension of the Quantum Approximate Optimization Algorithm (QAOA) for constrained portfolio optimization. By incorporating approximate adiabatic gauge potentials generated from nested commutators of the…
The quantum approximate optimization algorithm (QAOA) is a prospective near-term quantum algorithm due to its modest circuit depth and promising benchmarks. However, an external parameter optimization required in QAOA could become a…
Constrained combinatorial optimization with strict linear constraints underpins applications in drug discovery, power grids, logistics, and finance, yet remains computationally demanding for classical algorithms, especially at large scales.…
We present a detailed study of portfolio optimization using different versions of the quantum approximate optimization algorithm (QAOA). For a given list of assets, the portfolio optimization problem is formulated as quadratic binary…
We present a hybrid classical-quantum framework for portfolio construction and rebalancing. Asset selection is performed using Ledoit-Wolf shrinkage covariance estimation combined with hierarchical correlation clustering to extract n = 10…
The Quantum Approximate Optimization Algorithm (QAOA) is a hybrid quantum-classical variational algorithm designed to tackle combinatorial optimization problems. Despite its promise for near-term quantum applications, not much is currently…
Realizing the potential of near-term quantum computers to solve industry-relevant constrained-optimization problems is a promising path to quantum advantage. In this work, we consider the extractive summarization constrained-optimization…
The quantum approximate optimization algorithm (QAOA) is a hybrid quantum-classical variational algorithm that offers the potential to handle combinatorial optimization problems. Introducing constraints in such combinatorial optimization…
We present a quantum algorithm for portfolio optimisation. Specifically, We present an end-to-end quantum approximate optimisation algorithm (QAOA) to solve the discrete global minimum variance portfolio (DGMVP) model. This model finds a…
This paper proposes a novel combination of constraint encoding methods for the Quantum Approximate Optimization Ansatz (QAOA). Real-world optimization problems typically consist of multiple types of constraints. To solve these optimization…
The Quantum Approximate Optimization Algorithm (QAOA) is a leading framework for quantum combinatorial optimization. The Vehicle Routing Problem (VRP), a core problem in logistics and transportation, is a natural application target, but it…
Quantum alternating operator ansatz (QAOA) has a strong connection to the adiabatic algorithm, which it can approximate with sufficient depth. However, it is unclear to what extent the lessons from the adiabatic regime apply to QAOA as…
Portfolio optimization is a primary component of the decision-making process in finance, aiming to tactfully allocate assets to achieve optimal returns while considering various constraints. Herein, we proposed a method that uses the…
The quantum approximate optimization algorithm/quantum alternating operator ansatz (QAOA) is a heuristic to find approximate solutions of combinatorial optimization problems. Most literature is limited to quadratic problems without…
The Quantum Approximate Optimization Algorithm (QAOA) is a leading hybrid heuristic for combinatorial optimization, but efficiently handling hard constraints remains a significant challenge. XY-mixers successfully confine quantum state…
The quantum approximate optimization algorithm (QAOA) is designed to determine optimum and near optimum solutions of quadratic (and higher order) unconstrained binary optimization (QUBO or HUBO) problems, which in turn accurately model…
The Quantum Approximate Optimization Algorithm (QAOA) is a promising approach for programming a near-term gate-based hybrid quantum computer to find good approximate solutions of hard combinatorial problems. However, little is currently…
The quantum approximate optimisation algorithm (QAOA) is a hybrid quantum-classical algorithm used to approximately solve combinatorial optimisation problems. It involves multiple iterations of a parameterised ansatz comprising a problem…
The quantum approximate optimization algorithm (QAOA) is a leading iterative variational quantum algorithm for heuristically solving combinatorial optimization problems. A large portion of the computational effort in QAOA is spent by the…