Results 1 to 10 of about 18,347 (178)

Portfolio selection problems in practice: a comparison between linear and quadratic optimization models

, 2010
Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio.
A Fernández, A Meucci, A Schaerf, A Scozzari, AD Roy, Andrea Scozzari, C Acerbi, C Acerbi, CI Fábián, D Bertsimas, D Bertsimas, D Bienstock, D Lorenzo Di, D Maringer, DX Shawa, E Angelelli, EJ Elton, F Cesarone, F Cesarone, F Tardella, F Tardella, Fabio Tardella, Francesco Cesarone, G Mitra, H Kellerer, H Konno, H Konno, H Konno, HM Markowitz, IM Bomze, JE Beasley, KP Anagnostopoulos, L Chiodi, L Gaspero Di, MG Speranza, MG Speranza, NA Canakgoz, NJ Jobst, P Artzner, R Bruni, R Bruni, R Mansini, R Mansini, R Mansini, RT Rockafellar, RT Rockafellar, ST Rachev, TJ Chang   +47 more
core   +1 more source

QUBO.jl: A Julia Ecosystem for Quadratic Unconstrained Binary Optimization

, 2023
We present QUBO.jl, an end-to-end Julia package for working with QUBO (Quadratic Unconstrained Binary Optimization) instances. This tool aims to convert a broad range of JuMP problems for straightforward application in many physics and physics-inspired solution methods whose standard optimization form is equivalent to the QUBO.
Xavier, Pedro Maciel, Ripper, Pedro, Andrade, Tiago, Garcia, Joaquim Dias, Maculan, Nelson, Neira, David E. Bernal   +5 more
openaire   +2 more sources

An Integrated Programming and Development Environment for Adiabatic Quantum Optimization

, 2014
Adiabatic quantum computing is a promising route to the computational power afforded by quantum information processing. The recent availability of adiabatic hardware has raised challenging questions about how to evaluate adiabatic quantum optimization ...
Bennink, Ryan S., Billings, Jay J., D'Azevedo, Ed F., Humble, Travis S., Klymko, Christine F., McCaskey, Alex J., Seddiqi, Hadayat, Sullivan, Blair D.   +7 more
core   +1 more source

Speedup of high-order unconstrained binary optimization using quantum $${{\mathbb{Z}}}_{2}$$ Z 2 lattice gauge theory

Communications Physics
An important and difficult problem in optimization is the high-order unconstrained binary optimization, which can represent many optimization problems more efficiently than quadratic unconstrained binary optimization, but how to quickly solve it has ...
Bi-Ying Wang, Xiaopeng Cui, Qingguo Zeng, Yemin Zhan, Man-Hong Yung, Yu Shi   +5 more
doaj   +1 more source

Image recognition with an adiabatic quantum computer I. Mapping to quadratic unconstrained binary optimization [PDF]

, 2008
Many artificial intelligence (AI) problems naturally map to NP-hard optimization problems. This has the interesting consequence that enabling human-level capability in machines often requires systems that can handle formally intractable problems.
Macready, William G., Neven, Hartmut, Rose, Geordie   +2 more
core  

A Multilevel Algorithm for Large Unconstrained Binary Quadratic Optimization [PDF]

, 2012
The unconstrained binary quadratic programming (UBQP) problem is a general NP-hard problem with various applications. In this paper, we present a multilevel algorithm designed to approximate large UBQP instances. The proposed multilevel algorithm is composed of a backbone-based coarsening phase, an asymmetric uncoarsening phase and a memetic refinement
Wang, Yang, Lü, Zhipeng, Glover, Fred, Hao, Jin-Kao   +3 more
openaire   +2 more sources

Solving Standard and Generalized EMPM Eigenvalue Problems: A QUBO Approach for the D-Wave Quantum Annealer [PDF]

EPJ Web of Conferences
Within the Equation of Motion Phonon Method (EMPM) framework, we address the computation of the ground-state eigenpair of nuclear Hamiltonians by reformulating the eigenvalue problem as a Quadratic Unconstrained Binary Optimization (QUBO).
De Gregorio G., De Lucia C., Martone A., D’Aniello F.A., Mastroianni A., Nunziata G., Knapp F., Iudice N. Lo, Veselý P.   +8 more
doaj   +1 more source

Extremal Optimization for Quadratic Unconstrained Binary Problems

Physics Procedia, 2015
AbstractWe present an implementation of τ-EO for quadratic unconstrained binary optimization (QUBO) problems. To this end, we transform modify QUBO from its conventional Boolean presentation into a spin glass with a random external field on each site.
openaire   +1 more source

qualign: solving sequence alignment based on quadratic unconstrained binary optimisation

EMBnet.journal, 2022
Bioinformatics has, among others, the issue of solving complex computational problems with vast amounts of sequencing data. Recently, a new computing architecture, the annealing machine, has emerged that applies to actual problems and is available for practical use.
Yuki Matsumoto, Shota Nakamura
openaire   +1 more source

Embedding Equality Constraints of Optimization Problems into a Quantum Annealer

Algorithms, 2019
Quantum annealers such as D-Wave machines are designed to propose solutions for quadratic unconstrained binary optimization (QUBO) problems by mapping them onto the quantum processing unit, which tries to find a solution by measuring the parameters of a ...
Tomas Vyskocil, Hristo Djidjev
doaj   +1 more source