Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization [PDF]
In this paper, we consider the inclusion of the solvency capital requirement (SCR) into portfolio optimization by the use of a quadratic proxy model. The Solvency II directive requires insurance companies to calculate their SCR based on the complete loss
Ivica Turkalj +8 more
doaj +4 more sources
An encoding of argumentation problems using quadratic unconstrained binary optimization [PDF]
In this paper, we develop a way to encode several NP-Complete problems in Abstract Argumentation to Quadratic Unconstrained Binary Optimization (QUBO) problems. In this form, a solution for a QUBO problem involves minimizing a quadratic function over binary variables (0/1), where the coefficients can be represented by a symmetric square matrix (or an ...
Marco Baioletti +2 more
exaly +4 more sources
Efficient digital quadratic unconstrained binary optimization solvers for SAT problems [PDF]
Boolean satisfiability (SAT) is a propositional logic problem of determining whether an assignment of variables satisfies a Boolean formula. Many combinatorial optimization problems can be formulated in Boolean SAT logic—either as k -SAT decision ...
Robert Simon Fong +2 more
doaj +5 more sources
An Efficient Closed-Form Formula for Evaluating r-Flip Moves in Quadratic Unconstrained Binary Optimization [PDF]
Quadratic unconstrained binary optimization (QUBO) is a classic NP-hard problem with an enormous number of applications. Local search strategy (LSS) is one of the most fundamental algorithmic concepts and has been successfully applied to a wide range of ...
Bahram Alidaee, Haibo Wang, Lutfu S. Sua
doaj +2 more sources
A Multilevel Algorithm for Large Unconstrained Binary Quadratic Optimization [PDF]
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
Yang Wang 0030 +3 more
core +7 more sources
QUBO.jl: A Julia Ecosystem for Quadratic Unconstrained Binary Optimization [PDF]
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 +5 more
openaire +3 more sources
Variational quantum algorithm for unconstrained black box binary optimization: Application to feature selection [PDF]
We introduce a variational quantum algorithm to solve unconstrained black box binary optimization problems, i.e., problems in which the objective function is given as black box.
Christa Zoufal +8 more
doaj +3 more sources
Rydberg‐Atom Graphs for Quadratic Unconstrained Binary Optimization Problems [PDF]
Abstract There is a growing interest in harnessing the potential of the Rydberg‐atom system to address complex combinatorial optimization challenges. Here an experimental demonstration of how the quadratic unconstrained binary optimization (QUBO) problem can be effectively addressed using Rydberg‐atom graphs is presented.
Andrew Byun +6 more
openaire +3 more sources
Solving Flexible Job-Shop Scheduling Problems Based on Quantum Computing [PDF]
Flexible job-shop scheduling problems (FJSPs) represent one of the most complex combinatorial optimization challenges. Modern production systems and control processes demand rapid decision-making in scheduling.
Kaihan Fu +3 more
doaj +2 more sources
Quadratic and higher-order unconstrained binary optimization of railway rescheduling for quantum computing [PDF]
AbstractAs consequences of disruptions in railway traffic affect passenger experience and satisfaction, appropriate rerouting and/or rescheduling is necessary. These problems are known to be NP-hard, given the numerous restrictions of traffic nature. With the recent advances in quantum technologies, quantum annealing has become an alternative method to
Krzysztof Domino +3 more
openaire +4 more sources

