Goal seeking Quadratic Unconstrained Binary Optimization [PDF]
Results in Control and Optimization, 2022 The Quadratic Unconstrained Binary Optimization (QUBO) modeling and solution framework is a requirement for quantum and digital annealers. However optimality for QUBO problems of any practical size is extremely difficult to achieve.
Amit Verma, Mark Lewis
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On the hardness of quadratic unconstrained binary optimization problems [PDF]
Frontiers in Physics, 2022 We use exact enumeration to characterize the solutions of quadratic unconstrained binary optimization problems of less than 21 variables in terms of their distributions of Hamming distances to close-by solutions.
V. Mehta +7 more
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Benchmark of quantum-inspired heuristic solvers for quadratic unconstrained binary optimization [PDF]
Scientific Reports, 2022 Recently, inspired by quantum annealing, many solvers specialized for unconstrained binary quadratic programming problems have been developed. For further improvement and application of these solvers, it is important to clarify the differences in their ...
Hiroki Oshiyama, Masayuki Ohzeki
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Efficient digital quadratic unconstrained binary optimization solvers for SAT problems
New Journal of PhysicsBoolean 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
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Solving Flexible Job-Shop Scheduling Problems Based on Quantum Computing [PDF]
EntropyFlexible 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
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Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization [PDF]
RisksIn 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
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Preconditioned conjugate gradient methods for absolute value equations
Journal of Numerical Analysis and Approximation Theory, 2020 We investigate the NP-hard absolute value equations (AVE), \(Ax-B|x| =b\), where \(A,B\) are given symmetric matrices in \(\mathbb{R}^{n\times n}, \ b\in \mathbb{R}^{n}\).
Nassima Anane, Mohamed Achache
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Two Modified QN-Algorithms for Solving Unconstrained Optimization Problems [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2013 This paper presents two modified Quasi-Newton algorithms which are designed for solving nonlinear unconstrained optimization problems. These algorithms are based on different techniques namely: Quasi-Newton conditions on quadratic and non-quadratic ...
Abbas Al-Bayati, Basim Hassan
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New Secant Hyperbolic Model for Conjugate Gradient Method [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2008 New hyperbolic model different from the quadratic ones is proposed for solving unconstrained optimization problems which modify the classical conjugate gradient method.
Abbas Al-Bayati, Ban Mitras
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Performance Comparison of Typical Binary-Integer Encodings in an Ising Machine
IEEE Access, 2021 The differences in performance among binary-integer encodings in an Ising machine, which can solve combinatorial optimization problems, are investigated.
Kensuke Tamura +4 more
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