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AdS/CFT correspondence 1emergent gravity 1holographic codes 1hybrid quantum-classical algorithms 1maximum independent set 1portfolio optimization 1quantum approximate optimization algorithm 1quantum error correction 1tensor networks 1trapped-ion hardware 1trapped-ion quantum computing 1

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math.OC2024

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

Atithi Acharya, Romina Yalovetzky, Pierre Minssen +10

Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly. In this work…