36 citations · 36 across the 1 of their papers we have counts for
2 papers
math.OC2019
Quantum Algorithms for Portfolio Optimization
Iordanis Kerenidis, Anupam Prakash, Dániel Szilágyi
We develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time $\widetilde{O} \left( n\sqrt{r} \frac{ζκ}{δ^2} \log \left(…
quant-ph2019★ 36 cited
Quantum algorithms for Second-Order Cone Programming and Support Vector Machines
Iordanis Kerenidis, Anupam Prakash, Dániel Szilágyi
We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time $\widetilde{O} \left( n\sqrt{r} \frac{ζκ}{δ^2} \log \left(1/ε\right) \ri…