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math.OC2026
From quantum to quantum-inspired: the LogQ algorithm as a non-linear continuous relaxation of variables method
Jérémie Messud, Yagnik Chatterjee
The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems, which are often encountered in the industry (portfolio optimization, fleet optimization, cha…
math.OC2026
Portfolio Optimization with 'Physical' Decision Variables and Non-Linear Performance Metrics: Diversification Challenge and Proposals
Isabel Barros Garcia, Jérémie Messud
Portfolio optimization (PO) is a core tool in financial and operational decision-making, typically balancing expected profit and risk. In real-world applications, particularly in t…