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cond-mat.stat-mech2026
Evaluating the solution performance of the augmented Lagrangian function on Ising machines
Shunsuke Awai, Takuro Itoh, Keita Takahashi +2
We apply the augmented Lagrangian function (ALF) as a formulation for Ising machines and evaluate its performance by time-to-epsilon (\mathrm{TT\varepsilon}). The ALF has been well…
cond-mat.stat-mech2025
Effectiveness of cardinality-return weighted maximum independent set approach for financial portfolio optimization
Keita Takahashi, Tetsuro Abe, Yasuhito Nakamura +3
The portfolio optimization problem is a critical issue in asset management and has long been studied. Markowitz's mean-variance model has fundamental limitations, such as the assum…