3 papers
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…
q-fin.PM2025
Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
Jean-Patrick Mascomère, Jérémie Messud, Yagnik Chatterjee +1
This article proposes a unified framework for portfolio optimization (PO), recognizing an object called the `gain probability density function (PDF)' as the fundamental object of t…
quant-ph2025
Towards solving large QUBO problems using quantum algorithms: improving the LogQ scheme
Yagnik Chatterjee, Jérémie Messud
The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems with exponentially fewer qubits than the Quantum Approximate Optimization Algorithm (QAOA). T…