Quick Navigation

Overview Topics Abstract Importance Paper Tools References Reactions Discussion Publication Related

Topics

Quantum Optimization Quantum Simulation

Quantum Algorithms for Mixed Binary Optimization applied to Transaction Settlement

arXiv
Authors: Lee Braine, Daniel J. Egger, Jennifer Glick, Stefan Woerner

Year

2019

Paper ID

7243

Status

Preprint

Abstract Read

~2 min

Abstract Words

97

Citations

N/A

Abstract

We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to combine binary decision variables with continuous decision variables, which, for instance, enables the modeling of inequality constraints via slack variables. We propose two heuristics and introduce the Transaction Settlement problem to demonstrate them. Transaction Settlement is defined as the exchange of securities and cash between parties and is crucial to financial market infrastructure. We test our algorithms using classical simulation as well as real quantum devices provided by the IBM Quantum Computation Center.

Why This Paper Matters

  • This paper contributes to the Quantum Simulation research area in the Quantum Articles archive.
  • It adds a 2019 reference point for readers tracking recent quantum research.
  • We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems.

Paper Tools

Become a member to use research tools

Sign in to open papers, visit source links, share, cite, compare, copy DOI links, request category corrections, and build your reading list.

Become a member Sign in
Show Paper arXiv Publisher Share Cite This Paper Copy URL Compare Copy DOI Add to Reading List Category Correction Request

References & Citation Signals

[1] DOI https://doi.org/arXiv:1910.05788 [2] arXiv https://arxiv.org/abs/1910.05788 [3] Publisher https://arxiv.org/abs/1910.05788

Local Citation Graph (Related-Paper Links)

Current Paper #7243 #68978 Repair Before Veto, When Repair... #69042 Simultaneous Fragment Docking f... #69041 Multi-modes Bessel-Gaussian-Orb... #69040 Collective Emission in LH2 Asse...

External citation index: OpenAlex citation signal

Community Reactions

Quick sentiment from readers on this paper.

Score: 0
Likes: 0 Dislikes: 0

Sign in to react to this paper.

Discussion & Reviews (Moderated)

Average Rating: 0.0 / 5 (0 ratings)

No written reviews yet.