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Efficient digitized counterdiabatic quantum optimization algorithm within the impulse regime for portfolio optimization

delete2024-11-13
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PRE
AI
A
Alejandro Gomez Cadavid
I
Iraitz Montalban
A
Archismita Dalal
E
E. Solano *
N
Narendra N. Hegade
DOI:10.1103/PhysRevApplied.22.054037delete
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Abstract

Abstract

En 中文
We propose a faster digital quantum algorithm for portfolio optimization using the digitized counterdiabatic quantum optimization paradigm in the impulse regime, that is, where the counterdiabatic terms are dominant. Our approach notably reduces the circuit depth requirement of the algorithm and enhances the solution accuracy, making it suitable for current quantum processors. We apply this protocol to a real- case scenario of portfolio optimization with 20 assets, using purely quantum and hybrid classical-quantum paradigms. We demonstrate the advantages of our protocol using up to 20 qubits on an IonQ trapped-ion quantum computer. By benchmarking our method against the standard quantum approximate optimization algorithm and finite-time digitized adiabatic algorithms, we obtain a significant reduction in the circuit depth by factors of 2.5 to 40, while minimizing the dependence on the classical optimization subroutine. Besides portfolio optimization, the proposed method is applicable to a large class of combinatorial optimization problems.

Journal

Physical Review Applied cover
Physical Review Applied
IF:
4.4
Papers:
7.1K
Citations:
2.8W

Organization

U
university of basque country
Scholars:
1.9W
Papers: 1.6W
Citations: 17
Cited Papers

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