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https://hdl.handle.net/11499/56995
Title: | Enhancing combinatorial optimization with classical and quantum generative models | Authors: | Alcazar, Javier Vakili, Mohammad Ghazi Kalayci, Can B. Perdomo-Ortiz, Alejandro |
Keywords: | Portfolio Algorithm |
Publisher: | Nature Portfolio | Abstract: | Devising an efficient exploration of the search space is one of the key challenges in the design of combinatorial optimization algorithms. Here, we introduce the Generator-Enhanced Optimization (GEO) strategy: a framework that leverages any generative model (classical, quantum, or quantum-inspired) to solve optimization problems. We focus on a quantum-inspired version of GEO relying on tensor-network Born machines, and referred to hereafter as TN-GEO. To illustrate our results, we run these benchmarks in the context of the canonical cardinality-constrained portfolio optimization problem by constructing instances from the S&P 500 and several other financial stock indexes, and demonstrate how the generalization capabilities of these quantum-inspired generative models can provide real value in the context of an industrial application. We also comprehensively compare state-of-the-art algorithms and show that TN-GEO is among the best; a remarkable outcome given the solvers used in the comparison have been fine-tuned for decades in this real-world industrial application. Also, a promising step toward a practical advantage with quantum-inspired models and, subsequently, with quantum generative models Solving combinatorial optimization problems using quantum or quantum-inspired machine learning models would benefit from strategies able to work with arbitrary objective functions. Here, the authors use the power of generative models to realise such a black-box solver, and show promising performances on some portfolio optimization examples. | URI: | https://doi.org/10.1038/s41467-024-46959-5 https://hdl.handle.net/11499/56995 |
ISSN: | 2041-1723 |
Appears in Collections: | Mühendislik Fakültesi Koleksiyonu PubMed İndeksli Yayınlar Koleksiyonu / PubMed Indexed Publications Collection Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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