arXiv subjects

Helmut G. Katzgraber

Publications and source records attributed to Helmut G. Katzgraber.

At least 19 recordsLinked to original sources

arXiv2026

Quantum-Informed Portfolio Selection: An End-to-End Pipeline Validated on Trapped-Ion Hardware with Real Market Data

Portfolio diversification - a cornerstone of modern investment management - can be formulated as a Maximum Independent Set (MIS) problem on asset correlation graphs. Solving this problem at scale is computationally challenging, motivating the exploration of quantum algorithms for practical financial optimization. We propose an end-to-end pipeline leveraging qReduMIS, a recursive hybrid quantum-classical algorithm. Rather than using quantum optimization to directly produce a final solution, qReduMIS leverages independent set measurements from the Quantum Approximate Optimization Algorithm (QAOA) to identify frozen nodes - vertices likely to belong to optimal solutions - thereby guiding and unblocking subsequent (provably optimal) classical reductions on the remaining graph. We benchmark qReduMIS on real financial data from four major market indices with up to 225 assets, executing experiments on Quantinuum's 98-qubit trapped-ion Helios system, with QAOA circuits acting on kernels of up to 78 qubits and 1016 two-qubit gates. While standalone QAOA fails to find the optimal solution for two of the largest indices (S&P 100 and Nikkei 225), qReduMIS achieves success probabilities of $0.40$ and $0.95$, respectively, with average approximation ratios $\geq 0.96$ across all four indices. We perform a systematic benchmark on the Quantinuum H2-1 noisy emulator over 73 asset correlation graphs of varying size showing that, for $p=2$ QAOA layers, the optimal time-to-solution scaling exponent of qReduMIS is $3.2$ times smaller than that of standalone QAOA.

quant-ph↗

arXiv2026

qReduMIS: A Quantum-Informed Reduction Algorithm for the Maximum Independent Set Problem

We propose and implement a quantum-informed reduction algorithm for the maximum independent set problem that integrates classical kernelization techniques with information extracted from quantum devices. Our larger framework consists of dedicated application, algorithm, and hardware layers, and easily generalizes to the maximum weight independent set problem. In this hybrid quantum-classical framework, which we call qReduMIS, the quantum computer is used as a co-processor to inform classical reduction logic about frozen vertices that are likely (or unlikely) to be in large independent sets, thereby opening up the reduction space after removal of targeted subgraphs. We systematically assess the performance of qReduMIS based on experiments with up to 231 qubits run on Rydberg quantum hardware available through Amazon Braket. Our experiments show that qReduMIS can help address fundamental performance limitations faced by a broad set of (quantum) solvers including Rydberg quantum devices. We outline implementations of qReduMIS with alternative platforms, such as superconducting qubits or trapped ions, and we discuss potential future extensions.

quant-ph↗

arXiv2026

Applying a Random-Key Optimizer on Mixed Integer Programs

Mixed-Integer Programs (MIPs) are NP-hard optimization models that arise in a broad range of decision-making applications, including finance, logistics, energy systems, and network design. Although modern commercial solvers have achieved remarkable progress and perform effectively on many small- and medium-sized instances, their performance often degrades when confronted with large-cale or highly constrained formulations. This paper explores the use of the Random-Key Optimizer (RKO) framework as a flexible, metaheuristic alternative for computing high-quality solutions to MIPs through the design of problem-specific decoders. The proposed approach separates the search process from feasibility enforcement by operating in a continuous random-key space while mapping candidate solutions to feasible integer solutions via efficient decoding procedures. We evaluate the methodology on two representative and structurally distinct benchmark problems: the mean-variance Markowitz portfolio optimization problem with buy-in and cardinality constraints, and the Time-Dependent Traveling Salesman Problem. For each formulation, tailored decoders are developed to reduce the effective search space, promote feasibility, and accelerate convergence. Computational experiments demonstrate that RKO consistently produces competitive, and in several cases superior, solutions compared to a state-of-the-art commercial MIP solver, both in terms of solution quality and computational time. These results highlight the potential of RKO as a scalable and versatile heuristic framework for tackling challenging large-scale MIPs.

math.OC↗

arXiv2025

Direct comparison of stochastic driven nonlinear dynamical systems for combinatorial optimization

Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of the Ising model, tremendous effort has been devoted to developing solvers for Ising-type problems over the past decades. Recent advances in controlling and manipulating both quantum and classical systems have enabled novel computing paradigms such as quantum simulators and coherent Ising machines to tackle hard optimization problems. Here, we examine and benchmark several physics-inspired optimization algorithms, including coherent Ising machines, gain-dissipative algorithms, simulated bifurcation machines, and Hopfield neural networks, which we collectively refer to as stochastic-driven nonlinear dynamical systems. Most importantly, we benchmark these algorithms against random Ising problems with planted solutions and compare them to simulated annealing as a baseline leveraging the same software stack for all solvers. We further study how different numerical integration techniques and graph connectivity affect performance. This work provides an overview of a diverse set of new optimization paradigms.

quant-ph↗

arXiv2025

Quantum-Guided Cluster Algorithms for Combinatorial Optimization

Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, for which a common strategy employs simulated annealing, a Monte Carlo (MC)-based algorithm that updates spins one at a time. Yet, these localized updates can cause the system to become trapped in local minima. Cluster algorithms (CAs) were developed to address this limitation and have demonstrated considerable success in studying ferromagnetic systems; however, they tend to encounter percolation issues when applied to generic spin glasses. In this work, we introduce a novel CA designed to tackle these challenges by leveraging precomputed two-point correlations, aiming solve combinatorial optimization problems in the form of Max-Cut more efficiently. In our approach, clusters are formed probabilistically based on these correlations. Various classical and quantum algorithms can be employed to generate correlations that embody information about the energy landscape of the problem. By utilizing this information, the algorithm aims to identify groups of spins whose simultaneous flipping induces large transitions in configuration space with high acceptance probability -- even at low energy levels -- thereby escaping local minima more effectively. Notably, clusters generated using correlations from the Quantum Approximate Optimization Algorithm exhibit high acceptance rates at low temperatures. These acceptance rates often increase with circuit depth, accelerating the algorithm and enabling more efficient exploration of the solution space.

quant-ph↗

arXiv2025

A Random-Key Optimizer for Combinatorial Optimization

This paper introduces the Random-Key Optimizer (RKO), a versatile and efficient stochastic local search method tailored for combinatorial optimization problems. Using the random-key concept, RKO encodes solutions as vectors of random keys that are subsequently decoded into feasible solutions via problem-specific decoders. The RKO framework is able to combine a plethora of classic metaheuristics, each capable of operating independently or in parallel, with solution sharing facilitated through an elite solution pool. This modular approach allows for the adaptation of various metaheuristics, including simulated annealing, iterated local search, and greedy randomized adaptive search procedures, among others. The efficacy of the RKO framework, implemented in C++ and publicly available (Github public repository: github.com/RKO-solver), is demonstrated through its application to three NP-hard combinatorial optimization problems: the alpha-neighborhood p-median problem, the tree of hubs location problem, and the node-capacitated graph partitioning problem. The results highlight the framework's ability to produce high-quality solutions across diverse problem domains, underscoring its potential as a robust tool for combinatorial optimization.

cs.AI↗

arXiv2025

Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound

We propose and implement modern computational methods to enhance catastrophe excess-of-loss reinsurance contracts in practice. The underlying optimization problem involves attachment points, limits, and reinstatement clauses, and the objective is to maximize the expected profit while considering risk measures and regulatory constraints. We study the problem formulation, paving the way for practitioners, for two very different approaches: A local search optimizer using simulated annealing, which handles realistic constraints, and a branch & bound approach exploring the potential of a future speedup via quantum branch & bound. On the one hand, local search effectively generates contract structures within several constraints, proving useful for complex treaties that have multiple local optima. On the other hand, although our branch & bound formulation only confirms that solving the full problem with a future quantum computer would require a stronger, less expensive bound and substantial hardware improvements, we believe that the designed application-specific bound is sufficiently strong to serve as a basis for further works. Concisely, we provide insurance practitioners with a robust numerical framework for contract optimization that handles realistic constraints today, as well as an outlook and initial steps towards an approach which could leverage quantum computers in the future.

math.OC↗

arXiv2025

Sparse Simulation of VQE Circuits

The Variational Quantum Eigensolver (VQE) is a promising algorithm for future Noisy Intermediate-Scale Quantum (NISQ) devices to simulate chemical systems. In this paper, we consider the classical simulation of the iterative Qubit Coupled Cluster (iQCC) ansatz. To this end, we implement a multi-threaded sparse wave function simulator and simulate iQCC circuits with up to 80 qubits and 980 entanglers to compare our results to experimental values and previous approximate simulations. In contrast to previous iQCC simulations, e.g., for computing the emission spectra of a phosphorescent emitting material, our approach features a variational guarantee, such that the resulting energies are true upper bounds on the exact energies. Additionally, our method is two orders of magnitude more memory efficient because it does not store the transformed Hamiltonians. Our theoretical analysis also enables the construction of ansätze with a limited number of nonzero amplitudes, for which our simulator can obtain exact results.This will allow one to generate complex benchmarking instances for future NISQ devices and simulators.

quant-ph↗

arXiv2025

Quantum Compilation Toolkit for Rydberg Atom Arrays with Implications for Problem Hardness and Quantum Speedups

We propose and implement a comprehensive quantum compilation toolkit for solving the maximum independent set (MIS) problem on quantum hardware based on Rydberg atom arrays. Our end-to-end pipeline involves three core components to efficiently map generic MIS instances onto Rydberg arrays with unit-disk connectivity, with modules for graph reduction, hardware compatibility checks, and graph embedding. The first module (reducer) provides hardware-agnostic and deterministic reduction logic that iteratively reduces the problem size via lazy clique removals. We find that real-world networks can typically be reduced by orders of magnitude on sub-second time scales, thus significantly cutting down the eventual load for quantum devices. Moreover, we show that reduction techniques may be an important tool in the ongoing search for potential quantum speedups, given their ability to identify hard problem instances. In particular, for Rydberg-native MIS instances, we observe signatures of an easy-hard-easy transition and quantify a critical degree indicating the onset of a hard problem regime. The second module (compatibility checker) implements a hardware compatibility checker that quickly determines whether or not a given input graph may be compatible with the restrictions imposed by Rydberg quantum hardware. The third module (embedder) describes hardware-efficient graph embedding routines to generate (approximate) encodings with controllable overhead and optimized ancilla placements. We exemplify our pipeline with experiments run on the QuEra Aquila device available on Amazon Braket. In aggregate, our work provides a set of tools that extends the class of problems that can be tackled with near-term Rydberg atom arrays.

quant-ph↗

arXiv2024

Quadratic unconstrained binary optimization and constraint programming approaches for lattice-based cyclic peptide docking

The peptide-protein docking problem is an important problem in structural biology that facilitates rational and efficient drug design. In this work, we explore modeling and solving this problem with the quantum-amenable quadratic unconstrained binary optimization (QUBO) formalism. Our work extends recent efforts by incorporating the objectives and constraints associated with peptide cyclization and peptide-protein docking in the two-particle model on a tetrahedral lattice. We propose a ``resource efficient'' QUBO encoding for this problem, and baseline its performance with a novel constraint programming (CP) approach. We implement an end-to-end framework that enables the evaluation of our methods on instances from the Protein Data Bank (PDB). Our results show that the QUBO approach, using a classical simulated annealing solver, is able to find feasible conformations for problems with up to 6 peptide residues and 34 target protein residues, but has trouble scaling beyond this problem size. In contrast, the CP approach can solve problems with up to 13 peptide residues and 34 target protein residues. We conclude that while QUBO can be used to successfully tackle this problem, its scaling limitations and the strong performance of the CP method suggest that it may not be the best choice.

q-bio.BM↗

arXiv2024

Scalable iterative pruning of large language and vision models using block coordinate descent

Pruning neural networks, which involves removing a fraction of their weights, can often maintain high accuracy while significantly reducing model complexity, at least up to a certain limit. We present a neural network pruning technique that builds upon the Combinatorial Brain Surgeon, but solves an optimization problem over a subset of the network weights in an iterative, block-wise manner using block coordinate descent. The iterative, block-based nature of this pruning technique, which we dub ``iterative Combinatorial Brain Surgeon'' (iCBS) allows for scalability to very large models, including large language models (LLMs), that may not be feasible with a one-shot combinatorial optimization approach. When applied to large models like Mistral and DeiT, iCBS achieves higher performance metrics at the same density levels compared to existing pruning methods such as Wanda. This demonstrates the effectiveness of this iterative, block-wise pruning method in compressing and optimizing the performance of large deep learning models, even while optimizing over only a small fraction of the weights. Moreover, our approach allows for a quality-time (or cost) tradeoff that is not available when using a one-shot pruning technique alone. The block-wise formulation of the optimization problem enables the use of hardware accelerators, potentially offsetting the increased computational costs compared to one-shot pruning methods like Wanda. In particular, the optimization problem solved for each block is quantum-amenable in that it could, in principle, be solved by a quantum computer.

cs.LG↗

arXiv2024

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly. In this work, we propose and benchmark a decomposition pipeline targeting portfolio optimization and rebalancing problems with constraints. The pipeline decomposes the optimization problem into constrained subproblems, which are then solved separately and aggregated to give a final result. Our pipeline includes three main components: preprocessing of correlation matrices based on random matrix theory, modified spectral clustering based on Newman's algorithm, and risk rebalancing. Our empirical results show that our pipeline consistently decomposes real-world portfolio optimization problems into subproblems with a size reduction of approximately 80%. Since subproblems are then solved independently, our pipeline drastically reduces the total computation time for state-of-the-art solvers. Moreover, by decomposing large problems into several smaller subproblems, the pipeline enables the use of near-term quantum devices as solvers, providing a path toward practical utility of quantum computers in portfolio optimization.

math.OC↗

arXiv2024

End-to-end resource analysis for quantum interior point methods and portfolio optimization

We study quantum interior point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quantum circuit-level description of the algorithm from problem input to problem output, making several improvements to the implementation of the QIPM. We report the number of logical qubits and the quantity/depth of non-Clifford T-gates needed to run the algorithm, including constant factors. The resource counts we find depend on instance-specific parameters, such as the condition number of certain linear systems within the problem. To determine the size of these parameters, we perform numerical simulations of small PO instances, which lead to concrete resource estimates for the PO use case. Our numerical results do not probe large enough instance sizes to make conclusive statements about the asymptotic scaling of the algorithm. However, already at small instance sizes, our analysis suggests that, due primarily to large constant pre-factors, poorly conditioned linear systems, and a fundamental reliance on costly quantum state tomography, fundamental improvements to the QIPM are required for it to lead to practical quantum advantage.

quant-ph↗

arXiv2024

Quantum-Informed Recursive Optimization Algorithms

We propose and implement a family of quantum-informed recursive optimization (QIRO) algorithms for combinatorial optimization problems. Our approach leverages quantum resources to obtain information that is used in problem-specific classical reduction steps that recursively simplify the problem. These reduction steps address the limitations of the quantum component and ensure solution feasibility in constrained optimization problems. Additionally, we use backtracking techniques to further improve the performance of the algorithm without increasing the requirements on the quantum hardware. We demonstrate the capabilities of our approach by informing QIRO with correlations from classical simulations of shallow (depth $p=1$) circuits of the quantum approximate optimization algorithm (QAOA), solving instances of maximum independent set and maximum satisfiability problems with hundreds of variables. We also demonstrate how QIRO can be deployed on a neutral atom quantum processor available online on Amazon Braket to find large independent sets of graphs. In summary, our scheme achieves results comparable to classical heuristics, such as simulated annealing and greedy algorithms, even with relatively weak quantum resources. Furthermore, enhancing the quality of these quantum resources improves the performance of the algorithms, highlighting the potential of QIRO. Notably, the modular nature of QIRO offers various avenues for modifications, positioning our work as a blueprint for designing a broader class of hybrid quantum-classical algorithms for combinatorial optimization.

quant-ph↗

arXiv2024

Hardness of the Maximum Independent Set Problem on Unit-Disk Graphs and Prospects for Quantum Speedups

Rydberg atom arrays are among the leading contenders for the demonstration of quantum speedups. Motivated by recent experiments with up to 289 qubits [Ebadi et al., Science 376, 1209 (2022)] we study the maximum independent set problem on unit-disk graphs with a broader range of classical solvers beyond the scope of the original paper. We carry out extensive numerical studies and assess problem hardness, using both exact and heuristic algorithms. We find that quasi-planar instances with Union-Jack-like connectivity can be solved to optimality for up to thousands of nodes within minutes, with both custom and generic commercial solvers on commodity hardware, without any instance-specific fine-tuning. We also perform a scaling analysis, showing that by relaxing the constraints on the classical simulated annealing algorithms considered in Ebadi et al., our implementation is competitive with the quantum algorithms. Conversely, instances with larger connectivity or less structure are shown to display a time-to-solution potentially orders of magnitudes larger. Based on these results we propose protocols to systematically tune problem hardness, motivating experiments with Rydberg atom arrays on instances orders of magnitude harder (for established classical solvers) than previously studied.

quant-ph↗

arXiv2023

Parallel Tempering for Logic Synthesis

The task of logic synthesis is to map a technology-independent representation of an application to hardware-specific operations, taking into account various constraints and trading off different costs associated with the implementation. Constraints may include the target gate library and feasible connectivity, whereas the costs capture, for example, the required chip area and delay. Here we propose to use parallel tempering Monte Carlo to find low-level implementations of a given Boolean function. In contrast to previous work leveraging Markov chain Monte Carlo methods such as simulated annealing, we do not start with an initially correct (but suboptimal) implementation that is then further optimized. Instead, our approach starts with a random logic network that is subsequently modified in order to reduce the error to zero. We apply our method to the task of synthesizing Majority-$n$ in terms of Majority-$3$ gates with and without inverters, aiming for a low Majority-$3$ count. Our method is able to find solutions that are on par or better than previously known solutions. For example, for $n\in\{9,11,13\}$ our approach successfully finds inverter-free implementations using between 7% and 42% fewer Majority-$3$ gates.

cs.LO↗

arXiv2023

Explainable AI using expressive Boolean formulas

We propose and implement an interpretable machine learning classification model for Explainable AI (XAI) based on expressive Boolean formulas. Potential applications include credit scoring and diagnosis of medical conditions. The Boolean formula defines a rule with tunable complexity (or interpretability), according to which input data are classified. Such a formula can include any operator that can be applied to one or more Boolean variables, thus providing higher expressivity compared to more rigid rule-based and tree-based approaches. The classifier is trained using native local optimization techniques, efficiently searching the space of feasible formulas. Shallow rules can be determined by fast Integer Linear Programming (ILP) or Quadratic Unconstrained Binary Optimization (QUBO) solvers, potentially powered by special purpose hardware or quantum devices. We combine the expressivity and efficiency of the native local optimizer with the fast operation of these devices by executing non-local moves that optimize over subtrees of the full Boolean formula. We provide extensive numerical benchmarking results featuring several baselines on well-known public datasets. Based on the results, we find that the native local rule classifier is generally competitive with the other classifiers. The addition of non-local moves achieves similar results with fewer iterations, and therefore using specialized or quantum hardware could lead to a speedup by fast proposal of non-local moves.

cs.AI↗

arXiv2023

Designing Quantum Annealing Schedules using Bayesian Optimization

We propose and analyze the use of Bayesian optimization techniques to design quantum annealing schedules with minimal user and resource requirements. We showcase our scheme with results for two paradigmatic spin models. We find that Bayesian optimization is able to identify schedules resulting in fidelities several orders of magnitude better than standard protocols for both quantum and reverse annealing, as applied to the $p$-spin model. We also show that our scheme can help improve the design of hybrid quantum algorithms for hard combinatorial optimization problems, such as the maximum independent set problem, and illustrate these results via experiments on a neutral atom quantum processor available on Amazon Braket.

quant-ph↗