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Tae-Kyung Kim

Publications and source records attributed to Tae-Kyung Kim.

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Hybrid Quantum Annealing Approach for High-Dimensional and Multi-Criteria Constrained Quadratic Optimization in Arctic Ship Routing

The opening of Arctic sea routes presents unprecedented opportunities for global trade but poses significant operational and computational challenges due to the dynamic nature of sea ice conditions. This study formulates a multi criteria Arctic route optimization problem that integrates Copernicus Marine Environment Monitoring Service (CMEMS) variables into a Constrained Quadratic Model (CQM) and solves it using D Wave's hybrid quantum classical solver. We benchmark the feasibility and scalability of this approach against classical Mixed Integer Quadratic Programming (MIQP) solvers such as Gurobi and CPLEX. Results show that the CQM formulation achieves feasible solutions with stable runtimes as quadratic density increases, demonstrating 10 to 100 times faster convergence and reduced computational time compared with classical solvers, while also improving route smoothness by approximately 10 percent and reducing total length by approximately 1 percent. This reflects the effectiveness of the hybrid quantum annealing approach for Arctic routing problems.

quant-ph

Enhancing Knapsack-based Financial Portfolio Optimization Using Quantum Approximate Optimization Algorithm

Portfolio optimization is a primary component of the decision-making process in finance, aiming to tactfully allocate assets to achieve optimal returns while considering various constraints. Herein, we proposed a method that uses the knapsack-based portfolio optimization problem and incorporates the quantum computing capabilities of the quantum walk mixer with the quantum approximate optimization algorithm (QAOA) to address the challenges presented by the NP-hard problem. Additionally, we present the sequential procedure of our suggested approach and demonstrate empirical proof to illustrate the effectiveness of the proposed method in finding the optimal asset allocations across various constraints and asset choices. Moreover, we discuss the effectiveness of the QAOA components in relation to our proposed method. Consequently, our study successfully achieves the approximate ratio of the portfolio optimization technique using a circuit layer of p>=3, compared to the classical best-known solution of the knapsack problem. Our proposed methods potentially contribute to the growing field of quantum finance by offering insights into the potential benefits of employing quantum algorithms for complex optimization tasks in financial portfolio management.

quant-ph