arXiv subjects

Yagnik Chatterjee

Publications and source records attributed to Yagnik Chatterjee.

6 recordsLinked to original sources

arXiv2026

From quantum to quantum-inspired: the LogQ algorithm as a non-linear continuous relaxation of variables method

The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems, which are often encountered in the industry (portfolio optimization, fleet optimization, charging stations, etc.). It was developed within the framework of quantum computing, designed as a pragmatic approach to quantum combinatorial optimization that drastically reduces the number of required qubits and quantum circuit depth. While LogQ has recently been made compliant with gradient-inspired methods, greatly improving parameter optimization efficiency, it still faced hurdles regarding Pauli decomposition and measurement overhead. We here demonstrate that LogQ can be fully reformulated within a classical framework, which effectively eliminates the need for Pauli decomposition and bypasses the measurement challenges altogether. This finally leads to a classical heuristic based on a non-linear continuous relaxation of variables and is, to the best of our knowledge, novel. The LogQ story illustrates how quantum computing can inspire classical algorithms, leading to so-called "quantum-inspired" methods.

math.OC↗

arXiv2025

Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications

This article proposes a unified framework for portfolio optimization (PO), recognizing an object called the `gain probability density function (PDF)' as the fundamental object of the problem from which any objective function could be derived. The gain PDF has the advantage of being 1-dimensional for any given portfolio and thus is easy to visualize and interpret. The framework allows us to naturally incorporate all existing approaches (Markowitz, CVaR-deviation, higher moments...) and represents an interesting basis to develop new approaches. It leads us to propose a method to directly match a target PDF defined by the portfolio manager, giving them maximal control on the PO problem and moving beyond approaches that focus only on expected return and risk. As an example, we develop an application involving a new objective function to control high profits, to be applied after a conventional PO (including expected return and risk criteria) and thus leading to sub-optimality w.r.t. the conventional objective function. We then propose a methodology to quantify a cost associated with this optimality deviation in a common budget unit, providing a meaningful information to portfolio managers. Numerical experiments considering portfolios with energy-producing assets illustrate our approach. The framework is flexible and can be applied to other sectors (financial assets, etc).

q-fin.PM↗

arXiv2025

Towards solving large QUBO problems using quantum algorithms: improving the LogQ scheme

The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems with exponentially fewer qubits than the Quantum Approximate Optimization Algorithm (QAOA). The advantages of conventional LogQ are accompanied by a challenge related to the optimization of its free parameters, which requires the usage of resource intensive evolutionary or even global optimization algorithms. We propose a new LogQ parameterization that can be optimized with a gradient-inspired method, which is less resource-intensive and thus strengthens the advantage of LogQ over QAOA for large/industrial problems. We illustrate the features of our method on an analytical model and present larger scale numerical results on MaxCut problems.

quant-ph↗

arXiv2024

A Hybrid Quantum-assisted Column Generation Algorithm for the Fleet Conversion Problem

The problem of Fleet Conversion aims to reduce the carbon emissions and cost of operating a fleet of vehicles for a given set of tours. It can be modelled as a column generation scheme with the Maximum Weighted Independent Set (MWIS) problem as the slave. Quantum variational algorithms have gained significant interest in the past several years. Recently, a method to represent Quadratic Unconstrained Binary Optimization (QUBO) problems using logarithmically fewer qubits was proposed. Here we use this method to solve the MWIS Slaves and demonstrate how quantum and classical solvers can be used together to approach an industrial-sized use-case (up to 64 tours).

quant-ph↗

arXiv2024

Solving various NP-Hard problems using exponentially fewer qubits on a Quantum Computer

NP-hard problems are not believed to be exactly solvable through general polynomial time algorithms. Hybrid quantum-classical algorithms to address such combinatorial problems have been of great interest in the past few years. Such algorithms are heuristic in nature and aim to obtain an approximate solution. Significant improvements in computational time and/or the ability to treat large problems are some of the principal promises of quantum computing in this regard. The hardware, however, is still in its infancy and the current Noisy Intermediate Scale Quantum (NISQ) computers are not able to optimize industrially relevant problems. Moreover, the storage of qubits and introduction of entanglement require extreme physical conditions. An issue with quantum optimization algorithms such as QAOA is that they scale linearly with problem size. In this paper, we build upon a proprietary methodology which scales logarithmically with problem size - opening an avenue for treating optimization problems of unprecedented scale on gate-based quantum computers. In order to test the performance of the algorithm, we first find a way to apply it to a handful of NP-hard problems: Maximum Cut, Minimum Partition, Maximum Clique, Maximum Weighted Independent Set. Subsequently, these algorithms are tested on a quantum simulator with graph sizes of over a hundred nodes and on a real quantum computer up to graph sizes of 256. To our knowledge, these constitute the largest realistic combinatorial optimization problems ever run on a NISQ device, overcoming previous problem sizes by almost tenfold.

quant-ph↗

arXiv2019

Experimental realization of quantum teleportation using coined quantum walks

The goal of teleportation is to transfer the state of one particle to another particle. In coined quantum walks, conditional shift operators can introduce entanglement between position space and coin space. This entanglement resource can be used as a quantum channel for teleportation, as proposed by Wang, Shang and Xue [Quantum Inf. Process. 16, 221 (2017)]. Here, we demonstrate the implementation of quantum teleportation using quantum walks on a five-qubit quantum computer and a 32-qubit simulator provided by IBM quantum experience beta platform. We show the teleportation of single-qubit, two-qubit and three-qubit quantum states with circuit implementation on the quantum devices. The teleportation of Bell, W and GHZ states has also been demonstrated as special cases of the above states.

quant-ph↗