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 const...
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| Main Authors: | , , , , , , , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2025-05-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.7.023142 |
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