Exponential qubit reduction in optimization for financial transaction settlement

• Main Authors: HUBER, Elias X., TAN, Benjamin Y. L., GRIFFIN, Paul Robert, ANGELAKIS, Dimitris G.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Mixed binary optimization; NISQ; Quantum Computing; Quantum Finance; Quantum Optimization; Qubit reduction; QUBO; Finance and Financial Management; Software Engineering
• Online Access: https://ink.library.smu.edu.sg/sis_research/9274; https://ink.library.smu.edu.sg/context/sis_research/article/10274/viewcontent/s40507_024_00262_w_pvoa.pdf
• Institution: Singapore Management University

We extend the qubit-efficient encoding presented in (Tan et al. in Quantum 5:454, 2021) and apply it to instances of the financial transaction settlement problem constructed from data provided by a regulated financial exchange. Our methods are directly applicable to any QUBO problem with linear ineq...