论文标题

量子内部方法和投资组合优化的端到端资源分析

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

论文作者

Dalzell, Alexander M., Clader, B. David, Salton, Grant, Berta, Mario, Lin, Cedric Yen-Yu, Bader, David A., Stamatopoulos, Nikitas, Schuetz, Martin J. A., Brandão, Fernando G. S. L., Katzgraber, Helmut G., Zeng, William J.

论文摘要

我们研究用于二阶锥体编程(SOCP)的量子内点方法(QIPM),在投资组合优化的用例(PO)的指导下。我们提供了从问题输入到问题输出的算法的完整量子电路级描述,从而对实现QIPM进行了一些改进。我们报告了运行算法所需的逻辑Qubits的数量和非clifford t-gates的数量/深度,包括恒定因素。我们发现的资源计数取决于特定于实例的参数,例如问题中某些线性系统的条件数。为了确定这些参数的大小,我们执行小型PO实例的数值模拟,从而导致PO用例的具体资源估计。我们的数值结果不能探测足够大的实例大小,无法就算法的渐近缩放缩放做出结论性陈述。但是,在较小的实例大小上,我们的分析表明,主要是由于恒定的固定前一个,条件较差的线性系统以及对昂贵的量子状态层析成绩的基本依赖,因此需要对QIPM的基本改进才能带来实用的量子优势。

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.

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