We explore the application of variational quantum algorithms to the NP-hard set balancing problem, a critical challenge in clinical trial design and experimental scheduling. The problem is mapped to an Ising model, with tailored Quadratic Unconstrained Binary Optimization (QUBO) formulations and cost Hamiltonians expressed in Pauli-Z form. We implement both the Quantum Approximate Optimization Algorithm (QAOA) and the Quantum Walk Optimization Algorithm (QWOA), evaluating them in separate experimental settings. For QAOA, we perform a comparative analysis of six mixer Hamiltonians (X, XY, Full-SWAP, Ring-SWAP, Grover, and Warm-Started), employing scaled-exponential Pauli-string realizations of the mixer unitaries, which yield superior performance over conventional circuit decompositions. Additionally, we introduce a Shannon-entropy-based post-processing technique that refines solutions by maximizing feature-distribution uniformity across partitions. These results underscore the importance of mixer choice and circuit implementation in enhancing QAOA performance for combinatorial optimization.
We explore the application of variational quantum algorithms to the NP-hard set balancing problem, a critical challenge in clinical trial design and experimental scheduling. The problem is mapped to an Ising model, with tailored Quadratic Unconstrained Binary Optimization (QUBO) formulations and cost Hamiltonians expressed in Pauli-Z form. We implement both the Quantum Approximate Optimization Algorithm (QAOA) and the Quantum Walk Optimization Algorithm (QWOA), evaluating them in separate experimental settings. For QAOA, we perform a comparative analysis of six mixer Hamiltonians (X, XY, Full-SWAP, Ring-SWAP, Grover, and Warm-Started), employing scaled-exponential Pauli-string realizations of the mixer unitaries, which yield superior performance over conventional circuit decompositions. Additionally, we introduce a Shannon-entropy-based post-processing technique that refines solutions by maximizing feature-distribution uniformity across partitions. These results underscore the importance of mixer choice and circuit implementation in enhancing QAOA performance for combinatorial optimization.
Combinatorial Optimization problems play an important role in various domains such as logis- tics, life science or the financial sector. As their complexity in general grows exponentially with their problem size, finding the optimal solution classically becomes infeasible very fast. This raises the central question of whether quantum computers are in principle suitable for solving combinatorial optimization problems better and faster than classical computers. In order to find answers to that question, one needs to study quantum algorithms designed for those problems under ideal conditions (i.e., simulations, which are however limited due to exponential scaling) to investigate their potential, but one also needs real quantum hardware to test its viability and evaluate whether practical advantages are reasonable. In this regard, we consider variational quantum algorithms, especially the Quantum Approximate Optimization Algorithm (QAOA) consisting of a problem and a mixer Hamiltonian with freely selectable parameters, originally proposed as variational hybrid ansatz with classical optimization. This algorithm structure of- fers flexible and relatively shallow circuits, which makes it suitable for current NISQ hardware. However, optimizing the variational circuit parameters can be an NP-hard problem at worst. In this thesis, we study different versions of QAOA, especially with a focus on limitations, perfor- mance and potential advantages opposite classical methods. The first part of the thesis concerns the investigation of various aspects regarding the imple- mentation of the variational QAOA protocol such as: the incorporation of a problem constraint either by adding a suitable penalty term of by choosing a suitable mixer (that restricts the search space), the scaling of the problem Hamiltonian in comparison to the mixer Hamiltonian, the choice of the initial values for the classical optimization of the circuit parameters, and finally the choice of the function to be minimized (i.e., CVaR vs. expectation value). We apply this proto- col to both the portfolio optimization and the feature selection and evaluate the performance. In order to improve QAOA, we consider the warm-start QAOA for different problem instances and analyze its improved performance with regard to involved quantum effects. For this purpose, we propose a classical pre-processing method and demonstrate that the warm-start results can be reproduced or even exceeded by this method. The second part addresses the issue that the standard variational form requires a high number of circuit parameters that have to be optimized at a sufficiently large depth, which is a major limitationforachievingpotentialscalingadvantagescomparedtoclassicalmethods. Toovercome this limitation, we investigate and further develop fixed schedules for QAOA, which only rely on two free parameters. We start with introducing the continuous adiabatic theorem as it motivates the form of QAOA and show its limitations, which we address by applying a discrete version of the theorem. With our findings, a new version of QAOA based on linear-ramps (LR-QAOA) is introduced and further developed. In order to derive suitable parameter values for this schedule, we propose a method based on extrapolation from smaller towards larger problem sizes. With our results obtained on a noiseless emulator, we evaluate the quantum runtime scaling and discuss whether a scaling advantage can be achieved compared to classical methods.
The Quantum Approximate Optimization Algorithm (QAOA) is a promising variational quantum algorithm introduced to tackle classically intractable combinatorial optimization problems. This tutorial offers a comprehensive, first-principles introduction to QAOA and its properties, focusing on its application to Quadratic and Polynomial Unconstrained Binary Optimization (QUBO and PUBO) problems. The tutorial begins by outlining variational quantum circuits and QUBO problems, focusing on their key properties and the encoding of problem constraints through quadratic penalty terms. Next, it explores the QAOA in detail, covering its Hamiltonian formulation, gate decomposition, and example applications, along with their implementation and performance results. This is followed by an analysis of the algorithm's energy landscape, where proofs are provided for its symmetry and periodicity, and where a resulting parameter space reduction is proposed. Finally, the tutorial extends these concepts to PUBO problems by generalizing the results to higher-order Hamiltonians and discussing the associated symmetries and circuit construction.
Constructing an optimal mixer for Quantum Approximate Optimization Algorithm (QAOA) Hamiltonian is crucial for enhancing the performance of QAOA in solving combinatorial optimization problems. We present a systematic methodology for constructing the QAOA tailored mixer Hamiltonian, ensuring alignment with the inherent symmetries of classical optimization problem objectives. The key to our approach is to identify an operator that commutes with the action of the group of symmetries on the QAOA underlying Hilbert space and meets the essential technical criteria for effective mixer Hamiltonian functionality. We offer a construction method specifically tailored to the symmetric group Sd, prevalent in a variety of combinatorial optimization problems. By rigorously validating the required properties, providing a concrete formula and corresponding quantum circuit for implementation, we establish the viability of the proposed mixer Hamiltonian. Furthermore, we demonstrate that the classical mixer B commutes only with a subgroup of Sd of significantly smaller order than the group itself, enhancing the efficiency of the proposed approach. To evaluate the effectiveness of our methodology, we compare two QAOA variants utilizing different mixer Hamiltonians: conventional B=∑Xi and the newly proposed HM in edge coloring and graph partitioning problems across various graphs. We observe statistically significant differences in mean values, with the new variant consistently demonstrating superior performance across multiple independent simulations. Additionally, we analyze the phenomenon of poor performance in alternative warm-start QAOA variants, providing a conceptual explanation supported by recent literature findings.
The Quantum Approximate Optimization Algorithm (QAOA) is a quantum algorithm proposed for Noisy Intermediate-Scale Quantum (NISQ) devices and is regarded as a promising approach to combinatorial optimization problems, with potential applications in the financial sector. In this study, we apply QAOA to the portfolio optimization problem, which is one of the central challenges in financial engineering. A portfolio consists of a combination of multiple assets, and the portfolio optimization problem aims to determine the optimal asset allocation by balancing expected return and risk. In the context of quantum optimization, portfolio optimization is often formulated using discrete variables. Unlike conventional binary formulations, we consider a ternary portfolio optimization problem that accounts for three states-holding, not holding, and short selling-and compare its performance using different mixer operators. Specifically, we implement QAOA with the standard mixer and several XY Mixers (XY Ring, XY Parity Ring, XY Full, and QAMPA), and conducted simulations using real data based on the German stock index (DAX 30) for portfolios consisting of 5 and 8 assets. Furthermore, we introduce noise based on a depolarizing channel to investigate the behavior of the algorithm in realistic environments. The results show that while XY Mixers exhibit superiority in noiseless settings, their advantage degrades in noisy environments, and the optimal choice of mixer depends on both the number of QAOA depths and the noise strength.
Abstract The Quantum Approximate Optimization Algorithm (QAOA) is a quantum algorithm proposed for Noisy Intermediate-Scale Quantum (NISQ) devices and is regarded as a promising approach to combinatorial optimization problems, with potential applications in the financial sector. In this study, we apply QAOA to the portfolio optimization problem, which is one of the central challenges in financial engineering. A portfolio consists of a combination of multiple assets, and the portfolio optimization problem aims to determine the optimal asset allocation by balancing expected return and risk. In the context of quantum optimization, portfolio optimization is often formulated using discrete variables. Unlike conventional binary formulations, we consider a ternary portfolio optimization problem that accounts for three states—holding, not holding, and short selling—and compare its performance using different mixer operators. Specifically, we implement QAOA with the standard mixer and several XY Mixers (XY Ring, XY Parity Ring, XY Full, and QAMPA), and conducted simulations using real data based on the German stock index (DAX 30) for portfolios consisting of 5 and 8 assets. Furthermore, we introduce noise based on a depolarizing channel to investigate the behavior of the algorithm in realistic environments. The results show that while XY Mixers exhibit superiority in noiseless settings, their advantage degrades in noisy environments, and the optimal choice of mixer depends on both the number of QAOA depths and the noise strength.
This study explores quantum computing for combinatorial optimization, focusing on the Traveling Salesman Problem (TSP). Using Qiskit, the Quantum Approximate Optimization Algorithm (QAOA) is implemented on simulators and quantum hardware, and compared with classical optimization using Gurobi. TSP instances are encoded as Quadratic Unconstrained Binary Optimization (QUBO) problems derived from the Miller–Tucker–Zemlin formulation, with quadratic penalties enforcing degree and subtour constraints. Results indicate that QAOA consistently generates feasible tours, but classical branch-and-bound methods achieve better solution quality and runtime. On Noisy Intermediate-Scale Quantum (NISQ) devices, performance degrades with problem size due to sensitivity to parameter tuning, penalty scaling, and hardware noise. Among the tested classical optimizers, COBYLA provides the best balance of efficiency and noise tolerance. Overall, this work establishes a reproducible quantum-classical workflow, provides performance baselines, and identifies critical factors such as encoding design, optimizer choice, and error mitigation for improving near-term quantum heuristic performance.