Quantum computing for finance

D Herman, C Googin, X Liu, Y Sun, A Galda… - Nature Reviews …, 2023 - nature.com
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …

A survey of quantum computing for finance

D Herman, C Googin, X Liu, A Galda, I Safro… - arxiv preprint arxiv …, 2022 - arxiv.org
Quantum computers are expected to surpass the computational capabilities of classical
computers during this decade and have transformative impact on numerous industry sectors …

[PDF][PDF] Second-order cone programming

F Alizadeh, D Goldfarb - Mathematical programming, 2003 - Citeseer
Second-order cone programming (SOCP) problems are convex optimization problems in
which a linear function is minimized over the intersection of an affine linear manifold with the …

On implementing a primal-dual interior-point method for conic quadratic optimization

ED Andersen, C Roos, T Terlaky - Mathematical Programming, 2003 - Springer
Based on the work of the Nesterov and Todd on self-scaled cones an implementation of a
primal-dual interior-point method for solving large-scale sparse conic quadratic optimization …

Interior point methods for nonlinear optimization

IM Bomze, VF Demyanov, R Fletcher, T Terlaky… - … in Cetraro, Italy, July 1-7 …, 2010 - Springer
Interior-point methods (IPMs) are among the most efficient methods for solving linear, and
also wide classes of other convex optimization problems. Since the path-breaking work of …

Lower bound limit analysis of cohesive‐frictional materials using second‐order cone programming

A Makrodimopoulos, CM Martin - International Journal for …, 2006 - Wiley Online Library
The formulation of limit analysis by means of the finite element method leads to an
optimization problem with a large number of variables and constraints. Here we present a …

Decentralized operation of interdependent power distribution network and district heating network: A market-driven approach

Y Cao, W Wei, L Wu, S Mei… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
Combined harnessing of electrical and thermal energies could leverage their
complementary nature, inspiring the integration of power grids and centralized heating …

Smoothing functions for second-order-cone complementarity problems

M Fukushima, ZQ Luo, P Tseng - SIAM Journal on optimization, 2002 - SIAM
Smoothing functions have been much studied in the solution of optimization and
complementarity problems with nonnegativity constraints. In this paper, we extend …

[KNYGA][B] Self-regularity: a new paradigm for primal-dual interior-point algorithms

J Peng, C Roos, T Terlaky - 2009 - degruyter.com
Research on interior-point methods (IPMs) has dominated the field of mathematical
programming for the last two decades. Two contrasting approaches in the analysis and …

The mothership and drone routing problem

S Poikonen, B Golden - INFORMS Journal on Computing, 2020 - pubsonline.informs.org
The mothership and drone routing problem (MDRP) considers the routing of a two-vehicle
tandem. The larger vehicle, which may be a ship or an airplane, is called the mothership; the …