Improving the trainability of VQE on NISQ computers for solving portfolio optimization using convex interpolation
Shengbin Wang, Guihui Li, Zhimin Wang, Zhaoyun Chen, Peng Wang, Yongjian Gu, Yu-Chun Wu, Guo-Ping Guo

TL;DR
This paper enhances the trainability of VQE for portfolio optimization on NISQ devices by using convex interpolation, enabling larger problem solving and demonstrating successful experiments with fewer qubits, and combining VQE with greedy algorithms.
Contribution
Introduces convex interpolation techniques to improve VQE trainability, along with strategies for initialization and ansatz optimization, validated through experiments and simulations.
Findings
Successful 40-qubit experiment with 10 superconducting qubits
Hybrid VQE and greedy algorithms outperform individual methods
Proposals extend to other large-scale combinatorial problems
Abstract
Solving combinatorial optimization problems using variational quantum algorithms (VQAs) might be a promise application in the NISQ era. However, the limited trainability of VQAs could hinder their scalability to large problem sizes. In this paper, we improve the trainability of variational quantum eigensolver (VQE) by utilizing convex interpolation to solve portfolio optimization. Based on convex interpolation, the location of the ground state can be evaluated by learning the property of a small subset of basis states in the Hilbert space. This enlightens naturally the proposals of the strategies of close-to-solution initialization, regular cost function landscape, and recursive ansatz equilibrium partition. The successfully implementation of a -qubit experiment using only superconducting qubits demonstrates the effectiveness of our proposals. Furthermore, the quantum…
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Taxonomy
TopicsRisk and Portfolio Optimization · Reservoir Engineering and Simulation Methods · Market Dynamics and Volatility
