Constrained Counterdiabatic Quantum Approximate Optimization Algorithm for Portfolio Optimization
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arXiv
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866910199393026048 |
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| author | Falla, Jose Safro, Ilya |
| author_facet | Falla, Jose Safro, Ilya |
| contents | We introduce a counterdiabatic (CD) extension of the Quantum Approximate Optimization Algorithm (QAOA) for constrained portfolio optimization. By incorporating approximate adiabatic gauge potentials generated from nested commutators of the Ising-type portfolio problem Hamiltonian and the Hamming weight-preserving XY mixer Hamiltonian into our variational ansatz, the resulting Constrained Counterdiabatic QAOA (CCD-QAOA) achieves improved optimization performance under realistic budget and risk constraints. Benchmarking against standard XY-mixer QAOA, Grover-mixer QAOA, and penalty-based QAOA formulations, our numerical simulations demonstrate that, for a fixed QAOA depth, our CCD-QAOA approach consistently results in better approximation ratios. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_06858 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Constrained Counterdiabatic Quantum Approximate Optimization Algorithm for Portfolio Optimization Falla, Jose Safro, Ilya Quantum Physics We introduce a counterdiabatic (CD) extension of the Quantum Approximate Optimization Algorithm (QAOA) for constrained portfolio optimization. By incorporating approximate adiabatic gauge potentials generated from nested commutators of the Ising-type portfolio problem Hamiltonian and the Hamming weight-preserving XY mixer Hamiltonian into our variational ansatz, the resulting Constrained Counterdiabatic QAOA (CCD-QAOA) achieves improved optimization performance under realistic budget and risk constraints. Benchmarking against standard XY-mixer QAOA, Grover-mixer QAOA, and penalty-based QAOA formulations, our numerical simulations demonstrate that, for a fixed QAOA depth, our CCD-QAOA approach consistently results in better approximation ratios. |
| title | Constrained Counterdiabatic Quantum Approximate Optimization Algorithm for Portfolio Optimization |
| topic | Quantum Physics |
| url | https://arxiv.org/abs/2605.06858 |