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Smaller portfolio subproblems improve a classical baseline
Reported: Acharya and colleagues report portfolio decomposition that reduces subproblem size by about 80% in their tested data.
Supported observation: For linear-constraint problems around 1,500 assets, the study reports roughly threefold runtime savings with solution quality within 5% of the optimum.
Conditions: The checked v2 preprint reports Gurobi benchmarks, sequential subproblem solving and explicit approximation gaps. Its decomposition uses correlation preprocessing, clustering and risk rebalancing. Timing compares decomposed and direct optimization using the same classical solver. It is not a quantum-versus-classical timing result.
Not established: Results depend on the tested data and constraints. Potential compatibility with smaller quantum devices does not demonstrate quantum speedup or production portfolio returns.
Next evidence: End-to-end quantum workflows with matched solution quality, preprocessing costs and competitive classical comparisons.
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing · Primary research preprint, version 2 · 2024-11-20
https://arxiv.org/abs/2409.10301v2
Source checked 2026-09-26
AWS and JPMorganChase collaborate to advance quantum computing R&D · Primary collaboration report · 2026-08-05
https://aws.amazon.com/blogs/quantum-computing/aws-and-jpmorganchase-collaborate-to-advance-quantum-computing-rd/
Source checked 2026-09-26
Revision: claim-portfolio-decomposition-classical-baseline-r1 · 2026-09-26
Review: Source and editorial check. Attributed primary-source summary; no independent scientific review.
Independent replication: not assessed.
Cited revision: https://qubitwire.com/evidence/portfolio-decomposition-classical-baseline?revision=claim-portfolio-decomposition-classical-baseline-r1
Current corrections: https://qubitwire.com/evidence/portfolio-decomposition-classical-baseline
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