08 ‐ Advanced Optimization with QUBO - IMGitH/dvmax GitHub Wiki

Title: Advanced Optimization with QUBO

Use Case

Optimize stock basket under constraints:

• Max sector weight
• Turnover cost penalty
• Maximize yield × score composite

QUBO Formulation

• Variables: one per candidate stock
• Objective: maximize total basket score
• Constraints: soft or hard encoded as penalty terms

Solvers

• D-Wave Leap (cloud quantum annealing)
• Toshiba Simulated Bifurcation
• Hybrid CPU solvers (PyQUBO + qbsolv)

Integration Plan

• Generate candidate set from ML engine
• Formulate QUBO from scoring and rules
• Solve and decode selection mask
• Plug output into rebalancing logic