Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization: An Operational Decomposition Audit

Luis Lozano

Papers from arXiv.org

Abstract: We audit the operational decomposition of D-Wave's hybrid quantum-classical portfolio-optimization service on cardinality-constrained mean-variance-turnover instances spanning N=10 to 640, with the constraint-native LeapHybridCQM interface, the penalty-encoded LeapHybridBQM interface, and Gurobi MIQP and simulated-annealing classical anchors. We report all three SDK timing fields (t_run, t_charge, t_QPU) and define a candidate four-metric audit protocol for hybrid quantum-classical solvers. Three findings. First, the LeapHybridCQM service matches Gurobi's proven optimum on all 54 head-to-head instances at N

Date: 2026-05, Revised 2026-06
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