Knapsack & PortfolioOptimization

Maximize value within budget constraints for investments, procurement, or resource allocation decisions

Budget constraints
Value maximization
Cost optimization

The Challenge

Knapsack and Portfolio Optimization problems require selecting the optimal combination of items or investments to maximize value while staying within budget constraints:

  • Fixed budget or weight constraints
  • Multiple competing objectives (return vs. risk)
  • Dependency constraints between items
  • Time-sensitive decision making
  • Regulatory and compliance requirements

Typical Applications

Investment Portfolios
Select optimal asset mix within risk budget
Procurement
Choose best suppliers within budget constraints
Resource Allocation
Distribute limited resources for maximum impact
Data format: portfolio.csv with weights, values, and budget constraints

Dual-Canary Optimization

We run both classic baseline and hybrid quantum approaches in parallel to find the optimal solution

Classic Baseline

Proven dynamic programming and branch-and-bound algorithms

Fast, reliable solutions using classical optimization methods. Excellent for smaller instances and when you need guaranteed optimality.

Best for: Small to medium problems, when optimality is critical

Hybrid Quantum

Quantum-inspired algorithms for complex, large-scale problems

Advanced algorithms that can handle complex constraints and large problem sizes. Often finds better solutions for complex portfolios.

Best for: Large problems, complex constraints, when exploration is valuable

How Dual-Canary Works

1. Run both approaches in parallel
2. Compare results in real-time
3. Select the best solution automatically

Expected Results

Indicative ranges based on real customer implementations

Cost Reduction

≥20%

Targets set in pilot; typical ranges shown in benchmarks

Better Ratio

+5–15%

Improved value-to-cost ratio with dual-canary optimization

What You Get

• Optimal item/investment selection within budget
• Detailed comparison of classic vs. hybrid approaches
• Risk-adjusted return analysis
• Complete audit trail with decision rationale

Ready to optimize your portfolio?

Upload your portfolio.csv and get instant optimization with dual-canary routing