Задача маршрутизації міжбанківських фінансових зобов’язань

The problem of speeding up cross-currency transfers and mutual settlements between banks with the increasing amount of national electronic currencies, cryptocurrencies, and the overall volume of financial transactions can be considered as a routing problem. The solving time of this class of combinat...

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Bibliographic Details
Date:2023
Main Authors: Korolyov, Vyacheslav, Ogurtsov, Maksym, Khodzinskyi, Oleksandr
Format: Article
Language:Ukrainian
Published: Інститут прикладних проблем механіки і математики ім. Я. С. Підстригача НАН України 2023
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Online Access:https://www.fmmit.lviv.ua/index.php/fmmit/article/view/289
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Journal Title:Physico-mathematical modeling and informational technologies
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Physico-mathematical modeling and informational technologies
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Summary:The problem of speeding up cross-currency transfers and mutual settlements between banks with the increasing amount of national electronic currencies, cryptocurrencies, and the overall volume of financial transactions can be considered as a routing problem. The solving time of this class of combinatorial  optimization  problems  can  be  significantly  reduced  by  using  hybrid  quantum-classical cloud services and heuristic algorithms, which provide approximate solutions for such problems. Numerical experiments were conducted on a hybrid service provided by the company D-Wave  using  the  quantum  annealing  algorithm  and  algorithms  from  the  networkx  library  to compare the speed of solving the traveling salesman problem for a fully connected graph with 105 vertices.  The  developed  routing  algorithms  provide  an  approximate  solution  to  TSP  or  VRP problems on D-Wave quantum computers in approximately 30 milliseconds.