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Solving Subset Sum Problems using Binary Optimization with Applications in Auditing and Financial Data Analysis

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posted on 28.01.2022, 22:15 by David BiesnerDavid Biesner, Rafet SifaRafet Sifa, Christian Bauckhage

Many applications in automated auditing and the analysis and consistency check of financial documents can be formulated in part as the subset sum problem: Given a set of numbers and a target sum, find the subset of numbers that sums up to the target. The problem is NP-hard and classical solving algorithms are therefore not practical to use in real applications. We tackle the problem as a QUBO (quadratic unconstrained binary optimization) problem and show how gradient descent on Hopfield Networks reliably finds solutions for both artificial and real data. We give an outlook for the application of specialized hardware and quantum algorithms.

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Email Address of Submitting Author

david.biesner@iais.fraunhofer.de

Submitting Author's Institution

Fraunhofer IAIS

Submitting Author's Country

Germany

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