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We develop an algorithm for solving a system of diophantine equations with lower and upper bounds on the variables. The algorithm is based on lattice basis reduction.
LEESBURG, Va., July 20, 2021 - Quantum Computing Inc. (QCI) today announced it has solved an optimization problem with over 3,800 variables in six minutes - Read more from Inside HPC & AI News.
We illustrate the accuracy of the method in handling several realistic features of portfolio choice problems such as intermediate consumption, multiple assets, multiple state variables, portfolio ...