Combinatorics are of particular interest to me, are part of any kind of complex process choice problem. Note the use of annealing, being used in some quantum methods. Here a new advance, examining.
Optimization Algorithm Sets Speed Record for Solving Combinatorial Problems
IEEE Spectrum
John Boyd
February 10, 2020
Researchers at Toshiba Corp. in Japan have developed a quantum-inspired heuristics algorithm that is 10 times faster than competing technologies. In October, the researchers announced a prototype device implementing the algorithm that can detect and execute optimal arbitrage opportunities from among eight currency combinations in real time. The researchers claim the likelihood of the algorithm finding the most profitable arbitrage opportunities is greater than 90%. The team implemented the Simulated Bifurcation Algorithm on a single flat-panel gate array (FPGA) chip, and were able to run 8,000 operations in parallel to solve a 2,000-spin problem. In a separate test using eight GPUs, the system solved a 100,000-spin problem in 10 seconds—1,000 times faster than when using standard optimized simulated annealing software. .... "
Wednesday, February 19, 2020
New Combinatorial Optimization Algorithm
Labels:
Algorithm,
Annealing,
Arbitrage,
combinatorial,
finance,
Financial,
FPGA,
optimization,
Toshiba
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment