Synthetic LCQP instances for SVM and portfolio optimization
收藏arXiv2025-09-30 收录
下载链接：
https://github.com/chendiqian/FeasMPNN
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资源简介：
该数据集包含了1000个合成线性互补问题（LCQP）的实例，特别适用于通用LCQP、软间隔支持向量机（SVM）以及马科维茨投资组合优化问题。该数据集按照8:1:1的比例被划分为训练集、验证集和测试集。规模上，共有1000个实例，任务涉及凸优化。
This dataset comprises 1000 synthetic linear complementarity problem (LCQP) instances, which is particularly applicable to general linear complementarity problems, soft-margin support vector machine (SVM) and Markowitz portfolio optimization tasks. It is split into training, validation and test sets at a ratio of 8:1:1, and all involved tasks belong to convex optimization.
提供机构：
Open source implementation available
