Generator Development Status

Graph: MCl & MCut & MIS & MVC; Portfolio: MaxRetPO & MinVarPO & MOPO

✔: Supported; 📆: Planned for future versions (contributions welcomed!).

Task

Distribution

Brief Intro.

State

ATSP

Uniform

Random distance matrix with triangle inequality

SAT

SAT problem transformed to ATSP

HCP

Hamiltonian Cycle Problem transformed to ATSP

CVRP

Uniform

Random coordinates with uniform distribution

Gaussian

Random coordinates with Gaussian distribution

OP

Uniform

Random prizes with uniform distribution

Constant

All prizes are constant

Distance

Prizes based on distance from depot

PCTSP

Uniform

Random prizes with uniform distribution

SPCTSP

Uniform

Random prizes with uniform distribution

TSP

Uniform

Random coordinates with uniform distribution

Gaussian

Random coordinates with Gaussian distribution

Cluster

Coordinates clustered around random centers

(Graph)

ER (structure)

Erdos-Renyi random graph

BA (structure)

Barabasi-Albert scale-free graph

HK (structure)

Holme-Kim small-world graph

WS (structure)

Watts-Strogatz small-world graph

RB (structure)

RB-Model graph

Uniform (weighted)

Weights with Uniform distribution

Gaussian (weighted)

Weights with Gaussian distribution

Poisson (weighted)

Weights with Poisson distribution

Exponential (weighted)

Weights with Exponential distribution

Lognormal (weighted)

Weights with Lognormal distribution

Powerlaw (weighted)

Weights with Powerlaw distribution

Binomial (weighted)

Weights with Binomial distribution

(Portfolio)

GBM

Geometric Brownian Motion model

Factor

Factor model with k factors and idiosyncratic noise

VAR(1)

Vector Autoregressive model of order 1

MVT

Multivariate T distribution model

GRACH

GARCH model for volatility clustering

Jump

Merton Jump-Diffusion model

Regime

Regime-Switching model with multiple states