pub fn generate_synthetic(
config: SyntheticConfig,
) -> Result<GeneratedInstance, GeneratorError>Expand description
Generates a deterministic, feasible, long-only factor-model portfolio QP.
The instance has one budget equality, configurable random exposure caps, diagonal factor covariance, and positive idiosyncratic risk.
ยงErrors
Returns GeneratorError when dimensions or bounds cannot contain the
uniform reference portfolio.