# Problem instances
These datasets are used in the computational experiments of the paper "Simple steps are all you need: Frank-Wolfe and generalized self-concordant functions".
Some of the portfolio instances were taken from Dvurechensky, Pavel, et al., "Generalized Self-Concordant Analysis of Frank-Wolfe algorithms".
Others were generated with the same format and varying dimensions.
Each file is in MAT format, contains a single matrix `W` of size `d × p` with `d` the decision dimension and `p` the number of periods.
The logistic regression instances were taken from the LIBSVM datasets and converted using [libsvm2csv](https://github.com/andribas404/libsvm2csv/).
The first columns with non-numeric labels are not features and should be discarded, the outcome is the `target` column which may be encoded in different manners (-1 and 1, 1 and 2, etc).
The phase retrieval instances were generated in MAT format as described in the article, they all contain a `W` matrix, a `y` outcome vector and a `theta` vector which is not required.
`W` has as many rows as the length of `y` and columns as the initial input vector.