Modeling the chance constraints

Problems with modeling
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abb.omidi
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Modeling the chance constraints

Post by abb.omidi » 4 months ago

Hello support team,

I have worked on the MIP model that contains the chance constraints. The constraint is:

Code: Select all

probability_cons..    prob[sum(j, a(j)*x(j)) =l= b] =g= beta;

Where a(j) and b are given parameters and beta is the probability.
I was wondering if, you say that, is there any efficient way to write this in GAMS?

Regards
Omidi. A
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