Modeling the chance constraints
Posted: Tue Jul 09, 2019 7:23 am
Hello support team,
I have worked on the MIP model that contains the chance constraints. The constraint is:
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
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