Hi all,
Currently, I am trying to solve a chance-constrained programming (CCP) problem, i.e.
minπ(π₯,π), s.t. β(ππ(π₯,π) β₯ πΌπ ) β€ ππ, where π = 1, 2, β―, π.
I am wondering are there any solvers, Python packages or implementation to chance-constrained optimization problem using the scenario approach.