Hi all,
Currently, I am trying to solve a chance-constrained programming (CCP) problem, i.e.
min๐(๐ฅ,๐),ย s.t. ย โ(๐๐(๐ฅ,๐) โฅ ๐ผ๐ ) โค ๐๐,ย whereย ๐ = 1, 2, โฏ, ๐.
I am wondering are there any solvers, Python packages or implementation to chance-constrained optimization problem using the scenario approach.