Implementation of chance-constrained optimization problem via scenario approach?
Hi all, Currently, I am trying to solve a chance-constrained programming (CCP) problem, i.e. min𝑓(𝑥,𝜉), s.t. ℙ(𝑓𝑖(𝑥,𝜉) ≥ 𝛼𝑖 ) ≤ 𝜖𝑖, where 𝑖 = 1, 2, ⋯, 𝑚. I am wondering are there any solvers,...
24 February 2021
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