Stochastic programming

Answered

Sutanu Majumdar

• January 23, 2020 20:05

Hi,

Is Gurobi able to solve chance constrained problems?  i understand Gurobi can solve 2 stage stochastic problems with deterministic equivalents but any example of chance constraint solution will help.

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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:50

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Eli Towle

  Gurobi Staff

  • January 24, 2020 00:04

  Hi Sutanu,

  You would have to use a deterministic formulation of the chance-constrained problem in order for Gurobi to be able to solve it (assuming this formulation is in the class of problems that Gurobi can solve). Thanks!

  Eli

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