Stochastic programming
AnsweredHi,
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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Hi Sutanu,
You would have to use a deterministic formulation of the chanceconstrained 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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