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Deal all
I am building a distribution robust model and I have the following contraint (in red):
Usually, I create an uncertainty contraint this way:
However, lambda is a variable and I cannot create an uncertainty contraint with uncertainty variable.
I received this error:
How Can I solve it? I cannot find an uncertaintu variable. could you help me ?
Thank you
Best Regards
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Hi
The constraint that you formulated should be declared as a normal constraint instead of an uncertainty constraint.
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thank you for your answer !
If I turn this contraint into a normal contraint, the program will not build the robust counterpart, as you can see below.
What should I do ?
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The uncertainty set should be a finite space, that is, the space described by the uncertain parameters should be defined by boxes, ellipsoids, bounded polyhedrons or the intersection of one or more of these objects. See also here in the language reference.
If the uncertainty set is unbounded then the robust counterpart would not be feasible, i.e., then there would be no solution that satisfies the constraints for all possible realizations of the uncertain date inside the uncertainty set.
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