Hi ​@rahmat. AIMMS cannot calculate the probability that a certain constraint is satisfied by a solution.

I guess x and y are variables, and F and D are parameters. One of the parameters F and D must be uncertain (or both) otherwise using a probability function does not make much sense.

Does LOLP have to be calculated as part of the optimization, or after the optimization? In the latter case you could generate multiple random values for F and/or D, assuming you know the distribution(s), and then check whether the constraint is satisfied for (x,y) or not. If you do this many times then you will get a good approximation for the probability.

If LOLP has to be calculated as part of the optimization then I see no way to do this in AIMMS. Note that AIMMS supports chance constraints as part of robust optimization but that is not the same.

Dear ​@Marcel Hunting ,

Thank you for your reply.

You’re right, x is a variable of power plant capacity should be built to meet the demand D. y is the capacity of existing power plant. While F is the parameter of unavailability factor of power plant.

The LOLP in this problem is must be calculated as part of the optimization. So, based on your answer, I cannot use chance constraints in AIMMS.

Is there a way to solve this optimization model?