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special case where we can use linear constraints #5

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merged 8 commits into from
Jul 21, 2015

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kaarthiksundar
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@@ -1,4 +1,5 @@
include("distributions.jl")
# Comment test
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Can you remove this comment?

@addConstraint(m, z + sum{x[i]*y[i], i=1:2} <= 20, with_probability=0.95)


status = solve(m, method=:Reformulate)
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Could you set up the test to run with both method=:Reformulate and method=:Cuts?

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I will write clean test cases for all of them over the weekend.

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Sounds good. I'd like to merge this separately from any work on the two-sided chance constraints.

@mlubin mlubin merged commit 20e913f into mlubin:master Jul 21, 2015
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2 participants