Y_Li
#1
Hi, so this is my first time using JuMPChance, I have some questions regarding to setting variables in JuMPChance.

Below is my code

Blockquote

using JuMPChance

using JuMP

using Gurobi

var_para = [0.1 0.1 0.1]

m_chance=ChanceModel(solver=GurobiSolver())

@variable(m_chance, x[1:3])

@indepnormal(m_chance, z[i=1:3], mean=0, var=var_para[i])

@objective(m_chance, Min, sum{x[i], i=1:3})

@constraint(m_chance, z.*x >=-1, with_probability=0.95)

solve(m_chance,method=:Reformulate)

It returns “UndefVarError: undef not defined” while running the code. Could someone tell me which part went wrong please?

rdeits
#2
`undef`

was introduced in Julia 0.7 and 1.0. Which Julia version are you using?

1 Like

jling
#3
i don’t think JuMPChance support > Julia 0.4

Y_Li
#4
This is Julia 0.6.

Jerry Ling via JuliaLang julialang@discoursemail.com 于 2019年8月2日周五 上午4:10写道：

Y_Li
#5
Oh Thank you!

I’ll try to implement it on lower version.

Jerry Ling via JuliaLang julialang@discoursemail.com 于 2019年8月2日周五 上午4:10写道：

jling
#6
`no, you should switch to some package that support modern Julia`

2 Likes

Y_Li
#7
Thanks, do you have any suggestions about package that supports Chance constraint optimization?