The probability that a comparison holds

The fraction of scenarios in which it does. This is what a chance constraint is built from:

Usage

prob(rel)

Arguments

rel

A comparison built with <= or >=.

Value

An expression: a probability between 0 and 1 per compared element.

Details

add(m, prob(demand - x <= 0) >= 0.9)

which reads as demand is met in at least 90% of scenarios. The line holds two comparisons, both meaningful: the one inside prob is the event being measured, the outer one is the service level demanded of it.

rel is a comparison, a <= b or a >= b, with at least one side containing a random variable. An equality is refused: for a continuous quantity its probability is zero. Elementwise over vector comparisons.