A polyhedral study on chance constrained program with random right-hand side

The essential structure of the mixed-integer programming formulation for chance-constrained program (CCP) is the intersection of multiple mixing sets with a 0–1 knapsack. To improve our computational capacity on CCP, an underlying substructure, the (single) mixing set with a 0–1 knapsack, has received substantial attentions recently. In this study, we consider a CCP problem with stochastic right-hand side under a finite discrete distribution. …