In the chance constraint rule specification in the example, the current function throws an UndefVarError when the constraint is not active. This is because the parameters of the forward message, xi_fw and W_fw, are defined inside the constraint-active if block.
This PR initializes these parameters with the previously computed backward messages, outside the constraint-active if block.
Kudos to @John-Boik. I also noticed this myself when I tried applying the example to a different setting.
In the chance constraint rule specification in the example, the current function throws an UndefVarError when the constraint is not active. This is because the parameters of the forward message,
xi_fw
andW_fw
, are defined inside the constraint-active if block.This PR initializes these parameters with the previously computed backward messages, outside the constraint-active if block.
Kudos to @John-Boik. I also noticed this myself when I tried applying the example to a different setting.