use scip for markowitz portfolio with chance constraint

Author: jurgen-lentz

notebooks/09/markowitz_portfolio_with_chance_constraint.ipynb

@@ -20,7 +20,7 @@
     },
     {
       "cell_type": "code",
-      "execution_count": 1,
+      "execution_count": null,
       "id": "5da22c67-5c34-4c3a-90a4-61222899e855",
       "metadata": {
         "tags": []
@@ -30,12 +30,12 @@
         "# Install AMPL and solvers\n",
         "%pip install -q amplpy pandas numpy scipy\n",
         "\n",
-        "SOLVER = \"highs\"\n",
+        "SOLVER = \"scip\"\n",
         "\n",
         "from amplpy import AMPL, ampl_notebook\n",
         "\n",
         "ampl = ampl_notebook(\n",
-        "    modules=[\"highs\"],  # modules to install\n",
+        "    modules=[\"scip\"],  # modules to install\n",
         "    license_uuid=\"default\",  # license to use\n",
         ")  # instantiate AMPL object and register magics"
       ]