Setting up a Two-Stage Stochastic Program for a server farm problem

2SP_Setup.py

import numpy as np
import gurobipy as gp
from gurobipy import GRB

## First Stage Constants
i = np.array([6,14,27])
s = np.array([1,5,3])
B = 1000
S = 100
## Second Stage Constants
K = 50 # Number of scenarios
d_xi = np.array([
    np.random.normal(70,10,K),
    np.random.normal(8,2,K),
    np.random.normal(15,4,K)
])
c = np.array([7,18,30])
p = np.array([1.0/K]*K) # Probability of a scenario happening