It happened in the early hours of Sunday.
A woman in her late teens says she was assaulted between Heydons Lane and May Terrace between midnight and 1245am on Sunday morning.
Police are now investigating what's alleged to be a "serious" assault.
Detective Inspector Dawn Perriam: “This is an isolated and extremely rare incident and a thorough police investigation is under way.”
The area was cordoned-off until Sunday afternoon as police enquiries took place.
Witnesses, or anyone with information on the incident, is asked to contact police on 101, or email 101@dc.police.uk, quoting crime reference number CR/057720/19.
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