It is not a good solution to remove the scratch and obviously it will damage the anti-glare coating. If the scratch is minor, you can try to use some toothpaste and rub it on the lens with a piece of clean and soft cloth.
The most popular remedy for plastic lens scratches is a glass-etching product called Armor Etch. Armor Etch removes the anti-glare and anti-scratch coatings on plastic lenses, leaving the original plastic lens intact. Because it is a glass-etching chemical, it does not affect plastic but must not be used on glass lenses. Other abrasive products like cleansers also remove the lens coatings without harming the original plastic lens beneath. Care must be taken to not change the thickness of the surface as it is cleaned and polished. Any product or procedure that changes the surface of an eyeglass lens can also change the refraction and effectiveness of that lens.