Lubin, Miles; Hall, J.; Petra, Cosmin; Anitescu, Mihai - In: Computational Optimization and Applications 55 (2013) 3, pp. 571-596
can provide important sensitivity information. Our approach exploits the dual block-angular structure of these problems … or supercomputers. While this paper focuses on stochastic LPs, the work is applicable to all problems with a dual block-angular … algebra for dual block-angular LP problems when solved by using the revised simplex method and a novel parallel scheme for …