<Para ID="Par1">This paper introduces three novel techniques for updating the invertible representation of the basis matrix when solving practical sparse linear programming problems using a high performance implementation of the dual revised simplex method, being of particular value when suboptimization is...</para>

We present a parallelization of the revised simplex method for large extensive forms of two-stage stochastic linear programming (LP) problems. These problems have been considered too large to solve with the simplex method; instead, decomposition approaches based on Benders decomposition or, more...