Lubin, Miles; Hall, J.; Petra, Cosmin; Anitescu, Mihai - In: Computational Optimization and Applications 55 (2013) 3, pp. 571-596
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...
