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...

For stochastic mixed-integer programs, we revisit the dual decomposition algorithm of Caroe and Schultz from a computational perspective with the aim of its parallelization. We address an important bottleneck of parallel execution by identifying a formulation that permits the parallel solution...