known as block-angular linear ratio programming solve the problem. A case study demonstrates that using stochastic soft time …

known as block-angular linear ratio programming solve the problem. A case study demonstrates that using stochastic soft time …

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 …

rise to six different primal block-angular structures of the constraint matrices. The resulting linear programming problems … of the most efficient approaches for some classes of block-angular problems. The effect of quadratic regularizations is … also analyzed, showing that for three of the six primal block-angular structures the performance of PCG is guaranteed to …