Birge, John R.; Qi, Liqun - In: Management Science 34 (1988) 12, pp. 1472-1479
We present a variant of Karmarkar's algorithm for block-angular structured linear programs, such as stochastic linear programs. By computing the projection efficiently, we give a worst-case bound on the order of the running time that can be an order of magnitude better than that of Karmarkar's...