A set of staircase linear programming test problems

Cited in

(22)

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Finite master programs in regularized stochastic decomposition
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Parallel interior-point method for linear and quadratic programs with special structure
Efficient solution of two-stage stochastic linear programs using interior point methods
Extending and solving a multiperiod congested network flow model
Comparative performance of advanced microcomputer LP systems
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On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
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Implementation of a Double-Basis Simplex Method for the General Linear Programming Problem
The method of double truncation in the decomposition of large-scale problems
Revised dantzig-wolfe decomposition for staircase-structured linear programs
Solving staircase linear programs by the simplex method, 1: Inversion
Solving staircase linear programs by the simplex method, 2: Pricing
MSLiP: A computer code for the multistage stochastic linear programming problem

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