# StructJuMP with Monte Carlo sampling and benders decomposition

**URL:** <https://discourse.julialang.org/t/structjump-with-monte-carlo-sampling-and-benders-decomposition/5377>\
**Category:** Optimization (Mathematical)\
**Tags:** question\
**Created:** [August 14, 2017, 1:44pm UTC](https://discourse.julialang.org/t/structjump-with-monte-carlo-sampling-and-benders-decomposition/5377 "2017-08-14T13:44:46Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![UserMorocco](https://avatars.discourse-cdn.com/v4/letter/u/ee59a6/32.png) [@UserMorocco](https://discourse.julialang.org/u/UserMorocco)\
**Post date:** [August 14, 2017, 1:44pm UTC](https://discourse.julialang.org/t/structjump-with-monte-carlo-sampling-and-benders-decomposition/5377/1 "2017-08-14T13:44:46Z")

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Hello Julia community,

Can we implement Monte Carlo sampling within a benders decomposition algorithm for stochastic linear programs in Julia package StructJuMP ?

Thank you !

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**Author:** ![blegat](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/blegat/32/217090_2.png) [@blegat](https://discourse.julialang.org/u/blegat)\
**Post date:** [August 15, 2017, 11:39am UTC](https://discourse.julialang.org/t/structjump-with-monte-carlo-sampling-and-benders-decomposition/5377/2 "2017-08-15T11:39:34Z")

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Hello @UserMorocco,

You can solve a StructJuMP model with Monte Carlo sampling using [StructDualDynProg](https://github.com/blegat/StructDualDynProg.jl). You can find examples [here](http://blegat.github.io/StructDualDynProg.jl/latest/quickstart/) and [here](http://blegat.github.io/StructDualDynProg.jl/latest/tutorial/). Please let me know if something is not clear or if you need more info 😉  
Note that this kind of problem can also be modeled with [StochDynamicProgramming](https://github.com/JuliaOpt/StochDynamicProgramming.jl) or [SDDP](https://github.com/odow/SDDP.jl).