@Manuel 

#1. As your constraint as two signs (<= and , you will need to declare two constraints. Use single quotes to refer to individual elements in your set. 

con1 with definition X(‘1’) >= 50

con2 with definition X(‘2’) <= 250

You can also extend this with the index, say you want X(2), X(3), X(4) to be <= 250 then 

Constraint conIndex {

    IndexDomain: i|ord(i) >= 2 and ord(i) <= 4;

    Definition: X(i) <= 250

}

Ord is the function which returns the position of the element in the set. Here, I assume your set starts at 1 - {1, 2, 3, 4, 5 ..} 

#2. You can look at these two examples for implementations of stochastic programming and bender’s decomposition in AIMMS. 

https://www.aimms.com/english/developers/resources/examples/modeling-book-examples/power-system-expansion/

https://www.aimms.com/english/developers/resources/examples/functional-examples/stochastic-programming/

Note that MainExecution is just a procedure which is linked to a keyboard shortcut, you can create new procedures as well. 

Thank you very much. 

I'm going to check that. 

Best regards. 

@mohansx