Use dynamic sets. For an example see:
http://amsterdamoptimization.com/pdf/benders.pdf
Erwin
On Apr 3, 5:39=A0pm, Bernardo Pagnoncelli
> Hello everyone,
>
> I am a beginner user of GAMS and I have a simple question. I am trying
> to implement a cutting plane method. I have a stopping criteria so I
> am using while as the conditional. The problem is that in each
> iteration I need to include a new equation on my model, which is the
> new cut obtained. It seems that Equation and Model statements can not
> go inside a loop or a while.
> How do I deal with this problem?
>
> Many thanks,
> Bernardo