Named sets defined in a Microsoft SQL Server Analysis Services cube are not imported with the cube structure and are not available directly for filtering in Strategy 10.x reports. The import of named sets is logged with Strategy Technology for consideration for a future release.
If the named set exists over a single attribute, however, it is possible to use a custom MDX metric to test attribute elements for membership in the named set. Strategy reports can then use the metric for filtering.
Consider a very simple named set defined as follows.

{
...&,
...&,
...&,
...&,
...&
}
To use the set for filtering in Strategy 10.x, create a compound metric in the cube such as the following:

"IIf(Intersect({ Ancestor(..CurrentMember, ..) }, ).Count > 0, 1, 0)" {}
Abstractly:
"IIf(Intersect({ Ancestor(..CurrentMember, ..) }, ).Count > 0, 1, 0)" {}
Notes on this metric formula
Filtering using the named set metric
It is generally recommended to use an attribute-level metric qualification to control the attribute elements passed into the filter.
