I have found the answer. I post it here for other people who are new to this
topic (like myself

)
In AS2000 expand the database where your cube is in. Select the folder
shared dimensions (right under the cubes folder) and there you find the
dimensions in the state when you created them. Now edit the dimension which
got new values in the datafiles and make an incremental update. After this
procedure your cube is up to date