How can I increase the strength of my Vault Dwellers?

I have a mission to increase five of the dweller's strength. It doesn't count if I just put armor on them that increases it. How do I increase strengh of Fallout Shelter?

If you open the build menu in the game, and scroll to the right, you'll see the Weight Room, which requires 24 Dwellers to unlock. You can assign Dwellers here and they will train, eventually increasing their strength. Each room after requires more Dwellers to unlock. There are additional rooms to train each of the SPECIAL stats:

• Weight Room :: Strength
• Armory :: Perception
• Athletics :: Endurance
• Lounge :: Charisma
• Classroom :: Intelligence
• Fitness :: Agility
• Game Room :: Luck

I believe there is a weight room you unlock when you reach a certain number of settlers. You will need to build it and send your dwellers there.