well if you want the most realistic effect its to have 3D artists match locators in the spots you need to have strings on both the person and above. once this is achieved they can constrain the end points of either weight rigged strings OR ncloth-based strings to simulate good sets of tension and slack in a more natural manner. they can then render this for you with the proper lighting and shadowing to match your scene which you can then later composite into the actual scene.
all in all its going to still be a good load of work compositing wise to look as though the strings are actually attached to your dancers. things like giving little tugs on the clothing or skin using warp tools, crossing strings in front and behind your subjects, adding shadow points on the string based on lighting and subject movement, etc.
do you have a piece of the footage? i wouldnt mind seeing just from a curiousity standpoint haha