I want to find the point on the pareto front (obtained with the epsilon constraint method) that has the minimum distance from the utopia point.
How can I do this in aimms?
Best answer by mohansx
An example is here: Goal Programming — AIMMS How-To
@sjatty what difficulties are you having with implementing epsilon constraint method ? It is fairly straight forwad. If you have two objectives, y1 and y2, you introduce an additional constraint that limits the value of y2, say y2 <= epsilon2 and then use y1 as the objective function in the math program that you are solving. Or vice versa, solve for minimizing y2 and introduce an epsilon constraint for y1.