I am planning to build a goal programing model to calculate a value of specific composite index for each country. what is the best statistical package to solve a goal programming model? Is it the R or GAMS?
All Optimization Software (AMPL, GAMS, LINGO) can be used to model a goal programming problem. The difficult part is to assign the weights to different objective functions , as its is left to model's judgement and there is no software that assign the weights. I have no experience of use optimization with R.