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This paper proposes an improved epsilon constraint handling method embedded in the multi-objective evolutionary algorithm based on decomposition (MOEA/D) to solve constrained multi-objective optimization problems (CMOPs). More specifically, it dynamically adjusts the epsilon level, which is a critical parameter in the epsilon constraint method, according to the feasible ratio of solutions in the current population. In order to verify the effect of the improved epsilon constraint handling method, three algorithms - MOEA/D-CDP, MOEA/D-Epsilon, and MOEA/D-IEpsilon (MOEA/D with the improved epsilon constraint handling mechanism) are tested on nine CMOPs (CMOP1-CMOP9). The comprehensive experimental results indicate that the proposed epsilon constraint handling method is very effective on the performance of both convergence and diversity.