Unfortunately, there is no way to MAKE another person do something. What we as human beings fail to realize is that we cannot control anybody but ourselves. While I don't know the circumstances behind why your finance left, it appears that you need to re-think your situation. Do you really want to be with somone who doesn't want to be with you?? I don't ask this to be mean, I ask because we neglect to see that sometimes it's not us that are the problem but rather the problem is the person who walked away from the relationship. There is likely nothing wrong with you and it could be something that's wrong with him; so he could be doing you a favor by ending the relationship.
With that said, it's possible once you've moved on, and met someone even better for you, your ex will come back and see that he's made a mistake. But this is not always the case. The best thing you can do for yourself is keep yourself busy; find new hobbies, make some new friends, and if necessary, seek out a counselor to speak with. The sooner you are able to let go from your past, the sooner you can move on with your life and meet the real or better Mr. Right.