An Interval-Based Evolutionary Approach to Portfolio Optimization of New Product Development Projects

Algorithm 1

I-NSGA-II.

Input: ,

Output: of the last iteration of the algorithm

1. Initialize: ,

2. for to do

3.  

4.  ←interval-fast-non-dominated-sort()

5.  , ←

6.  while

7.   interval-crowding-distance-assignment()

8.   

9.   

10.  end while

11.  interval-crowding-distance-sort(, ) //ascending sorting by crowding distance

12.  

13.  ←make-new-population()

14. end for

15. return