Mathematical Problems in Engineering

Research Article

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

Interval-fast-nondominated-sort(P).

Input: A population P in which each individual is an interval vector representing a portfolio
Output: Individuals of P sorted in dominance fronts according to their level of dominance
1. Inicialize: , , ,
2. for each do
3.
4.
5. for each do
6. if then
7.
8. else if then
9.
10. if then
11.
12.
13. while do
14.
15. for each do
16. for each do
17.
18. if then
19.
20.
21. return