Research Article
Design and Solution of a Surrogate Model for Portfolio Optimization Based on Project Ranking
Input: , , max_iter, | Output: The new set of portfolios NS | Begin PROCEDURE | (1) Initialize Iter = 0, pheromone matrix and | (2) Construct an initial portfolio | (3) Repeat | (4) Initialize | (5) <- GenerateFeasibleSolutions() | (6) <- Perform local search to the set | (7) Calculate objective functions of Problem (2) on the set | (8) <- Generate non-dominated fronts on | (9) Updating the pheromone matrix with the set | (10) Assign | (11) iter = iter + 1 | (12) until (iter = max_iter) | (13) <- Generate non-dominated fronts on | (14) returnāā | End PROCEDURE |
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