Algorithm 2 The PSO-MO algorithm

Input:${\overline{\mathit{g}}}_n,\overline{\mathit{h}},{\tilde{\mathit{g}}}_n,\tilde{\mathit{h}}$

1:  Initialize $\overline{\mathit{\varphi }},{\tilde{\mathit{\phi }}}_n, i=0$

2:  Optimize $\mathit{a}$ by solving problem (10) via the PSO algorithm

3:    repeat:

4:                 Initialize ${\tilde{\mathit{\phi }}}_n$ according to (18)

5:                 Compute $\overline{\mathit{\varphi }}$ according to Algorithm 1

6:                 Compute ${\tilde{\mathit{\phi }}}_n$ according to (25)

7:                 $i\leftarrow i+1$

8:    until a stopping condition is satisfied

Output:  $\mathit{a},$ $\overline{\mathit{\varphi }},$ ${\tilde{\mathit{\phi }}}_n$