Credibilistic Mean-Semi-Entropy Model for Multi-Period Portfolio Selection with Background Risk

. 2019 Sep 26;21(10):944. doi: 10.3390/e21100944

Algorithm 1 Constrained non-dominated sorting.

1:
Classify feasible and infeasible groups in the population by Equation (37)
2:
For $p = 1$ to $f e a s i b l e_p o p u l a t i o n$ do
3:
Calculate $S_{p}$ , a set of solutions that the $p - t h$ individual dominates
4:
Calculate $n_{p}$ , the number of individuals that dominate the $p - t h$ individual
5:
End for
6:
Create first front whose $n_{p} = 0$
7:
While ( $n_{p} > 0$ )
8:
Create subsequent fronts by traversing $S_{p}$
9:
Crowding distance assignment by Equation (38)
10:
End While
11:
For $q = 1$ to $i n f e a s i b l e_p o p u l a t i o n$ do
12:
Sort infeasible individual by Equations (36) and (37)
13:
End for
14:
Combine the feasible and infeasible solutions