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

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

Algorithm 2 Update archive.

1:
Classify the population by Equation (37)
2:
Divide the archive to $A r c h i v e_{1}$ whose $C V_{t} = 0$ and $A r c h i v e_{2}$ Whose $C V_{t} \neq 0$
3:
While ( $N_{A r c h i v e_{1}} > 0$ )
4:
estimate the rank of each solution according to the Equation (37)
5:
Constrained non-dominated sorting by Algorithm 1
6:
Calculate the crowding distance by Equation (38)
7:
End While
8:
While ( $N_{A r c h i v e_{2}} > 0$ )

Sort by Equation (37)

Set the distance to $i n f$
9:
End While