1. A method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations in a computing device to substantially cover a portfolio configuration space having a plurality of dimensions defined by the competing objectives and the plurality of constraints; performing a first multi-objective process based on the initial population and the competing objectives to generate a first interim efficient frontier in a portfolio performance space having at least three dimensions; performing a second multi-objective process based on the initial population and the competing objectives to generate a second interim efficient frontier in the portfolio performance space; and fusing the first interim efficient frontier with the second interim efficient frontier to create a fused efficient frontier for use in investment decisions.