1. A method for multi-objective portfolio analysis using Pareto Sorting Evolutionary Algorithms, the method comprising the steps of: (a) randomly drawing an initial population of individual portfolio allocations that are generated from a portfolio allocations archive by using a combination of linear programming and sequential linear programming algorithms using a processor of a computing device; (b) passing the initial population of portfolio allocations through a dominance filter to identify a non-dominated subset of parent portfolio allocations using the processor of the computing device; (c) committing the non-dominated subset of parent portfolio allocations to a non-dominated portfolio allocations archive using the processor of the computing device; (d) randomly combining matched pairs of parent portfolio allocations to create offspring portfolio allocations using the processor of the computing device; (e) passing the offspring portfolio allocations through the dominance filter to identify a non-dominated subset of offspring portfolio allocations using the processor of the computing device; (f) combining the non-dominated subset of parent portfolio allocations with the non-dominated subset of offspring portfolio allocations into a larger set of portfolio allocations using the processor of the computing device; (g) passing the larger set of portfolio allocations through a non-crowding filter to identify a reduced subset of portfolio allocations using the processor of the computing device; (h) creating a new population of individual portfolio allocations from the reduced subset of portfolio allocations using the processor of the computing device; (i) updating the non-dominated portfolio allocations archive with the new population of individual portfolio allocations using the processor of the computing device; (j) repeating steps (a) through (i) for a plurality of generations using the processor of the computing device; and (k) passing the updated non-dominated portfolio allocations archive through the dominance filter to generate an interim efficient frontier in a portfolio performance space having at least three-dimensions using the processor of the computing device, the interim efficient frontier being used in investment decisions.