The formation of project portfolio is a multi-objective problem that has a high impact on public
and private organizations, and has generally been addressed by evolutionary algorithms. They often seek
an approximation of the Pareto front, and then the decision maker must choose an only solution from the
set. This is not a difficult task when you have to select a solution from a small set evaluated in two or three
objectives. But when the set of solutions grows, or the number of objectives increases, the choice is often a
complicated process. It is necessary to present the decision maker only the subset of the Pareto front
according to your preferences. This paper describes an optimization algorithm that steers the search
process towards such solutions. The performance of the algorithm is evaluated with respect to the most
related algorithm found in the state of the art.