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Performance indicators in multiobjective optimization

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  • Audet, Charles
  • Bigeon, Jean
  • Cartier, Dominique
  • Le Digabel, Sébastien
  • Salomon, Ludovic

Abstract

In recent years, the development of new algorithms for multiobjective optimization has considerably grown. A large number of performance indicators has been introduced to measure the quality of Pareto front approximations produced by these algorithms. In this work, we propose a review of a total of 63 performance indicators partitioned into four groups according to their properties: cardinality, convergence, distribution and spread. Applications of these indicators are presented as well.

Suggested Citation

  • Audet, Charles & Bigeon, Jean & Cartier, Dominique & Le Digabel, Sébastien & Salomon, Ludovic, 2021. "Performance indicators in multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 292(2), pages 397-422.
    • Handle: RePEc:eee:ejores:v:292:y:2021:i:2:p:397-422
    DOI: 10.1016/j.ejor.2020.11.016
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    9. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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