Multi-Swarm Multi-Objective Optimizer Based on -Optimality Criteria for Multi-Objective Portfolio Management

Table 2

Comparison of performance on ZDT3.

ZDT3		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D	NSGA-II	MODE	MOEA/D	M^2OABC
Converge Metric	Max	1.28e-04	2.86e-04	4.34e-04	2.26e-02	2.05e-02	3.05e-02	4.64e-03
	Min	5.37e-05	2.04e-05	3.96e-04	1.09e-02	5.51e-03	7.40e-03	3.55e-03
	Avg	8.59e-05	2.51e-05	4.15e-04	2.03e-02	1.76e-02	8.62e-03	4.07e-03
	Std	3.00e-05	4.92e-04	1.59e-05	5.71e-02	7.85e-03	6.30e-02	3.23e-04
Diversity Metric	Max	6.40e-02	6.52e-02	1.28e-01	6.59e-02	9.82e-02	1.32e-01	6.71e-02
	Min	3.79e-02	5.65e-02	5.65e-02	4.63e-02	5.85e-02	6.55e-02	5.57e-02
	Avg	4.62e-02	6.24e-02	7.69e-02	5.21e-02	7.73e-02	8.45e-02	6.27e-02
	Std	2.49e-03	2.31e-03	1.42e-02	3.85e-03	7.42e-03	1.80e-02	1.39e-02