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

Table 3

Comparison of performance on ZDT4.

ZDT4		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D	NSGA-II	MODE	MOEA/D
Converge Metric	Max	1.14e-02	7.51e-03	9.41e-03	1.21e-01	7.68e-02	9.93e-02
	Min	1.01e-02	1.12e-03	1.62e-03	2.40e-02	1.97e-03	3.01e-02
	Avg	1.04e-02	2.61e-03	4.77e-03	3.69e-02	1.64e-02	4.78e-02
	Std	5.78e-04	1.14e-02	1.56e-02	1.44e-02	2.05e-02	2.41e-02
Diversity Metric	Max	7.91e-02	9.87e-02	1.19e-01	1.09e-01	1.68e-01	1.18e-01
	Min	6.13e-02	4.90e-02	7.05e-02	6.32e-02	9.05e-02	8.24e-02
	Avg	6.63e-02	7.02e-02	9.81e-02	8.93e-02	9.08e-02	1.00e-01
	Std	7.36e-03	8.87e-03	6.78e-03	1.12e-02	1.64e-01	6.89e-03