Research Article

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

Table 4

Comparison of performance on ZDT6.

ZDT6p-MSNSGA-IIp-MSMODEp-MSMOEA/DNSGA-IIMODEMOEA/DM2OABC

Converge MetricMax3.87e-056.45e-046.74e-047.72e-027.37e-027.01e-021.76e-03
Min2.39e-052.71e-053.21e-045.31e-022.72e-035.09e-029.64e-05
Avg2.95e-052.89e-044.30e-046.98e-023.71e-025.48e-025.03e-04
Std6.08e-061.10e-057.63e-056.52e-032.17e-026.45e-037.40e-01

Diversity MetricMax7.51e-027.32e-021.01e-011.12e+001.24e+001.16e+001.18e-01
Min5.87e-024.08e-026.76e-026.12e-019.31e-016.19e-016.08e-02
Avg6.37e-025.68e-028.14e-028.35e-019.99e-018.96e-017.96e-02
Std1.26e-034.03e-032.06e-031.08e-011.91e-021.87e-011.93e-02