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

Table 5

Comparison of performance on DTLZ2.

DTLZ2		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D	NSGA-II	MODE	MOEA/D	M^2OABC
Converge Metric	Max	3.02e-03	7.13e-04	5.67e-03	6.51e-02	7.97e-02	6.27e-02	3.10e-03
	Min	2.88e-03	2.30e-05	6.80e-05	3.05e-02	7.50e-04	1.58e-03	2.56e-03
	Avg	2.96e-03	1.96e-04	4.06e-04	4.15e-02	1.79e-03	5.51e-03	2.85e-03
	Std	6.30e-04	8.48e-05	5.87e-04	8.10e-03	2.11e-02	1.01e-02	1.54e-04
Diversity Metric	Max	4.60e-02	4.64e-02	7.61e-02	6.73e-01	4.92e-01	9.98e-01	4.66e-02
	Min	3.37e-02	3.75e-02	2.16e-02	3.85e-01	4.23e-01	2.88e-01	3.95e-02
	Avg	4.46e-02	4.21e-02	4.76e-02	5.07e-01	4.77e-01	5.39e-01	4.30e-02
	Std	1.97e-03	1.88e-03	7.12e-03	5.32e-02	7.81e-02	1.29e-01	2.27e-03