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

Table 6

Comparison of performance on DTLZ3.

DTLZ3		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D	NSGA-II	MODE	MOEA/D
Converge Metric	Max	4.10e-02	1.05e-01	8.26e-01	6.56e-01	1.08e+00	1.02e+00
	Min	3.48e-02	1.86e-03	6.73e-02	5.08e-02	1.53e-01	1.78e-01
	Avg	3.92e-02	4.70e-02	1.84e-01	1.21e-01	3.72e-01	3.60e-01
	Std	2.55e-01	1.23e-01	1.24+00	8.65e-01	2.38e+00	2.6+00
Diversity Metric	Max	6.97e-02	4.67e-02	1.21e-01	1.24e-01	4.81e-02	1.27e-01
	Min	4.21e-02	3.49e-02	2.70e-02	4.54e-02	3.61e-02	3.45e-02
	Avg	5.87e-02	3.75e-02	8.00e-02	9.42e-02	4.16e-02	8.02e-02
	Std	7.35e-03	2.62e-03	1.52e-02	2.07e-02	2.81e-03	2.06e-02