Performance indicators in multiobjective optimization

Charles Audet (1) , J Bigeon (2) , D Cartier , Sébastien Le Digabel (1) , Ludovic Salomon (1)

1 GERAD - Groupe d’études et de recherche en analyse des décisions
2 G-SCOP_SIREP - Système d’Information, conception RobustE des Produits

In the recent years, the development of new algorithms for multiobjective optimization has considerably grown. A large number of performance ndicators has been introduced to measure the quality of Pareto fronts approximations produced by these algorithms. In this work, we propose a review of a total of 57 performance indicators partitioned into four groups according to their properties: cardinality, convergence, distribution and spread. Applications of these indicators are presented as well.

Mots clés: multiobjective optimization; quality indicators; performance indicators

Domaines: Optimisation et contrôle [math.OC]

Charles Audet, J Bigeon, D Cartier, Sébastien Le Digabel, Ludovic Salomon. Performance indicators in multiobjective optimization. 2020. ⟨hal-02464750⟩