Performance indicators in multiobjective optimization

Charles Audet (1) , Jean Bigeon (2) , Dominique Cartier (1) , 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 recent years, the development of new algorithms for multiobjective optimization has considerably grown. A large number of performance indicators has been introduced to measure the quality of Pareto front approximations produced by these algorithms. In this work, we propose a review of a total of 63 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]; Recherche opérationnelle [math.OC]

Charles Audet, Jean Bigeon, Dominique Cartier, Sébastien Le Digabel, Ludovic Salomon. Performance indicators in multiobjective optimization. European Journal of Operational Research, 2020, 292 (2), pp.397-422. ⟨10.1016/j.ejor.2020.11.016⟩. ⟨hal-03048871⟩