Exploring the performance of stochastic multiobjective optimisers with the second-order attainment function

Authors:
Carlos M. Fonseca;Viviane Grunert da Fonseca;Luís Paquete
Affiliations:
CSI – Centro de Sistemas Inteligentes, Faculdade de Ciências e Tecnologia, Universidade do Algarve, Faro, Portugal;CSI – Centro de Sistemas Inteligentes, Faculdade de Ciências e Tecnologia, Universidade do Algarve, Faro, Portugal;Fachgebiet Intellektik, Fachbereich Informatik, Technische Universität Darmstadt, Darmstadt, Germany
Venue:
EMO'05 Proceedings of the Third international conference on Evolutionary Multi-Criterion Optimization
Year:
2005

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Abstract

The attainment function has been proposed as a measure of the statistical performance of stochastic multiobjective optimisers which encompasses both the quality of individual non-dominated solutions in objective space and their spread along the trade-off surface. It has also been related to results from random closed-set theory, and cast as a mean-like, first-order moment measure of the outcomes of multiobjective optimisers. In this work, the use of more informative, second-order moment measures for the evaluation and comparison of multiobjective optimiser performance is explored experimentally, with emphasis on the interpretability of the results.