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Exploring the Performance of Stochastic Multiobjective Optimisers with the Second-Order Attainment Function

2005; Springer Science+Business Media; Linguagem: Inglês

10.1007/978-3-540-31880-4_18

1611-3349

Carlos M. Fonseca, Viviane Grunert da Fonseca, Luís Paquete,

Probabilistic and Robust Engineering Design

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.