Research Article
p-Optimality-Based Multiobjective Root System Growth Algorithms for Multiobjective Applications
Table 3
Comparison of performance on MV portfolio model.
| MV portfolio model | p-MORSGA | NSGA-II | MOEA/D |
| Hypervolume indicator | Max | 1.13e − 01 | 3.95e − 02 | 3.44e − 02 | Min | 4.20e − 02 | 2.04e − 02 | 9.93e − 03 | Avg | 8.74e − 02 | 2.45e − 02 | 1.57e − 02 | Std | 5.46e − 01 | 4.77e − 02 | 7.82e − 02 |
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