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