Research Article
p-Optimality-Based Multiobjective Root System Growth Algorithms for Multiobjective Applications
Table 4
Comparison of performance on return-risk-cost portfolio model.
| | Return-risk-cost portfolio model | p-MORSGA | NSGA-II | MOEA/D |
| | Hypervolume indicator | Max | 1.49e + 00 | 5.41e − 01 | 6.37e − 01 | | Min | 3.63e − 01 | 9.86e − 02 | 7.02e − 02 | | Avg | 8.17e − 01 | 1.07e − 01 | 2.83e − 01 | | Std | 3.95e − 01 | 2.59e − 01 | 3.91e − 01 |
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