An analysis of the Hypervolume Sharpe-Ratio Indicator
نویسندگان
چکیده
منابع مشابه
Hypervolume Sharpe-Ratio Indicator: Formalization and First Theoretical Results
Set-quality indicators have been used in Evolutionary Multiobjective Optimization Algorithms (EMOAs) to guide the search process. A new class of set-quality indicators, the Sharpe-Ratio Indicator, combining the selection of solutions with fitness assignment has been recently proposed. This class is based on a formulation of fitness assignment as a Portfolio Selection Problem which sees solution...
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The hypervolume indicator is widely used to guide the search and to evaluate the performance of evolutionary multi-objective optimization algorithms. It measures the volume of the dominated portion of the objective space which is considered to give a good approximation of the Pareto front. There is surprisingly little theoretically known about the quality of this approximation. We examine the m...
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In order to allow a comparison of (otherwise incomparable) sets, many evolutionary multiobjective optimizers use indicator functions to guide the search and to evaluate the performance of search algorithms. The most widely used indicator is the hypervolume indicator. It measures the volume of the dominated portion of the objective space bounded from below by a reference point. Though the hyperv...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2020
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2019.11.023