Convergence speed in multi‐objective metaheuristics: Efficiency criteria and empirical study

Abstract Solving optimization problems using a reduced number of objective function evaluations is an open issue in the design of multi‐objective optimization metaheuristics. The usual approach to analyze the behavior of such techniques is to choose a benchmark of known problems, to perform a predetermined number of function evaluations, and then, apply a set of performance indicators in order to assess the quality of the solutions obtained. However, this sort of methodology does not provide any insights of the efficiency of each algorithm. Here, efficiency is defined as the effort required by a multi‐objective metaheuristic to obtain a set of non‐dominated solutions that is satisfactory to the user, according to some pre‐defined criterion. Indeed, the type of solutions of interest to the user may vary depending on the specific characteristics of the problem being solved. In this paper, the convergence speed of seven state‐of‐the‐art multi‐objective metaheuristics is analyzed, according to three pre‐defined efficiency criteria. Our empirical study shows that SMPSO (based on a particle swarm optimizer) is found to be the best overall algorithm on the test problems adopted when considering the three efficiency criteria. Copyright © 2010 John Wiley & Sons, Ltd.