A Weakly Pareto Compliant Quality Indicator

Abstract

In multi‐ and many‐objective optimization problems, the optimization target is to obtain a set of non‐dominated solutions close to the Pareto‐optimal front, well‐distributed, maximally extended and fully filled. Comparing solution sets is crucial in evaluating the performance of different optimization algorithms. The use of performance indicators is common in comparing those sets and, subsequently, optimization algorithms. Therefore, an effective performance indicator must encompass these features as a whole and, above all, it must be Pareto dominance compliant. Unfortunately, some of the known indicators often fail to properly reflect the quality of a solution set or cost a lot to compute. This paper demonstrates that the Degree of Approximation (DOA) quality indicator is a weakly Pareto compliant unary indicator that gives a good estimation of the match between the approximated front and the Pareto‐optimal front.