R2 v2: The Pareto-Compliant R2 Indicator for Better Benchmarking in Bi-Objective Optimization

Research output: Contribution to journalResearch articleContributedpeer-review

Abstract

n multiobjective optimization, set-based quality indicators are a cornerstone of benchmarking and performance assessment. They capture the quality of a set of trade-off solutions by reducing it to a scalar number. One of the most commonly used set-based metrics is the R2 indicator, which describes the expected utility of a solution set to a decision-maker under a distribution of utility functions. Typically, this indicator is applied by discretizing the latter distribution, yielding a weakly Pareto-compliant indicator. In consequence, adding a nondominated or dominating solution to a solution set may—but does not have to—improve the indicator’s value. In this paper, we reinvestigate the R2 indicator under the premise that we have a continuous, uniform distribution of (Tchebycheff) utility functions. We analyze its properties in detail, demonstrating that this continuous variant is indeed Pareto-compliant; that is, any beneficial solution will improve the metric’s value. Additionally, we provide efficient computational procedures that (a) compute this metric for bi-objective problems in
⁠, and (b) can perform incremental updates to the indicator whenever solutions are added to (or removed from) the current set of solutions, without needing to recompute the indicator for the entire set. As a result, this work contributes to the state-of-the-art Pareto-compliant unary performance metrics, such as the hypervolume indicator, offering an efficient and promising alternative.

Details

Original languageEnglish
Pages (from-to)1-17
Number of pages17
JournalEvolutionary Computation
Volume2025
Publication statusPublished - 9 Dec 2025
Peer-reviewedYes

External IDs

ORCID /0000-0003-3929-7465/work/203070452
ORCID /0000-0003-2862-1418/work/203070843
unpaywall 10.1162/evco.a.366
Mendeley b2775917-55f0-3b69-94dc-015e097e3f52

Keywords