The Averaged Hausdorff Distances in Multi-Objective Optimization: A Review

Abstract

A brief but comprehensive review of the averaged Hausdorff distances that have recentlybeen introduced as quality indicators in multi-objective optimization problems (MOPs) is presented.First, we introduce all the necessary preliminaries, definitions, and known properties of thesedistances in order to provide a stat-of-the-art overview of their behavior from a theoretical pointof view. The presentation treats separately the definitions of the (p, q)-distances GDp,q, IGDp,q, and Δp,q for finite sets and their generalization for arbitrary measurable sets that covers as an importantexample the case of continuous sets. Among the presented results, we highlight the rigorousconsideration of metric properties of these definitions, including a proof of the triangle inequalityfor distances between disjoint subsets when p, q ≥ 1, and the study of the behavior of associatedindicators with respect to the notion of compliance to Pareto optimality. Illustration of these resultsin particular situations are also provided. Finally, we discuss a collection of examples and numericalresults obtained for the discrete and continuous incarnations of these distances that allow for anevaluation of their usefulness in concrete situations and for some interesting conclusions at the end,justifying their use and further study.