In order to select a benchmark to test, I consider really important understand the problem to resolve or analyze. Every benchmark let us to test some characteristic in particular (velocity of convergence, accuracy, etc.) "A Review of Multiobjective Test Problems and a Scalable Test Problem Toolkit" from Simon Huband, Philip Hingston, Luigi Barone Lyndon While is good reference to find the benchmark that you need.

You can also take a look at "A Benchmark Study of Multi-Objective Optimization Methods" by N. Chase, M. Rademacher, E. Goodman, R. Averill and R. Sidhu.

Anibal, I read the paper "A Benchmark Study of Multi-Objective Optimization Methods" by N. Chase, M. Rademacher, E. Goodman, R. Averill and R. Sidhu, and it really looks like commercial advertising.