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arXiv · 2506.18004

ROBBO: An Efficient Method for Pareto Front Estimation with Guaranteed Accuracy

Roberto Boffadossi·Marco Leonesio·Lorenzo Fagiano
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Abstract

A new method to estimate the Pareto Front (PF) in bi-objective optimization problems is presented. Assuming a continuous PF, the approach, named ROBBO (RObust and Balanced Bi-objective Optimization), needs to sample at most a finite, pre-computed number of PF points. Upon termination, it guarantees that the worst-case approximation error lies within a desired tolerance range, predefined by the decision maker, for each of the two objective functions. Theoretical results are derived, about the worst-case number of PF samples required to guarantee the wanted accuracy, both in general and for specific sampling methods from the literature. A comparative analysis, both theoretical and numerical, demonstrates the superiority of the proposed method with respect to popular ones. The approach is finally showcased in a constrained path-following problem for a 2-axis positioning system and in a steady-state optimization problem for a Continuous-flow Stirred Tank Reactor. An open demo implementation of ROBBO is made available online.

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Roberto Boffadossi, Marco Leonesio, Lorenzo Fagiano. 2025-06-22. ROBBO: An Efficient Method for Pareto Front Estimation with Guaranteed Accuracy. https://arxiv.org/abs/2506.18004

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