2025/06/22 by Boffadossi, Roberto, Leonesio, Marco, Fagiano, Lorenzo
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.2506.18004
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.