How to interpret a discontinuity in 2D Pareto Frontier? I've solved a bi-objective optimization problem by means of NOMAD solver from OPTI Toolbox and as a result I've obtained a Pareto frontier:

How to interpret the visible "gap" in the Pareto frontier?
 A: I will try to answer myself.
Consider the Schaffer function no. 2:
$\begin{cases}
      f_{1}\left(x\right) & = \begin{cases}
                                -x,   & \text{if } x \le 1 \\
                                 x-2, & \text{if } 1 < x \le 3 \\
                                 4-x, & \text{if } 3 < x \le 4 \\
                                 x-4, & \text{if } x > 4 \\
                              \end{cases} \\
      f_{2}\left(x\right) & = \left(x-5\right)^{2} \\
\end{cases}$
It is shown in the following figure:

For such objective functions the Pareto frontier is discontinuous:

If then one denotes on the function plot the corresponding point from the Pareto frontier we obtain:

One can observe that each "part" of Pareto frontier correspond to vicinity of minima of the objective functions. If, now, one considers point $x=2$ it can be observed that for greater $x$ value of $f_1$ e.g. $f_1(2.1)$ is equal to $f_1(4.1)$, but value of $f_2$ decreases significantly. So from optimality point of view this "switch" gives better solution, but results in a discontinuity in the Pareto front.
