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We suggest a novel approach for the efficient and reliable approximation of the Pareto front of sufficiently smooth unconstrained bi-criteria optimization problems. Optimality conditions formulated for weighted sum scalarizations of the problem yield a description of (parts of) the Pareto front as a parametric curve, parameterized by the scalarization parameter (i.e., the weight in the weighted sum scalarization). Its sensitivity w.r.t. parameter variations can be described by an ordinary differential equation (ODE). Starting from an arbitrary initial Pareto optimal solution, the Pareto front can then be traced by numerical integration. We provide an error analysis based on Lipschitz properties and suggest an explicit Runge-Kutta method for the numerical solution of the ODE. The method is validated on bi-criteria convex quadratic programming problems for which the exact solution is explicitly known, and numerically tested on complex bi-criteria shape optimization problems involving finite element discretizations of the state equation.