A new two-layer multi-objective compatible control algorithm is proposed for a class of control problems with two conflicting control objectives, control error and energy consumption. The first layer is devoted to obtaining a user's desired controlled objectives region, assured to be not only achievable but also Pareto-optimal. The second layer is devoted to designing an effective controller by optimizing the most important controlled objective (such as the energy consumption), subject to system constraints from the controlled objectives region in the first layer. This control algorithm provides an effective robust controller design method for multi-objective control problems with precise models and uncertain initial conditions. Simulations illustrate that the two-layer multi-objective compatible control (MOCC) algorithm has some advantages over traditional multi-objective control methods.