Abstract Aiming at the vulnerability of traditional mathematical programming theory on multi-objective optimization in practical engineering optimization problem and some of the existing defective of multi-objective optimization methods in application, an improved particle swarm optimization combined with grey decision to make multi-objective optimization was put forward. A multi-objective optimization software was developed which was convenient for engineering application by using MATLAB and VB based on the above multi-objective optimization method. The software was applied to do multi-objective parameter optimization on roadheader shovel plate. By doing so, it verifies the feasibility of this method and provides convenience and reference to deal with multi-objective optimization problems in engineering practice.