Many times, our optimization problems are multi-objective. We want a satisfactory compromise between certain extremes. The fundamental concepts for tackling this situation comes from V. Pareto (and other scientists). The chapter rapidly considers these concepts, with graphical illustrations and MATLAB programs. Then, it focuses on scalarization approaches. It continues with goals and preferences, and then the chapter considers some, extensions of the problem, like nonlinear problems, or those involving integer variables. After all that, a new territory is explored, in relation with multicriteria decisions. Typically, this is a field corresponding to Wall Street, financial activities, company strategies, etc. In this context, it is more convenient to devise interactive tools. This is an effervescent world, where heuristic evolutionary methods are finding good opportunities.