This research article explores on multi-objective optimization methods namely multi-objective model optimization, global criterion method, bounded objective function method, lexicon-graphic method etc. The multiplier problem proposed by Charnes, Cooper and Rhodes (CCR) problem has been discussed in this paper. Own efficiency and cross efficiency of DMU‘s are defined here. Aggressive formulation of cross efficiency and benevolent formulation of cross efficiency have been proposed in this article. Besides MCDEA and MOLP problems are presented. The global efficiency approach of a multi objective model and the concept of super efficiency which works as a tool to develop the discriminating power of DEA in the presence of efficiency DMU‘s are depicted here. © IJSTR 2020.