When the Pareto solution space is piecewise continuous,the multi-objective optimization algorithm based on the min-max strategy and the pre-set weights may result in the search of the best value by each generation in non-optimal area.In order to solve this problem,a novel judge mechanism is proposed to estimate whether there exists an optimal solution in the Pareto solution space according to the solution set selected in different directions,and the search area is thus adjusted.Moreover,in order to avoid local convergence and prematurity of the proposed algorithm,a direction selection search method based on the external storage mechanism is put forward.Finally,the proposed algorithm is used to test some common multi-objective test functions and some difficult multi-objective test functions in CEC2009 Race.The results indicate that the algorithm is effective.