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In order to address complex resource management issues in grid environment, we provide a self-adaptive model, which is based on multi-objective programming. The model make use of virtues of market mechanism efficiently, meanwhile, the shortcomings of market mechanism, such as too frequent fluctuations of price, are avoided by means of the method of changing prices after trading. Through using atom allocation of resource group, the cooperating allocation is improved, and some problems, such as deadlock of resource and inefficiently occupying resource, are solved. More importantly, efficiently using various resources in grid system is guaranteed through importing multi-objective programming mechanism in our resource management solution. A frame of resource allocation is given at first, then, the mathematical model of the method is constructed. An algorithm is proposed to get the approximate solution in this paper.