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In the paper, we discuss multi-objective (MO) optimization problems solved by artificial immune algorithm. We present a novel artificial immune algorithm for MO optimization (AIAMOO) and analyze its powerful performance from the immune system point of view. Finally, the AIAMOO is applied to solve two complex MO optimization problems and the results can perfectly map the Pareto-optimal front. It shows the good prospect to apply artificial immune system to solve MO optimization problems.