The objective of this paper is to present a new exact approach for solving Multi-Objective Integer Linear Programming. The new approach employing two of the existing exact algorithms in the literature, including the approximation algorithms, interactive algorithms, balanced box and e-constraint methods, in two stages. A computationally study shows that the new approach has four desirable characteristics. (1) It solves less single-objective integer linear programming. (2) It solves less bi-objective integer linear programming. (3) Its solution time is significantly smaller. (4) It is competitive with two-stage algorithms proposed by Sylva, J. & Crema, A; in 2004.
Key words: two-stage approach, Balanced Box Method, E- Constraint Method, Multi-Objective Integer Linear Programming, approximation algorithms and interactive algorithms.