In this paper, some ideas about PSO research and applications in multi-objective problem were synthesized. Based on the concept of average, the global best fitness function value in updated formula of PSO was calculated, which benefits to the algorithm escaping from the local minimums and converging quickly to the front of Pareto optimal set. Meanwhile the penalty function method was used as constraint-handling technique. The algorithm was proved effective by the simulation and experimental results for the given multi-objective optimal problem of a compression spring.