Two test problems on Multi-objective optimization (one simple general problem and the second one on an engineering application of cantilever design problem) are solved using Differential Evolution (DE). DE is a population based search algorithm, which is an improved version of Genetic Algorithm (GA), Simulations carried out involved solving (1) both the problems using Penalty function method, and (2) first problem using Weighing factor method and finding Pareto optimum set for the chosen problem, DE found to be robust and faster in optimization. To consolidate the power of DE, the classical Himmelblau function, with bounds on variables, is also solved using both DE and GA. DE found to give the exact optimum value within less generations compared to simple GA.