A projection-based two-layer simulated annealing method for solving general multi-objective optimisation problems is presented. The power of the simulated annealing technique enables the solution method to find a desirable, globally efficient solution to the problem, even when the solution space is nonconvex and the objective functions are nondifferentiable. The multi-objective VAr planning problem in large-scale power systems can be solved by the proposed method and very encouraging results have been obtained.