Multi-objective evolutionary algorithms for optimization have received much attention in recent literature. In this paper we propose a new Pareto-based Multi-objective Evolutionary Algorithm to solve the vector optimization problem. This algorithm uses a variant of the preselection scheme as implicit niche formation technique. In addition we propose an approach to solve goal and priority based optimization problems by using the above multi-objective evolutionary algorithm. This approach allows us to solve a wide set of optimization problems, including particular cases such as the vector optimization problem, constrained optimization, constraint satisfaction, and goal programming. Good results have been obtained for different test problems studied by other authors.