Metaheuristic algorithms have been used successfully in a number of data mining contexts and specifically in the production of classification rules. Classification rules describe a class of interest or a subset of this class, and as such may also be used as an aid in prediction. The production and selection of classification rules for a particular class of the database is often referred to as partial classification. Since partial classification rules are often evaluated according to a number of conflicting objectives, the generation of such rules is a task that is well suited to a multi-objective (MO) metaheuristic approach. In this paper we discuss how to adapt well known MO algorithms for the task of partial classification. Additionally, we introduce a new MO algorithm for this task based on a greedy randomized adaptive search procedure (GRASP). GRASP has been applied to a number of problems in combinatorial optimization, but it has very seldom been used in a MO setting, and generally only through repeated optimization of single objective problems, using either linear combinations of the objectives or additional constraints. The approach presented takes advantage of some specific characteristics of the data mining problem being solved, allowing for the very effective construction of a set of solutions that form the starting point for the local search phase of the GRASP. The resulting algorithm is guided solely by the concepts of dominance and Pareto-optimality. We present experimental results for our partial classification GRASP and other MO metaheuristics. These show that such algorithms are generally very well suited to this data mining task and furthermore, the GRASP brings additional efficiency to the search for partial classification rules.