In this paper, we address solution methodologies of an optimization problem under multiple scenarios. Often in practice, a problem needs to be considered for different scenarios, such as evaluating for different loading conditions, different blocks of data, multi-stage operations, etc. After reviewing various single-objective aggregate methods for handling objectives and constraints under multiple scenarios, we then suggest a multi-objective optimization approach for solving multi-scenario optimization problems. On a Byzantine agreement problem, we demonstrate the usefulness of the proposed multi-objective approach and explain the reasons for their superior behavior. The suggested procedure is generic and now awaits further applications to more challenging problems from engineering and computational fields.