This paper proposes a new approach for multicriteria optimization which aggregates the objective functions and uses a line search method in order to locate an approximate efficient point. Once the first Pareto solution is obtained, a simplified version of the former one is used in the context of Pareto dominance to obtain a set of efficient points, which will assure a thorough distribution of solutions on the Pareto frontier. In the current form, the proposed technique is well suitable for problems having multiple objectives (it is not limited to bi-objective problems) and require the functions to be continuous twice differentiable. In order to assess the effectiveness of this approach, some experiments were performed and compared with two recent well known population-based meta-heuristics. When compared to the population-based meta-heuristic, the proposed approach not only assures a better convergence to the Pareto frontier but also illustrates a good distribution of solutions. We pr...