The problems of multi-objective optimization, due to the obligation of checking the multiplicity of objectives and the competition and trade-offs between objective benefits, have received much attention and motivation from researchers in real-world decision-makings. In this research,we want to compute the covariance between all objective functions to find out which objectives are directly affected by each other. In fact, how optimizing an spacial objective function will improve other objective's benefit or conversily will deteriorate other objective's benefit.