This paper introduces a modified sequential version method for optimizing a linear function over an integer efficient set, as well as a new exact parallel algorithm. The performance of parallel programming in this context is clear and shown through different instances with different sizes. Each procedure builds a finite monotonous sequence of values for the main criterion to be optimized, in a reasonable amount of CPU execution time. This latter remains much better. For the first time, the Algerian IBNBADIS cluster—CERIST—was used with this type of problem. Significant results are obtained by both proposed techniques, particularly with the parallel one.