In this paper we develop a general approach to generate all efficient solutions of the Multi-Objective Integer Programming (MOIP) Problem. Our approach, which is based on identification of objective efficiency ranges, is an improvement over classical ε-constraint method. Objective efficiency ranges are identified by solving simpler MOIP problems with fewer objectives. We first provide the classical ε-constraint method on the Bi-Objective Integer Programming problem for the sake of completeness and comment on its efficiency. Then present our method on Tri-Objective Integer Programming problem and then extend it to the general MOIP problem with k objectives. A numerical example considering Tri-Objective Assignment problem is also provided.

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