Abstract-Most existing multiobjective evolutionary algorithms aim at approximating the Pareto front (PF), the distribution of the Pareto optimal solutions in the objective space. In many reallife applications, however, a good approximation to the Pareto set (PS), the distribution of the Pareto optimal solutions in the decision space, is also required by a decision maker. This paper considers a class of multiobjective optimization problems (MOPs), in which the dimensionalities of the PS and the PF manifolds are different so that a good approximation to the PF might not approximate the PS very well. It proposes a probabilistic model based multiobjective evolutionary algorithm, called MMEA, for approximating the PS and the PF simultaneously for an MOP in this class. In the modeling phase of MMEA, the population is clustered into a number of subpopulations based on their distribution in the objective space, the PCA technique is used to estimate the dimensionality of the PS manifold in each subpopulation, and then a probabilistic model is built for modeling the distribution of the Pareto optimal solutions in the decision space. Such a modeling procedure could promote the population diversity in both the decision and objective spaces. MMEA is compared with three other methods, KP1, OmniOptimizer and RM-MEDA on a set of test instances, five of which are proposed in this paper. The experimental results clearly suggest that overall, MMEA performs significantly better than the three compared algorithms in approximating both the PS and the PF.