The optimization of rolling schedule is the main content of tandem cold rolling which will affect the quality of products directly. A rolling schedule with the objectives of minimum energy consumption, relative power margin and slippage preventing is established. First, in order to make the rolling schedule more accurate in the calculation process, a mathematical model combines with deep neural network is proposed to calculate the rolling force. Second, a multi-objective particle swarm optimizer with dynamic opposition-based learning is proposed to optimize the rolling schedule. It has a new particle learning strategy to update the moving position of particles. Moreover, opposition-based learning is proposed to make the particles jump out of local optima. Finally, the experiments are carried out based on the field data. Simulation results demonstrate that the accuracy of the rolling force is greatly improved. The proposed algorithm has a promising performance on both diversity and convergence. At the same time, the optimized rolling schedule can well balance the rolling power and prevent slipping between five stands comparing with the original rolling schedule. INDEX TERMS Multi-objective optimization, tandem cold rolling, deep neural network, rolling force, rolling schedule.