Multiple instance learning (MIL) is considered a generalization of traditional supervised learning which deals with uncertainty in the information. Together with the fact that, as in any other learning framework, the classifier performance evaluation maintains a trade-off relationship between different conflicting objectives, this makes the classification task less straightforward. This paper introduces a multi-objective proposal that works in a MIL scenario to obtain well-distributed Pareto solutions to multi-instance problems. The algorithm developed, MultiObjective Grammar Guided Genetic Programming for Multiple Instances (MOG3P-MI), is based on grammarguided genetic programming, which is a robust tool for classification. Thus, this proposal combines the advantages of the grammar-guided genetic programming with benefits provided by multi-objective approaches. First, a study of multi-objective optimization for MIL is carried out. To do this, three different extensions of MOG3P-MI are designed and implemented and their performance is compared. This study allows us on the one hand, to check the performance of multi-objective techniques in this learning paradigm and on the other hand, to determine the most appropriate evolutionary process for MOG3P-MI. Then, MOG3P-MI is compared with some of the most significant proposals developed throughout the years in MIL. Computational experiments show that MOG3P-MI often obtains consistently better results than the other algorithms, achieving the most accurate models. Moreover, the classifiers obtained are very comprehensible.