We consider a multiobjective scheduling problem, with the aim of minimizing the maximum lateness and the makespan on identical machines, when the number of machines is fixed. This paper proposes an exact algorithm (based on a dynamic programming) to generate the complete Pareto Frontier in a pseudo-polynomial time. Moreover, four heuristics have been proposed in order to optimize our algorithm. Then, we present a Polynomial Time Approximation Scheme (PTAS) to generate an approximate Pareto Frontier. In this scheme, we use a simplification technique based on the merging of jobs. Furthermore, we present a Fully Polynomial Time Approximation Scheme (FPTAS) to generate an approximate Pareto Frontier, based on the conversion of the dynamic programming algorithm. The proposed FPTAS is strongly polynomial. Finally, some numerical experiments are provided in order to compare the proposed approaches.