Neutrosophic set is a part of neutrosophy which studies the origin, nature, and scope of neutralities, as well as their interactions with different ideational spectra. Neutrosophic set is a powerful general formal framework that has been recently proposed. The paper aims to give computational algorithm to solve a multi-objective non-linear programming problem (MONLPP) using neutrosophic optimization method. The proposed method is for solving MONLPP with single valued neutrosophic data. We made a comparative study of optimal solution between intuitionistic fuzzy and neutrosophic optimization technique. The developed algorithm has been illustrated by a numerical example. Finally, optimal riser design problem is presented as an application of such technique.