Aiming at the energy conservation and emission reduction problem of generation unit inpower system, by establishing the relationship between continuous variables and discrete variables andusing complementarity constraints and optimization extreme value theory, builds a complementarityconstraint optimization model of multi- objective unit commitment in power system, and introducesentropy weight method to make multi- objective decision, adopts the original dual interior pointmethod to validate. The simulation results show that: (1) The multi-objective generators commitmentmodel with the optimization aim for coal consumption of coal- fired generators and the emissioncapacity of pollutant gas CO2 and SO2 meet the practical engineering requirements. (2) Using fuzzyentropy weight to make multi-objective decision can realize the conversion and mutual coordinationbetween the energy saving and emission aims of CO2 and SO2, effectively reduce both the coalconsumption of coal-fired generators and the total emission amounts of CO2 and SO2.