In the Taguchi parameter design, the product-array approach using orthogonal arrays is mainly used. However, it often requires an excessive number of experiments. An alternative approach, which is called the combined-array approach, was suggested by Welch et al (1990) and studied by Vining and Myers (1990) and others. In these studies, only single respouse variable was considered. We propose how to simultaneously optimize multiple responses when there are correlations among responses.