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The complexity of multi-objective evolutionary algorithms based on the non-dominated principles mainly depends on finding non-dominated fronts. In order to reduce complexity and improve construction efficiency, this paper introduces a non-dominated set construction algorithm based on Two Dimensional Sequence (TSNS). When the non-dominated set closes to the Pareto optimal front, it always maintains one dimension by ascending order while the other dimension by descending order. In order to verify the effectiveness of the proposed algorithm, we integrate the algorithm into GA, DE, PSO, then we tested and compared it with classical benchmark functions. The experimental results indicate that the proposed algorithm performs better than NSGA-II in terms of the quality of solutions and the speed of convergence.