The analysis of the value chain of petrochemical products production and the presentation of the optimal model of petrochemical products production in petrochemical industries related to pension funds have been discussed. The studied society is Jam Petrochemical Company and Suleiman Mosque. The target period is 5 years. In the studied society, the decision-maker faces contradictory goals at the same time. In this research, fuzzy multi-objective linear programming based on "alpha" cut of fuzzy parameters was used. The purpose of this research is to extract the optimal production of each product in such a way as to achieve profit maximization, risk minimization and added value maximization at the same time, and various limitations such as environmental limitations, resource limitations, technological, market, financial and environmental limitations are taken into account. This method is desirable for cases that have limited trade-offs between objective functions. A numerical example has been used to show the possibility of using the mentioned method in multi-objective optimization problems for the production of olefins from natural gas. Considering the efficiency and satisfaction of the new solutions obtained in this method, this method can be useful for solving fuzzy multi-objective linear programming problems. Reducing the amount of ethylene production, reducing the amount of light polyethylene production, and increasing the production of butadiene and propylene is the most important policy recommendation of this research.