The present work deals with the comparison of four multi response optimization methods, viz. multiple response signal-to-noise (MRSN) ratio, weighted signal-to-noise (WSN) ratio, Grey relational analysis (GRA), and VIKOR (VlseKriterijumska Optimizacija I Kompromisno Resenje in Serbian) methods taking a case study in turning mild steel specimen using HSS cutting tool. The various factors like cutting speed, feed rate, depth of cut and coolant flow rate are considered as the input process variables, while the material removal rate (MRR), surface roughness (SR) and specific energy consumption (SEC) are considered as various performance characteristics. One set of experimental data is analyzed using the standardized procedures. The optimization performances of these four methods are compared. The results show that MRSN ratio method proves to be the best optimization method. It is found that the feed rate has a highest impact on the overall performance as compared to other process parameters.