Non-dominated sorting genetic algorithm II is a classical multi-objective optimization algorithm but it suffers from poor diversity and the tendency to fall into a local optimum. In this paper, we propose an improved non-dominated sorting genetic algorithm, which aims to address the issues of poor global optimization ability and poor convergence ability. The improved NSGA-II algorithm not only uses Levy distribution for global search, which enables the algorithm to search a wider range, but also improves the local search capability by using the relatively concentrated search property of random walk. Moreover, an adaptive balance parameter is designed to adjust the respective contributions of the exploration and exploitation abilities, which lead to a faster search of the algorithm. It helps to expand the search area, which increases the diversity of the population and avoids getting trapped in a local optimum. The superiority of the improved NSGA-II algorithm is demonstrated through benchmark test functions and a practical application. It is shown that the improved strategy provides an effective improvement in the convergence and diversity of the traditional algorithm.