The expansion of production and development in the industrial sector, it is necessary to increase the investment in that. But limits of the financial resources to the investment and high risk for investments in industrial and production activities on the one hand, and the frequency of necessities and goals of the other hand, is inevitable to planning and priorities of investment. This study to follow, in condition of risk and uncertainty and the exist fluctuations in supply and demand market of industry, optimization of model to determine priorities and economic feasibility to the investment in this sector. This study, in three approach (TOPSIS, VIKOR and COPRAS), will examine its purpose. This research has been made for Gilan Province from 2012 to 2015. The results of this research involve the investment criteria and specify the priority of these sectors. The final results of this study indicate based on TOPSIS, VIKOR and COPRAS, the current pattern of investment in the industrial sector was not optimal and needs to be adjusted in the percentages and amounts of investment.